WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 610,288: 98,817 68,460 213,295 254,921 254,120 567,033 535,875: 43,255 74,413
Old : 328,252: 51,354 76,997 106,776 147,407 108,609 305,537 292,382: 22,714 35,869
Other: 282,036: 85,576 29,577 68,405 107,515 145,511 261,496 243,493: 20,541 38,544
: : :
: : Changes in Commitments from: January 29, 2008 :
: 18,357: 6,323 -1,069 16,447 1,955 2,932 24,724 18,310: -6,367 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.2 34.9 41.8 41.6 92.9 87.8: 7.1 12.2
Old : 100.0: 15.6 23.5 32.5 44.9 33.1 93.1 89.1: 6.9 10.9
Other: 100.0: 30.3 10.5 24.3 38.1 51.6 92.7 86.3: 7.3 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 124 131 191 96 137 348 360:
Old : 379: 101 149 149 62 113 264 318:
Other: 338: 129 73 100 84 120 257 254:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 15.6 27.4 22.6 17.3 12.3 25.1 16.9
Old : 19.9 13.6 31.0 21.8 19.6 12.6 29.9 18.1
Other: 25.4 18.8 36.3 28.3 22.0 17.2 31.5 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 2,069,386: 379,576 81,823 600,937 856,138 1,060,781 1,836,652 1,743,541: 232,734 325,844
Old : 1,390,165: 217,720 114,330 416,343 594,923 667,978 1,228,986 1,198,651: 161,179 191,514
Other: 679,221: 218,557 24,193 127,894 261,215 392,803 607,666 544,890: 71,555 134,331
: : :
: : Changes in Commitments from: January 29, 2008 :
: 64,527: 15,296 79 25,494 6,926 32,259 47,716 57,833: 16,811 6,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.0 29.0 41.4 51.3 88.8 84.3: 11.2 15.7
Old : 100.0: 15.7 8.2 29.9 42.8 48.1 88.4 86.2: 11.6 13.8
Other: 100.0: 32.2 3.6 18.8 38.5 57.8 89.5 80.2: 10.5 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 818: 264 110 255 297 370 660 668:
Old : 786: 208 156 227 268 346 594 627:
Other: 621: 164 90 119 170 326 382 489:
:----------------------------------------------------------------------------------------------------
: 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 16.3 18.0 21.8 9.7 11.6 14.9 15.2
Old : 11.9 16.0 19.4 22.4 11.4 11.8 17.5 16.0
Other: 15.5 18.4 26.4 24.2 13.1 14.1 20.1 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 14,916: 3,706 2,044 795 6,816 10,779 11,317 13,618: 3,598 1,298
Old : 12,159: 3,391 2,084 668 5,280 8,272 9,339 11,025: 2,821 1,135
Other: 2,756: 371 15 71 1,537 2,507 1,979 2,593: 778 163
: : :
: : Changes in Commitments from: January 29, 2008 :
: 87: 355 531 59 -63 -317 352 272: -265 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.7 5.3 45.7 72.3 75.9 91.3: 24.1 8.7
Old : 100.0: 27.9 17.1 5.5 43.4 68.0 76.8 90.7: 23.2 9.3
Other: 100.0: 13.5 0.6 2.6 55.7 91.0 71.8 94.1: 28.2 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 23 5 11 17 13 44 26:
Old : 50: 21 7 9 13 13 38 26:
Other: 22: 6 3 5 7 12 16 18:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 45.7 41.6 71.5 22.5 36.1 34.3 59.2
Old : 27.6 51.1 42.0 70.2 27.6 48.0 42.0 67.0
Other: 62.3 70.3 69.3 84.6 55.0 64.3 56.0 75.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 838,106: 170,685 31,965 252,628 307,803 409,207 731,116 693,800: 106,990 144,306
Old : 598,747: 116,576 37,585 184,610 219,032 280,822 520,218 503,017: 78,529 95,730
Other: 239,359: 74,629 14,900 47,497 88,771 128,386 210,898 190,783: 28,461 48,575
: : :
: : Changes in Commitments from: January 29, 2008 :
: 44,948: 12,348 2,518 23,955 -3,191 8,783 33,112 35,255: 11,837 9,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 3.8 30.1 36.7 48.8 87.2 82.8: 12.8 17.2
Old : 100.0: 19.5 6.3 30.8 36.6 46.9 86.9 84.0: 13.1 16.0
Other: 100.0: 31.2 6.2 19.8 37.1 53.6 88.1 79.7: 11.9 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 184 114 189 140 210 419 447:
Old : 515: 163 123 164 123 202 367 425:
Other: 361: 106 68 61 79 168 208 277:
:----------------------------------------------------------------------------------------------------
: 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 21.1 25.9 29.1 13.3 15.5 18.6 19.1
