WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 532,905: 92,549 66,228 166,523 234,529 241,434 493,602 474,185: 39,303 58,720
Old : 211,432: 34,636 73,665 40,695 119,293 77,437 194,624 191,797: 16,807 19,635
Other: 321,473: 91,068 25,718 92,673 115,236 163,997 298,978 282,389: 22,496 39,084
: : :
: : Changes in Commitments from: February 26, 2008 :
: -30,310: -8,937 -2,150 -10,674 -9,839 -11,434 -29,450 -24,258: -860 -6,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.4 31.2 44.0 45.3 92.6 89.0: 7.4 11.0
Old : 100.0: 16.4 34.8 19.2 56.4 36.6 92.1 90.7: 7.9 9.3
Other: 100.0: 28.3 8.0 28.8 35.8 51.0 93.0 87.8: 7.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 107 133 153 89 127 302 318:
Old : 314: 85 119 83 40 94 171 251:
Other: 326: 114 79 110 87 117 259 255:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 15.2 31.9 23.3 19.0 13.6 27.5 18.6
Old : 32.8 17.9 47.4 26.7 32.2 17.1 46.8 25.3
Other: 21.4 16.5 32.1 26.0 19.3 13.1 25.5 18.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 2,088,241: 386,576 79,968 573,139 899,563 1,136,746 1,859,278 1,789,853: 228,963 298,388
Old : 1,227,614: 214,787 123,688 318,077 558,295 631,241 1,091,160 1,073,005: 136,455 154,609
Other: 860,627: 244,014 28,505 182,837 341,268 505,506 768,118 716,848: 92,508 143,779
: : :
: : Changes in Commitments from: February 26, 2008 :
: 24,881: -2,391 4,998 8,792 16,047 13,053 22,447 26,842: 2,434 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 3.8 27.4 43.1 54.4 89.0 85.7: 11.0 14.3
Old : 100.0: 17.5 10.1 25.9 45.5 51.4 88.9 87.4: 11.1 12.6
Other: 100.0: 28.4 3.3 21.2 39.7 58.7 89.3 83.3: 10.7 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 832: 267 110 261 293 385 660 687:
Old : 795: 204 155 218 258 358 578 636:
Other: 660: 171 93 138 188 352 412 533:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 17.7 21.2 23.7 11.0 12.0 16.2 15.6
Old : 14.5 16.2 22.4 23.2 14.4 12.3 20.6 16.4
Other: 15.7 20.6 26.4 27.0 11.4 13.9 18.1 17.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 16,257: 4,385 2,015 1,041 6,736 11,883 12,162 14,939: 4,095 1,318
Old : 10,968: 3,773 1,941 335 4,166 7,915 8,274 10,190: 2,694 778
Other: 5,289: 759 220 560 2,570 3,968 3,889 4,749: 1,401 541
: : :
: : Changes in Commitments from: February 26, 2008 :
: 266: -2 -4 391 265 318 654 705: -388 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.4 6.4 41.4 73.1 74.8 91.9: 25.2 8.1
Old : 100.0: 34.4 17.7 3.1 38.0 72.2 75.4 92.9: 24.6 7.1
Other: 100.0: 14.3 4.2 10.6 48.6 75.0 73.5 89.8: 26.5 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 25 6 7 15 12 44 21:
Old : 48: 23 6 4 10 12 35 20:
Other: 24: 6 5 6 9 12 20 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 : 24.7 48.9 39.3 72.7 19.4 39.3 32.7 57.5
Old : 26.5 58.5 44.2 76.6 26.5 57.3 44.2 74.9
Other: 52.9 50.2 65.7 72.5 39.4 44.4 44.7 56.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 812,030: 149,516 31,586 239,337 317,029 405,022 705,882 675,945: 106,148 136,085
Old : 527,652: 99,530 33,799 151,432 204,013 263,497 454,975 448,728: 72,676 78,923
Other: 284,379: 70,960 18,761 66,931 113,015 141,525 250,907 227,217: 33,472 57,162
: : :
: : Changes in Commitments from: February 26, 2008 :
: -7,397: -14,033 2,184 -536 5,127 -10,899 -9,442 -9,250: 2,045 1,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.9 29.5 39.0 49.9 86.9 83.2: 13.1 16.8
Old : 100.0: 18.9 6.4 28.7 38.7 49.9 86.2 85.0: 13.8 15.0
Other: 100.0: 25.0 6.6 23.5 39.7 49.8 88.2 79.9: 11.8 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 559: 189 129 196 132 218 411 467:
Old : 533: 175 133 158 114 206 366 424:
Other: 394: 118 73 85 92 185 243 312:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 23.1 26.1 30.1 13.1 17.2 19.4 21.2
Old : 18.0 24.6 28.1 33.3 14.6 20.2 22.4 25.6
