WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 509,629: 90,630 81,245 148,574 240,226 226,593 479,430 456,412: 30,199 53,217
Old : 472,354: 84,895 87,151 135,480 224,210 202,586 444,585 425,217: 27,769 47,137
Other: 37,275: 15,592 3,952 3,236 16,016 24,007 34,845 31,195: 2,430 6,080
: : :
: : Changes in Commitments from: May 13, 2008 :
: 8,449: 3,711 4,816 1,048 4,798 2,002 9,556 7,865: -1,106 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 15.9 29.2 47.1 44.5 94.1 89.6: 5.9 10.4
Old : 100.0: 18.0 18.5 28.7 47.5 42.9 94.1 90.0: 5.9 10.0
Other: 100.0: 41.8 10.6 8.7 43.0 64.4 93.5 83.7: 6.5 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 100 136 142 87 122 287 312:
Old : 377: 98 138 136 86 121 281 309:
Other: 154: 33 32 19 22 80 63 124:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 15.1 32.4 24.1 18.6 13.1 28.0 18.9
Old : 22.6 14.6 33.8 23.6 19.7 12.5 29.4 18.5
Other: 39.8 26.8 54.8 38.1 39.3 24.3 51.4 33.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 2,114,083: 326,024 73,969 682,043 922,359 1,067,338 1,930,425 1,823,349: 183,658 290,734
Old : 953,764: 171,875 136,564 265,375 433,124 440,988 870,374 842,927: 83,389 110,837
Other: 1,160,319: 254,458 37,714 316,358 489,235 626,350 1,060,051 980,422: 100,268 179,898
: : :
: : Changes in Commitments from: May 13, 2008 :
: -23,932: -3,168 -8,239 3,250 -15,959 -15,696 -15,877 -20,685: -8,055 -3,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.5 32.3 43.6 50.5 91.3 86.2: 8.7 13.8
Old : 100.0: 18.0 14.3 27.8 45.4 46.2 91.3 88.4: 8.7 11.6
Other: 100.0: 21.9 3.3 27.3 42.2 54.0 91.4 84.5: 8.6 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 864: 237 162 276 289 407 657 736:
Old : 799: 193 181 203 234 359 535 638:
Other: 753: 197 128 190 214 385 484 634:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 14.7 21.7 20.8 9.7 6.5 15.2 10.2
Old : 14.8 14.5 23.6 21.2 14.4 9.8 22.2 13.2
Other: 16.8 16.3 26.1 23.4 10.9 9.5 15.9 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 16,658: 3,270 444 794 8,969 14,471 13,033 15,709: 3,625 949
Old : 16,658: 3,270 444 794 8,969 14,471 13,033 15,709: 3,625 949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -461: -927 -161 71 310 -198 -546 -288: 86 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.7 4.8 53.8 86.9 78.2 94.3: 21.8 5.7
Old : 100.0: 19.6 2.7 4.8 53.8 86.9 78.2 94.3: 21.8 5.7
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 : 49: 22 5 8 15 15 40 25:
Old : 49: 22 5 8 15 15 40 25:
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 : 34.5 56.4 50.1 76.0 32.7 49.7 46.0 66.3
Old : 34.5 56.4 50.1 76.0 32.7 49.7 46.0 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 644,202: 131,811 21,361 205,232 249,587 325,488 586,630 552,082: 57,572 92,121
Old : 301,739: 70,683 28,089 83,512 119,737 158,240 273,931 269,840: 27,808 31,899
Other: 342,463: 91,207 23,352 91,641 129,850 167,249 312,699 282,241: 29,764 60,221
: : :
: : Changes in Commitments from: May 13, 2008 :
: -5,300: 1,949 -2,372 3,815 -6,799 -5,109 -1,035 -3,666: -4,265 -1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.3 31.9 38.7 50.5 91.1 85.7: 8.9 14.3
Old : 100.0: 23.4 9.3 27.7 39.7 52.4 90.8 89.4: 9.2 10.6
Other: 100.0: 26.6 6.8 26.8 37.9 48.8 91.3 82.4: 8.7 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 511: 171 99 183 124 212 370 438:
Old : 466: 151 102 117 101 187 302 357:
Other: 416: 113 93 117 101 192 268 352:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 22.7 28.7 30.6 12.5 13.3 18.7 17.8
Old : 23.4 27.0 35.3 35.8 19.2 20.2 27.8 26.7
Other: 20.9 22.0 31.3 30.9 11.0 12.2 18.3 16.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,410: 18,104 2,011 1,322 2 3,589 19,428 6,922: 2,982 15,488
Old : 5,280: 3,820 1,477 0 0 722 3,820 2,199: 1,460 3,081
Other: 17,130: 15,577 1,827 29 2 2,867 15,608 4,723: 1,522 12,407
: : :
: : Changes in Commitments from: May 13, 2008 :
: 78: -602 -447 346 0 -90 -256 -191: 334 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 9.0 5.9 0.0 16.0 86.7 30.9: 13.3 69.1