Old : 17.1 21.0 26.3 29.0 14.0 15.9 20.5 20.1
Other: 23.1 22.3 36.4 33.6 15.1 16.1 26.1 21.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,372: 20,212 4,371 230 2 2,833 20,444 7,434: 4,928 17,938
Old : 12,378: 8,525 3,940 104 2 1,263 8,631 5,307: 3,747 7,071
Other: 12,994: 11,812 556 1 0 1,570 11,813 2,127: 1,181 10,867
: : :
: : Changes in Commitments from: January 29, 2008 :
: 1,439: 649 420 -99 -2 46 548 367: 891 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 17.2 0.9 0.0 11.2 80.6 29.3: 19.4 70.7
Old : 100.0: 68.9 31.8 0.8 0.0 10.2 69.7 42.9: 30.3 57.1
Other: 100.0: 90.9 4.3 0.0 0.0 12.1 90.9 16.4: 9.1 83.6
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 9 8 1 7 16 23:
Old : 29: 14 9 4 1 6 15 19:
Other: 21: 9 5 1 0 7 9 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 13.0 72.6 19.7 58.5 13.0 71.9 19.7
Old : 40.7 23.5 59.4 32.9 40.7 23.5 58.6 32.9
Other: 80.3 8.4 90.8 14.0 80.3 8.4 90.8 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 341,030: 55,165 23,788 86,315 163,756 214,428 305,236 324,531: 35,794 16,499
Old : 298,701: 54,103 30,225 68,857 142,989 184,417 265,949 283,498: 32,752 15,203
Other: 42,329: 14,120 6,621 4,400 20,767 30,011 39,287 41,032: 3,042 1,296
: : :
: : Changes in Commitments from: January 29, 2008 :
: 8,897: 1,787 3,081 3,995 -149 2,055 5,633 9,131: 3,264 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 7.0 25.3 48.0 62.9 89.5 95.2: 10.5 4.8
Old : 100.0: 18.1 10.1 23.1 47.9 61.7 89.0 94.9: 11.0 5.1
Other: 100.0: 33.4 15.6 10.4 49.1 70.9 92.8 96.9: 7.2 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 62 44 62 60 65 163 146:
Old : 202: 62 53 55 55 63 150 144:
Other: 97: 32 19 18 31 27 73 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 : 17.2 35.5 26.8 46.0 15.5 28.7 22.3 35.7
Old : 19.3 36.1 29.0 45.7 17.3 33.2 24.3 39.7
Other: 32.8 50.8 48.0 66.8 30.9 48.7 45.4 63.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 1,282,724: 216,203 216,161 131,321 769,907 734,678 1,117,431 1,082,160: 165,292 200,564
Old : 1,282,724: 216,203 216,161 131,321 769,907 734,678 1,117,431 1,082,160: 165,292 200,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 4,751: -17,323 9,873 682 7,140 -19,297 -9,501 -8,742: 14,252 13,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.9 10.2 60.0 57.3 87.1 84.4: 12.9 15.6
Old : 100.0: 16.9 16.9 10.2 60.0 57.3 87.1 84.4: 12.9 15.6
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 : 212: 43 57 61 89 92 166 176:
Old : 212: 43 57 61 89 92 166 176:
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 : 24.0 24.9 34.9 33.8 21.7 22.2 28.3 27.2
Old : 24.0 24.9 34.9 33.8 21.7 22.2 28.3 27.2
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, February 5, 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 : 268,161: 55,437 14,720 46,437 121,903 186,181 223,776 247,337: 44,384 20,823
Old : 205,788: 48,016 15,565 30,235 91,612 141,565 169,863 187,365: 35,925 18,423
Other: 62,373: 12,327 4,060 11,296 30,291 44,616 53,914 59,972: 8,459 2,401
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,097: 2,043 -1,038 1,094 -6,008 -1,773 -2,872 -1,718: 1,775 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.5 17.3 45.5 69.4 83.4 92.2: 16.6 7.8
Old : 100.0: 23.3 7.6 14.7 44.5 68.8 82.5 91.0: 17.5 9.0
Other: 100.0: 19.8 6.5 18.1 48.6 71.5 86.4 96.2: 13.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 67 30 53 71 66 166 129:
Old : 186: 63 34 48 64 65 153 126:
Other: 99: 25 18 21 50 22 85 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 : 20.2 42.1 27.8 51.2 13.0 37.8 20.4 43.2
Old : 22.0 38.3 30.5 47.4 18.9 37.4 27.2 45.0
Other: 23.7 57.7 36.8 70.9 22.7 52.4 34.3 62.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 20,682: 7,841 375 1,893 6,903 17,322 16,637 19,590: 4,046 1,092
Old : 16,511: 6,847 510 1,120 5,082 14,011 13,049 15,641: 3,462 870
Other: 4,172: 1,403 274 364 1,820 3,311 3,588 3,950: 584 222