Other: 20.6 20.6 32.8 29.1 14.6 15.3 24.4 19.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,019: 20,185 2,872 1,358 0 3,318 21,543 7,548: 3,476 17,471
Old : 9,078: 5,779 2,138 928 0 1,041 6,707 4,107: 2,371 4,971
Other: 15,941: 14,532 860 304 0 2,277 14,836 3,441: 1,105 12,500
: : :
: : Changes in Commitments from: February 26, 2008 :
: 365: 586 35 333 -252 197 667 565: -302 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 11.5 5.4 0.0 13.3 86.1 30.2: 13.9 69.8
Old : 100.0: 63.7 23.6 10.2 0.0 11.5 73.9 45.2: 26.1 54.8
Other: 100.0: 91.2 5.4 1.9 0.0 14.3 93.1 21.6: 6.9 78.4
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 11 14 0 9 21 30:
Old : 36: 14 13 9 0 9 17 28:
Other: 31: 14 7 4 0 9 15 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 : 60.4 7.6 74.9 14.1 58.5 7.6 72.4 13.9
Old : 42.8 15.1 60.9 25.8 42.3 13.4 56.2 21.6
Other: 74.9 7.6 87.4 13.1 74.9 7.6 87.3 13.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 351,499: 53,850 22,463 86,019 169,123 223,363 308,992 331,845: 42,507 19,655
Old : 280,341: 54,566 31,623 51,826 136,777 180,340 243,169 263,790: 37,172 16,551
Other: 71,158: 17,201 8,757 16,276 32,346 43,022 65,823 68,055: 5,335 3,104
: : :
: : Changes in Commitments from: February 26, 2008 :
: 4,362: -4,212 2,665 7,872 -1,831 -5,626 1,830 4,911: 2,532 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 6.4 24.5 48.1 63.5 87.9 94.4: 12.1 5.6
Old : 100.0: 19.5 11.3 18.5 48.8 64.3 86.7 94.1: 13.3 5.9
Other: 100.0: 24.2 12.3 22.9 45.5 60.5 92.5 95.6: 7.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 71 44 65 67 66 182 144:
Old : 212: 71 50 57 63 63 170 140:
Other: 107: 35 17 23 41 32 85 64:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 30.6 26.5 43.1 12.5 25.2 18.8 34.4
Old : 17.2 34.5 25.9 45.0 16.8 31.6 24.8 40.1
Other: 33.8 34.8 46.7 56.3 22.8 26.1 33.0 42.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 1,240,342: 200,726 205,900 112,468 776,636 712,782 1,089,831 1,031,151: 150,512 209,191
Old : 1,240,342: 200,726 205,900 112,468 776,636 712,782 1,089,831 1,031,151: 150,512 209,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 79,048: 24,518 32,486 27,994 37,359 8,629 89,870 69,108: -10,822 9,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.6 9.1 62.6 57.5 87.9 83.1: 12.1 16.9
Old : 100.0: 16.2 16.6 9.1 62.6 57.5 87.9 83.1: 12.1 16.9
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 : 201: 31 59 60 91 95 163 174:
Old : 201: 31 59 60 91 95 163 174:
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 : 25.3 26.5 37.2 34.9 22.1 22.7 29.8 27.9
Old : 25.3 26.5 37.2 34.9 22.1 22.7 29.8 27.9
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, March 4, 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 : 269,485: 60,988 9,636 49,821 112,067 188,614 222,876 248,071: 46,610 21,414
Old : 188,845: 51,426 9,897 27,496 73,792 132,807 152,714 170,200: 36,132 18,646
Other: 80,640: 16,730 6,908 15,156 38,275 55,807 70,162 77,871: 10,478 2,769
: : :
: : Changes in Commitments from: February 26, 2008 :
: -3,149: -181 388 2,586 -7,082 -7,378 -4,677 -4,403: 1,529 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.6 18.5 41.6 70.0 82.7 92.1: 17.3 7.9
Old : 100.0: 27.2 5.2 14.6 39.1 70.3 80.9 90.1: 19.1 9.9
Other: 100.0: 20.7 8.6 18.8 47.5 69.2 87.0 96.6: 13.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 63 42 60 70 65 175 132:
Old : 190: 68 37 55 62 61 161 125:
Other: 113: 30 22 22 53 27 95 59:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 40.7 25.8 51.5 13.1 38.2 19.6 45.1
Old : 20.0 38.9 27.7 48.2 17.7 38.2 25.3 46.2
Other: 23.3 48.7 36.4 65.2 21.4 41.2 30.9 56.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 20,568: 7,800 161 1,000 7,137 18,324 15,937 19,485: 4,631 1,083
Old : 14,444: 6,395 142 475 4,057 13,007 10,926 13,624: 3,518 820
Other: 6,124: 1,677 291 253 3,080 5,317 5,010 5,861: 1,113 263
: : :
: : Changes in Commitments from: February 26, 2008 :
