WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 586,730: 99,097 73,453 184,942 249,929 252,490 533,967 510,885: 52,763 75,845
Old : 327,308: 53,969 78,398 92,135 150,089 116,572 296,193 287,104: 31,115 40,203
Other: 259,422: 79,454 29,381 58,481 99,839 135,919 237,774 223,781: 21,648 35,642
: : :
: : Changes in Commitments from: January 15, 2008 :
: 8,722: -8,886 -3,568 3,743 10,356 6,877 5,212 7,052: 3,510 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.5 31.5 42.6 43.0 91.0 87.1: 9.0 12.9
Old : 100.0: 16.5 24.0 28.1 45.9 35.6 90.5 87.7: 9.5 12.3
Other: 100.0: 30.6 11.3 22.5 38.5 52.4 91.7 86.3: 8.3 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 129 129 183 98 137 347 355:
Old : 383: 100 153 135 64 113 255 315:
Other: 333: 129 70 85 84 118 250 240:
:----------------------------------------------------------------------------------------------------
: 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 16.3 28.4 23.2 18.2 13.2 25.8 17.9
Old : 20.6 15.2 31.9 23.8 20.4 12.7 31.1 18.2
Other: 27.1 19.5 38.3 28.9 23.4 17.6 32.8 23.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,994,131: 376,045 84,105 559,462 847,512 1,019,503 1,783,019 1,663,071: 211,112 331,060
Old : 1,381,780: 230,112 125,293 391,078 612,702 663,488 1,233,893 1,179,859: 147,888 201,921
Other: 612,351: 213,649 26,530 100,667 234,810 356,015 549,126 483,212: 63,225 129,139
: : :
: : Changes in Commitments from: January 15, 2008 :
: 14,952: -3,925 4,359 5,757 13,059 -14,727 14,890 -4,611: 62 19,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 4.2 28.1 42.5 51.1 89.4 83.4: 10.6 16.6
Old : 100.0: 16.7 9.1 28.3 44.3 48.0 89.3 85.4: 10.7 14.6
Other: 100.0: 34.9 4.3 16.4 38.3 58.1 89.7 78.9: 10.3 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 788: 251 115 242 291 363 644 643:
Old : 762: 201 156 206 262 338 579 599:
Other: 585: 156 74 104 167 316 358 462:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 15.6 17.4 21.0 9.7 11.6 14.6 15.0
Old : 12.0 15.3 19.5 21.5 11.7 11.7 18.1 15.7
Other: 15.1 18.2 26.3 23.9 13.0 14.4 21.0 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,400: 3,296 1,470 682 6,651 10,971 10,629 13,123: 3,771 1,276
Old : 12,036: 3,120 1,545 566 5,301 8,802 8,987 10,912: 3,049 1,124
Other: 2,364: 252 2 40 1,350 2,170 1,642 2,211: 721 152
: : :
: : Changes in Commitments from: January 15, 2008 :
: -218: -778 195 7 799 -453 28 -252: -246 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.2 4.7 46.2 76.2 73.8 91.1: 26.2 8.9
Old : 100.0: 25.9 12.8 4.7 44.0 73.1 74.7 90.7: 25.3 9.3
Other: 100.0: 10.7 0.1 1.7 57.1 91.8 69.5 93.6: 30.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 22 5 9 18 15 44 26:
Old : 50: 21 6 8 15 14 41 24:
Other: 19: 4 2 4 7 13 13 17:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 47.3 40.3 71.5 22.8 34.9 34.9 58.7
Old : 27.3 47.0 41.8 70.2 27.3 43.2 41.8 65.5
Other: 63.3 70.6 68.1 85.3 53.4 64.5 53.9 75.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 783,498: 156,142 31,569 225,029 306,003 393,607 687,174 650,205: 96,324 133,293
Old : 583,000: 109,287 40,194 173,922 227,493 279,046 510,702 493,163: 72,298 89,837
Other: 200,499: 68,745 13,265 29,217 78,510 114,561 176,472 157,042: 24,027 43,456
: : :
: : Changes in Commitments from: January 15, 2008 :
: -7,524: -11,004 -1,083 4,847 4,250 -15,119 -1,907 -11,355: -5,617 3,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.0 28.7 39.1 50.2 87.7 83.0: 12.3 17.0
Old : 100.0: 18.7 6.9 29.8 39.0 47.9 87.6 84.6: 12.4 15.4
Other: 100.0: 34.3 6.6 14.6 39.2 57.1 88.0 78.3: 12.0 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 532: 187 104 170 140 213 398 433:
Old : 511: 152 125 156 123 207 354 421:
Other: 348: 97 58 60 82 172 199 272:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 21.4 26.2 29.2 13.1 16.0 18.8 19.0
Old : 17.3 21.0 26.7 28.8 14.0 15.2 20.7 18.9
Other: 26.4 23.5 39.1 34.3 19.9 19.6 29.7 24.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 342,589: 59,993 19,652 77,939 168,333 226,302 306,265 323,893: 36,324 18,696
Old : 303,057: 59,766 25,534 63,140 146,415 196,848 269,321 285,521: 33,736 17,536
Other: 39,532: 11,882 5,773 3,145 21,918 29,455 36,944 38,372: 2,588 1,160
: : :
: : Changes in Commitments from: January 15, 2008 :
: 9,372: -4,617 3,285 3,645 8,751 1,484 7,779 8,414: 1,593 957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.7 22.8 49.1 66.1 89.4 94.5: 10.6 5.5