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,106: 514 87 355 644 1,590 1,513 2,032: 592 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 1.8 9.2 33.4 83.8 80.4 94.7: 19.6 5.3
Old : 100.0: 41.5 3.1 6.8 30.8 84.9 79.0 94.7: 21.0 5.3
Other: 100.0: 33.6 6.6 8.7 43.6 79.4 86.0 94.7: 14.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 37 6 13 26 20 66 36:
Old : 72: 33 7 10 24 18 61 31:
Other: 39: 14 5 6 13 12 29 21:
:----------------------------------------------------------------------------------------------------
: 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 66.0 27.7 77.7 16.4 60.5 27.2 67.3
Old : 17.6 66.8 30.7 79.5 17.6 63.0 30.0 71.7
Other: 37.5 68.0 56.1 83.5 33.1 55.7 48.1 67.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 1,258,113: 317,931 340,857 29,805 762,635 784,235 1,110,371 1,154,896: 147,743 103,217
Old : 1,258,113: 317,931 340,857 29,805 762,635 784,235 1,110,371 1,154,896: 147,743 103,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 50,681: 17,187 8,666 2,788 12,658 41,421 32,634 52,875: 18,047 -2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 27.1 2.4 60.6 62.3 88.3 91.8: 11.7 8.2
Old : 100.0: 25.3 27.1 2.4 60.6 62.3 88.3 91.8: 11.7 8.2
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 : 248: 68 49 35 102 90 185 160:
Old : 248: 68 49 35 102 90 185 160:
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 : 18.2 49.8 28.8 59.0 15.4 48.0 25.2 54.0
Old : 18.2 49.8 28.8 59.0 15.4 48.0 25.2 54.0
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 with Delta-adjusted Options and Futures Combined, February 5, 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 : 3,698,372: 580,881 321,945 670,793 2,079,745 2,243,899 3,331,419 3,236,638: 366,953 461,734
Old : 3,698,372: 580,881 321,945 670,793 2,079,745 2,243,899 3,331,419 3,236,638: 366,953 461,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 134,326: 34,792 34,403 67,503 27,136 37,560 129,431 139,466: 4,895 -5,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.7 18.1 56.2 60.7 90.1 87.5: 9.9 12.5
Old : 100.0: 15.7 8.7 18.1 56.2 60.7 90.1 87.5: 9.9 12.5
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 : 316: 62 75 82 139 152 240 270:
Old : 316: 62 75 82 139 152 240 270:
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 19.1 34.4 27.4 19.2 15.4 25.1 20.0
Old : 26.7 19.1 34.4 27.4 19.2 15.4 25.1 20.0
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, February 5, 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 : 2,449,489: 398,535 493,706 269,428 1,509,573 1,449,196 2,177,536 2,212,330: 271,954 237,160
Old : 2,449,489: 398,535 493,706 269,428 1,509,573 1,449,196 2,177,536 2,212,330: 271,954 237,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 100,993: 83,361 47,550 -12,029 14,224 67,800 85,556 103,322: 15,437 -2,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 20.2 11.0 61.6 59.2 88.9 90.3: 11.1 9.7
Old : 100.0: 16.3 20.2 11.0 61.6 59.2 88.9 90.3: 11.1 9.7
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 : 225: 51 46 53 101 98 180 170:
Old : 225: 51 46 53 101 98 180 170:
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 43.6 27.7 52.4 14.7 39.0 22.5 44.3
Old : 17.3 43.6 27.7 52.4 14.7 39.0 22.5 44.3
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, February 5, 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 : 472,889: 51,474 17,532 165,627 230,516 256,580 447,617 439,740: 25,271 33,149
Old : 472,889: 51,474 17,532 165,627 230,516 256,580 447,617 439,740: 25,271 33,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -210,579: -50,690 -45,776 -88,716 -64,808 -67,509 -204,214 -202,001: -6,365 -8,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.7 35.0 48.7 54.3 94.7 93.0: 5.3 7.0
Old : 100.0: 10.9 3.7 35.0 48.7 54.3 94.7 93.0: 5.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 31 32 38 61 68 109 123:
Old : 138: 31 32 38 61 68 109 123:
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 : 23.0 21.2 37.2 35.3 13.9 9.9 18.5 14.6