: -1,393: -257 -117 -452 -1,061 -1,000 -1,770 -1,569: 377 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 0.8 4.9 34.7 89.1 77.5 94.7: 22.5 5.3
Old : 100.0: 44.3 1.0 3.3 28.1 90.1 75.6 94.3: 24.4 5.7
Other: 100.0: 27.4 4.7 4.1 50.3 86.8 81.8 95.7: 18.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 34 6 10 27 20 64 33:
Old : 63: 27 7 7 17 18 48 28:
Other: 43: 13 5 5 18 11 33 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 : 17.0 71.4 29.2 83.5 17.0 65.1 28.6 75.2
Old : 21.5 71.1 37.2 84.1 21.5 65.7 35.8 78.3
Other: 36.8 76.8 51.5 87.1 34.4 68.3 47.2 77.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 1,332,107: 328,887 327,492 39,084 832,951 849,218 1,200,922 1,215,795: 131,185 116,312
Old : 1,332,107: 328,887 327,492 39,084 832,951 849,218 1,200,922 1,215,795: 131,185 116,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -50,883: -26,397 -18,244 -6,890 -7,132 -6,872 -40,419 -32,006: -10,464 -18,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 24.6 2.9 62.5 63.7 90.2 91.3: 9.8 8.7
Old : 100.0: 24.7 24.6 2.9 62.5 63.7 90.2 91.3: 9.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 66 41 41 112 99 191 169:
Old : 243: 66 41 41 112 99 191 169:
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 : 19.3 46.3 31.2 57.4 16.8 45.6 27.6 55.3
Old : 19.3 46.3 31.2 57.4 16.8 45.6 27.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 3,097,620: 580,031 332,401 428,434 1,743,641 1,933,294 2,752,106 2,694,128: 345,515 403,492
Old : 3,097,620: 580,031 332,401 428,434 1,743,641 1,933,294 2,752,106 2,694,128: 345,515 403,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 61,872: 83,005 -8,513 65,564 -115,395 52,517 33,175 109,568: 28,697 -47,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.7 13.8 56.3 62.4 88.8 87.0: 11.2 13.0
Old : 100.0: 18.7 10.7 13.8 56.3 62.4 88.8 87.0: 11.2 13.0
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 : 292: 52 74 73 134 149 223 259:
Old : 292: 52 74 73 134 149 223 259:
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 : 28.9 21.4 37.3 29.4 23.8 18.4 30.8 23.5
Old : 28.9 21.4 37.3 29.4 23.8 18.4 30.8 23.5
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, March 4, 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 : 2,282,538: 508,094 485,166 162,542 1,351,333 1,370,322 2,021,969 2,018,029: 260,569 264,509
Old : 2,282,538: 508,094 485,166 162,542 1,351,333 1,370,322 2,021,969 2,018,029: 260,569 264,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -72,417: -28,938 61,068 27,145 -27,748 -129,577 -29,541 -41,364: -42,876 -31,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 21.3 7.1 59.2 60.0 88.6 88.4: 11.4 11.6
Old : 100.0: 22.3 21.3 7.1 59.2 60.0 88.6 88.4: 11.4 11.6
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 : 215: 48 42 43 97 99 162 168:
Old : 215: 48 42 43 97 99 162 168:
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 : 20.3 37.8 30.8 49.6 16.6 34.3 24.6 40.3
Old : 20.3 37.8 30.8 49.6 16.6 34.3 24.6 40.3
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, March 4, 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 : 325,922: 75,835 30,090 71,105 149,831 192,161 296,770 293,355: 29,152 32,567
Old : 325,922: 75,835 30,090 71,105 149,831 192,161 296,770 293,355: 29,152 32,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -189,895: 4,066 -15,856 -97,115 -96,843 -78,274 -189,892 -191,245: -3 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.2 21.8 46.0 59.0 91.1 90.0: 8.9 10.0
Old : 100.0: 23.3 9.2 21.8 46.0 59.0 91.1 90.0: 8.9 10.0
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 : 95: 22 23 32 40 38 79 79:
Old : 95: 22 23 32 40 38 79 79:
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 : 24.9 16.8 36.9 30.9 19.9 10.8 29.7 18.4
Old : 24.9 16.8 36.9 30.9 19.9 10.8 29.7 18.4