Old : 100.0: 19.7 8.4 20.8 48.3 65.0 88.9 94.2: 11.1 5.8
Other: 100.0: 30.1 14.6 8.0 55.4 74.5 93.5 97.1: 6.5 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 65 37 57 62 64 161 133:
Old : 191: 63 43 54 59 63 155 131:
Other: 83: 24 16 17 30 24 61 50:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 38.2 25.1 48.3 15.0 31.1 21.4 38.8
Old : 18.5 38.9 27.4 48.3 16.8 36.0 23.5 43.1
Other: 35.9 56.4 52.7 70.9 33.8 54.4 49.7 67.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,359,549: 271,854 225,498 138,702 788,969 784,090 1,199,525 1,148,290: 160,023 211,259
Old : 1,359,549: 271,854 225,498 138,702 788,969 784,090 1,199,525 1,148,290: 160,023 211,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 83,859: 43,978 19,942 26,657 23,640 35,559 94,274 82,158: -10,416 1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.6 10.2 58.0 57.7 88.2 84.5: 11.8 15.5
Old : 100.0: 20.0 16.6 10.2 58.0 57.7 88.2 84.5: 11.8 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 : 212: 37 64 64 87 93 166 179:
Old : 212: 37 64 64 87 93 166 179:
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 : 24.7 24.4 35.2 33.5 22.5 21.4 29.9 26.6
Old : 24.7 24.4 35.2 33.5 22.5 21.4 29.9 26.6
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, 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 : 269,069: 61,240 15,279 43,702 121,238 189,878 226,180 248,860: 42,889 20,209
Old : 215,218: 49,978 14,780 30,699 97,966 151,095 178,644 196,573: 36,574 18,644
Other: 53,851: 15,252 4,490 9,013 23,271 38,784 47,536 52,287: 6,315 1,564
: : :
: : Changes in Commitments from: January 15, 2008 :
: 2,864: -6,995 2,547 3,650 10,751 -4,032 7,406 2,165: -4,542 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 5.7 16.2 45.1 70.6 84.1 92.5: 15.9 7.5
Old : 100.0: 23.2 6.9 14.3 45.5 70.2 83.0 91.3: 17.0 8.7
Other: 100.0: 28.3 8.3 16.7 43.2 72.0 88.3 97.1: 11.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 71 33 56 72 65 175 132:
Old : 193: 66 37 51 65 64 160 129:
Other: 97: 28 17 24 46 21 86 51:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 42.6 29.3 52.1 14.3 37.9 21.0 44.4
Old : 24.8 39.9 32.8 49.1 21.2 38.7 28.8 46.1
Other: 24.5 57.3 38.5 70.4 24.5 53.8 37.9 65.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,034: 6,512 410 1,392 6,287 15,187 14,191 16,990: 3,843 1,044
Old : 15,539: 6,343 619 816 4,885 13,236 12,043 14,671: 3,496 869
Other: 2,494: 667 288 79 1,402 1,952 2,148 2,319: 347 175
: : :
: : Changes in Commitments from: January 15, 2008 :
: -1,170: -1,641 46 29 290 -1,471 -1,322 -1,396: 153 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 2.3 7.7 34.9 84.2 78.7 94.2: 21.3 5.8
Old : 100.0: 40.8 4.0 5.2 31.4 85.2 77.5 94.4: 22.5 5.6
Other: 100.0: 26.7 11.6 3.2 56.2 78.2 86.1 93.0: 13.9 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 30 7 12 23 18 58 33:
Old : 64: 26 9 9 21 16 52 29:
Other: 34: 14 3 5 10 10 25 17:
:----------------------------------------------------------------------------------------------------
: 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 70.8 29.5 80.4 18.3 64.1 29.4 71.2
Old : 19.9 72.1 32.8 82.2 19.9 67.7 32.8 76.6
Other: 38.2 71.1 56.8 83.9 26.8 50.8 44.1 63.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,272,906: 272,878 185,640 46,803 768,229 746,582 1,087,910 979,025: 184,996 293,881
Old : 1,272,906: 272,878 185,640 46,803 768,229 746,582 1,087,910 979,025: 184,996 293,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 158,621: -44,772 9,122 10,038 166,176 -46,027 131,441 -26,867: 27,180 185,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 14.6 3.7 60.4 58.7 85.5 76.9: 14.5 23.1
Old : 100.0: 21.4 14.6 3.7 60.4 58.7 85.5 76.9: 14.5 23.1
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 : 246: 62 51 36 97 100 176 171:
Old : 246: 62 51 36 97 100 176 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 36.1 29.4 42.5 15.0 34.9 25.5 39.7
Old : 17.3 36.1 29.4 42.5 15.0 34.9 25.5 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 3,725,727: 577,635 308,383 654,612 2,115,014 2,270,985 3,347,262 3,233,980: 378,466 491,747
Old : 3,725,727: 577,635 308,383 654,612 2,115,014 2,270,985 3,347,262 3,233,980: 378,466 491,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 345,447: 2,265 -18,996 144,211 203,894 183,753 350,370 308,969: -4,923 36,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.3 17.6 56.8 61.0 89.8 86.8: 10.2 13.2