Old : 23.0 21.2 37.2 35.3 13.9 9.9 18.5 14.6
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, February 5, 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 : 15,032: 3,416 2,298 1,221 1,095 5,343 5,732 8,863: 9,301 6,170
Old : 15,032: 3,416 2,298 1,221 1,095 5,343 5,732 8,863: 9,301 6,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 285: 124 1,300 889 -443 -1,747 570 442: -285 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.3 8.1 7.3 35.5 38.1 59.0: 61.9 41.0
Old : 100.0: 22.7 15.3 8.1 7.3 35.5 38.1 59.0: 61.9 41.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 6 6 3 5 16 15:
Old : 24: 11 6 6 3 5 16 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 : 17.7 39.3 26.6 50.9 15.7 36.4 23.0 46.1
Old : 17.7 39.3 26.6 50.9 15.7 36.4 23.0 46.1
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, February 5, 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 : 31,780: 13,323 12,544 1,660 12,698 10,283 27,681 24,487: 4,099 7,293
Old : 31,780: 13,323 12,544 1,660 12,698 10,283 27,681 24,487: 4,099 7,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 901: 1,651 -31 -39 -358 -552 1,254 -623: -353 1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 39.5 5.2 40.0 32.4 87.1 77.1: 12.9 22.9
Old : 100.0: 41.9 39.5 5.2 40.0 32.4 87.1 77.1: 12.9 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 : 58: 21 17 11 14 10 41 32:
Old : 58: 21 17 11 14 10 41 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 : 32.6 36.5 49.7 51.7 32.6 36.5 48.8 51.7
Old : 32.6 36.5 49.7 51.7 32.6 36.5 48.8 51.7
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 with Delta-adjusted Options and Futures Combined, February 5, 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 : 91,361: 39,669 30,080 2,648 31,343 45,129 73,661 77,858: 17,700 13,503
Old : 91,361: 39,669 30,080 2,648 31,343 45,129 73,661 77,858: 17,700 13,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,583: -3,076 3,036 131 2,449 -4 -496 3,163: -1,087 -4,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 32.9 2.9 34.3 49.4 80.6 85.2: 19.4 14.8
Old : 100.0: 43.4 32.9 2.9 34.3 49.4 80.6 85.2: 19.4 14.8
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 : 112: 40 37 12 16 26 61 71:
Old : 112: 40 37 12 16 26 61 71:
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 : 28.2 27.6 44.4 41.2 28.2 27.6 43.5 41.1
Old : 28.2 27.6 44.4 41.2 28.2 27.6 43.5 41.1
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, February 5, 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 : 55,480: 12,135 10,645 857 42,082 43,318 55,074 54,820: 406 660
Old : 55,480: 12,135 10,645 857 42,082 43,318 55,074 54,820: 406 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 467: 631 -187 33 -210 27 454 -127: 13 594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 19.2 1.5 75.9 78.1 99.3 98.8: 0.7 1.2
Old : 100.0: 21.9 19.2 1.5 75.9 78.1 99.3 98.8: 0.7 1.2
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 : 49: 11 17 4 16 11 28 31:
Old : 49: 11 17 4 16 11 28 31:
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 : 77.9 81.5 90.3 89.8 75.8 74.2 83.2 82.5
Old : 77.9 81.5 90.3 89.8 75.8 74.2 83.2 82.5
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, February 5, 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 : 15,364: 1,286 1,903 111 13,854 13,287 15,251 15,301: 113 63
Old : 15,364: 1,286 1,903 111 13,854 13,287 15,251 15,301: 113 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 26: -21 438 -242 368 -90 105 106: -79 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 12.4 0.7 90.2 86.5 99.3 99.6: 0.7 0.4
Old : 100.0: 8.4 12.4 0.7 90.2 86.5 99.3 99.6: 0.7 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: 8 6 1 8 8 16 15:
Old : 29: 8 6 1 8 8 16 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 : 87.1 83.0 94.9 94.9 87.1 83.0 92.9 93.5
Old : 87.1 83.0 94.9 94.9 87.1 83.0 92.9 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2008