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, March 4, 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 : 15,862: 3,389 3,346 595 2,150 7,022 6,134 10,963: 9,728 4,899
Old : 15,862: 3,389 3,346 595 2,150 7,022 6,134 10,963: 9,728 4,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 272: 316 -39 -786 235 731 -236 -95: 508 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 21.1 3.7 13.6 44.3 38.7 69.1: 61.3 30.9
Old : 100.0: 21.4 21.1 3.7 13.6 44.3 38.7 69.1: 61.3 30.9
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 : 25: 9 9 3 3 6 13 17:
Old : 25: 9 9 3 3 6 13 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 : 23.3 44.2 32.2 57.9 18.8 42.9 26.5 54.3
Old : 23.3 44.2 32.2 57.9 18.8 42.9 26.5 54.3
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 with Delta-adjusted Options and Futures Combined, March 4, 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 : 37,253: 17,302 14,585 2,457 13,188 12,425 32,948 29,467: 4,305 7,785
Old : 37,253: 17,302 14,585 2,457 13,188 12,425 32,948 29,467: 4,305 7,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 2,052: 256 792 829 790 584 1,875 2,205: 177 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 39.2 6.6 35.4 33.4 88.4 79.1: 11.6 20.9
Old : 100.0: 46.4 39.2 6.6 35.4 33.4 88.4 79.1: 11.6 20.9
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 : 60: 23 17 15 14 10 45 34:
Old : 60: 23 17 15 14 10 45 34:
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 : 32.9 30.6 46.9 50.0 32.9 30.6 46.1 49.9
Old : 32.9 30.6 46.9 50.0 32.9 30.6 46.1 49.9
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 with Delta-adjusted Options and Futures Combined, March 4, 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 : 112,517: 49,169 43,366 1,673 35,690 45,417 86,531 90,455: 25,986 22,062
Old : 112,517: 49,169 43,366 1,673 35,690 45,417 86,531 90,455: 25,986 22,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 10,761: 1,424 6,306 -185 -103 -412 1,136 5,709: 9,625 5,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 38.5 1.5 31.7 40.4 76.9 80.4: 23.1 19.6
Old : 100.0: 43.7 38.5 1.5 31.7 40.4 76.9 80.4: 23.1 19.6
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 : 126: 45 48 18 19 22 72 80:
Old : 126: 45 48 18 19 22 72 80:
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 26.0 43.5 36.9 27.8 26.0 43.1 36.5
Old : 28.2 26.0 43.5 36.9 27.8 26.0 43.1 36.5
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, March 4, 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 : 50,975: 6,287 3,802 1,845 42,605 45,137 50,737 50,784: 238 191
Old : 50,975: 6,287 3,802 1,845 42,605 45,137 50,737 50,784: 238 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -3,402: -3,845 -6,429 710 -224 2,241 -3,359 -3,478: -43 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.5 3.6 83.6 88.5 99.5 99.6: 0.5 0.4
Old : 100.0: 12.3 7.5 3.6 83.6 88.5 99.5 99.6: 0.5 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 : 50: 10 17 4 18 12 29 32:
Old : 50: 10 17 4 18 12 29 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 : 79.3 80.6 89.9 88.3 73.6 71.1 78.6 78.2
Old : 79.3 80.6 89.9 88.3 73.6 71.1 78.6 78.2
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, March 4, 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 : 22,630: 2,025 3,250 370 20,167 18,883 22,562 22,503: 68 127
Old : 22,630: 2,025 3,250 370 20,167 18,883 22,562 22,503: 68 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 5,814: 439 677 259 5,193 4,820 5,891 5,756: -77 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 14.4 1.6 89.1 83.4 99.7 99.4: 0.3 0.6
Old : 100.0: 8.9 14.4 1.6 89.1 83.4 99.7 99.4: 0.3 0.6
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 : 30: 8 7 3 9 8 19 16:
Old : 30: 8 7 3 9 8 19 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 : 87.5 87.6 93.8 95.7 87.5 86.7 92.7 93.6
Old : 87.5 87.6 93.8 95.7 87.5 86.7 92.7 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2008