Old : 100.0: 15.5 8.3 17.6 56.8 61.0 89.8 86.8: 10.2 13.2
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 : 316: 62 74 87 138 154 244 271:
Old : 316: 62 74 87 138 154 244 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 19.7 34.4 27.8 19.6 16.6 24.8 21.4
Old : 26.7 19.7 34.4 27.8 19.6 16.6 24.8 21.4
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, 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 : 2,484,417: 325,116 552,350 309,268 1,573,959 1,362,735 2,208,342 2,224,353: 276,075 260,064
Old : 2,484,417: 325,116 552,350 309,268 1,573,959 1,362,735 2,208,342 2,224,353: 276,075 260,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 125,379: -34,395 -4,764 72,835 97,083 37,027 135,522 105,097: -10,144 20,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 22.2 12.4 63.4 54.9 88.9 89.5: 11.1 10.5
Old : 100.0: 13.1 22.2 12.4 63.4 54.9 88.9 89.5: 11.1 10.5
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 : 228: 46 51 54 103 97 178 174:
Old : 228: 46 51 54 103 97 178 174:
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 : 18.5 36.6 29.0 45.7 16.3 31.8 23.9 37.3
Old : 18.5 36.6 29.0 45.7 16.3 31.8 23.9 37.3
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, 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 : 626,619: 116,172 52,679 199,075 274,732 285,506 589,979 537,261: 36,640 89,359
Old : 626,619: 116,172 52,679 199,075 274,732 285,506 589,979 537,261: 36,640 89,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 47,364: -26,373 -17,786 50,776 22,643 -26,667 47,046 6,323: 318 41,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.4 31.8 43.8 45.6 94.2 85.7: 5.8 14.3
Old : 100.0: 18.5 8.4 31.8 43.8 45.6 94.2 85.7: 5.8 14.3
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 : 136: 32 34 43 58 62 107 123:
Old : 136: 32 34 43 58 62 107 123:
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 : 21.7 16.2 37.0 28.0 16.0 8.9 23.3 13.1
Old : 21.7 16.2 37.0 28.0 16.0 8.9 23.3 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 17,250: 3,870 2,003 1,353 1,886 7,556 7,108 10,912: 10,141 6,338
Old : 17,250: 3,870 2,003 1,353 1,886 7,556 7,108 10,912: 10,141 6,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -180: -1,246 929 83 126 -201 -1,038 811: 858 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 11.6 7.8 10.9 43.8 41.2 63.3: 58.8 36.7
Old : 100.0: 22.4 11.6 7.8 10.9 43.8 41.2 63.3: 58.8 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: 12 4 6 4 8 17 17:
Old : 26: 12 4 6 4 8 17 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 : 15.9 39.3 27.1 51.5 13.9 36.9 22.2 45.8
Old : 15.9 39.3 27.1 51.5 13.9 36.9 22.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 30,464: 9,605 14,288 1,785 12,958 8,397 24,348 24,470: 6,117 5,995
Old : 30,464: 9,605 14,288 1,785 12,958 8,397 24,348 24,470: 6,117 5,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 143: -72 34 275 -447 -502 -244 -193: 387 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 46.9 5.9 42.5 27.6 79.9 80.3: 20.1 19.7
Old : 100.0: 31.5 46.9 5.9 42.5 27.6 79.9 80.3: 20.1 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 17 20 10 12 8 37 30:
Old : 54: 17 20 10 12 8 37 30:
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 : 36.6 40.3 52.5 58.3 36.1 40.3 51.3 57.2
Old : 36.6 40.3 52.5 58.3 36.1 40.3 51.3 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 99,199: 44,594 20,885 2,425 26,276 56,249 73,295 79,559: 25,904 19,639
Old : 99,199: 44,594 20,885 2,425 26,276 56,249 73,295 79,559: 25,904 19,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 14,796: 10,924 -15 -870 -3,916 8,183 6,139 7,298: 8,657 7,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 21.1 2.4 26.5 56.7 73.9 80.2: 26.1 19.8
Old : 100.0: 45.0 21.1 2.4 26.5 56.7 73.9 80.2: 26.1 19.8
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 : 104: 45 28 13 18 21 67 58:
Old : 104: 45 28 13 18 21 67 58:
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 : 23.0 32.6 35.2 47.3 23.0 32.6 35.2 47.3
Old : 23.0 32.6 35.2 47.3 23.0 32.6 35.2 47.3
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, 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 with Delta-adjusted Options and Futures Combined, 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