Old : 100.0: 72.3 28.0 0.0 0.0 13.7 72.3 41.6: 27.7 58.4
Other: 100.0: 90.9 10.7 0.2 0.0 16.7 91.1 27.6: 8.9 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 9 10 1 10 17 27:
Old : 33: 14 9 0 0 10 14 19:
Other: 26: 8 8 5 1 10 9 23:
:----------------------------------------------------------------------------------------------------
: 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 : 65.4 10.2 79.6 16.5 65.3 8.8 76.0 14.6
Old : 44.1 26.5 59.7 36.2 44.1 26.5 59.7 36.2
Other: 76.8 9.2 91.1 15.8 76.7 9.2 90.9 15.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 300,551: 37,859 17,573 80,725 147,921 182,317 266,504 280,614: 34,047 19,937
Old : 185,446: 32,103 26,703 31,649 98,467 113,028 162,220 171,380: 23,227 14,066
Other: 115,105: 23,620 8,734 31,211 49,453 69,289 104,284 109,234: 10,821 5,871
: : :
: : Changes in Commitments from: May 13, 2008 :
: -10,192: -3,582 797 932 -10,685 -16,629 -13,336 -14,901: 3,144 4,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.8 26.9 49.2 60.7 88.7 93.4: 11.3 6.6
Old : 100.0: 17.3 14.4 17.1 53.1 60.9 87.5 92.4: 12.5 7.6
Other: 100.0: 20.5 7.6 27.1 43.0 60.2 90.6 94.9: 9.4 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 55 31 54 62 61 150 126:
Old : 173: 59 35 41 59 55 135 115:
Other: 128: 38 26 30 46 43 100 83:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 30.9 26.0 44.5 13.8 26.3 21.4 34.6
Old : 17.1 37.5 28.6 49.5 17.1 35.2 27.5 44.2
Other: 21.8 37.5 33.9 54.5 13.1 26.4 21.3 34.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 1,077,879: 168,273 159,644 87,199 689,657 633,844 945,129 880,687: 132,750 197,192
Old : 1,077,879: 168,273 159,644 87,199 689,657 633,844 945,129 880,687: 132,750 197,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -7,600: 6,338 3,793 3,428 -23,728 -12,889 -13,962 -5,669: 6,363 -1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.8 8.1 64.0 58.8 87.7 81.7: 12.3 18.3
Old : 100.0: 15.6 14.8 8.1 64.0 58.8 87.7 81.7: 12.3 18.3
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 : 200: 36 55 59 85 97 159 173:
Old : 200: 36 55 59 85 97 159 173:
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 : 26.8 27.5 39.5 34.8 21.0 20.5 29.3 25.2
Old : 26.8 27.5 39.5 34.8 21.0 20.5 29.3 25.2
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, May 20, 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 : 227,259: 39,884 7,275 43,576 110,095 159,234 193,556 210,086: 33,703 17,173
Old : 119,094: 27,241 11,104 16,130 53,897 79,503 97,268 106,737: 21,826 12,357
Other: 108,165: 21,296 4,823 18,794 56,198 79,732 96,288 103,349: 11,877 4,815
: : :
: : Changes in Commitments from: May 13, 2008 :
: 3,179: -4,815 -2,457 5,179 4,677 714 5,041 3,435: -1,861 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 3.2 19.2 48.4 70.1 85.2 92.4: 14.8 7.6
Old : 100.0: 22.9 9.3 13.5 45.3 66.8 81.7 89.6: 18.3 10.4
Other: 100.0: 19.7 4.5 17.4 52.0 73.7 89.0 95.5: 11.0 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 53 26 61 72 66 158 134:
Old : 164: 50 33 47 59 58 134 116:
Other: 132: 40 19 39 58 42 116 86:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 41.4 27.9 50.7 14.3 37.7 20.5 42.6
Old : 22.2 36.6 29.8 45.6 21.9 35.8 28.7 43.8
Other: 19.3 49.2 31.0 62.5 18.6 44.0 28.3 56.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 20,303: 4,660 823 1,959 9,961 15,749 16,581 18,531: 3,722 1,772
Old : 9,096: 3,043 928 603 3,732 6,365 7,378 7,896: 1,718 1,200
Other: 11,206: 2,184 462 789 6,230 9,384 9,203 10,635: 2,004 572
: : :
: : Changes in Commitments from: May 13, 2008 :
: -223: -142 -114 129 49 -168 36 -154: -259 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.1 9.6 49.1 77.6 81.7 91.3: 18.3 8.7
Old : 100.0: 33.5 10.2 6.6 41.0 70.0 81.1 86.8: 18.9 13.2
Other: 100.0: 19.5 4.1 7.0 55.6 83.7 82.1 94.9: 17.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 24 11 15 40 31 71 52:
Old : 63: 16 12 7 19 23 40 37:
Other: 65: 19 6 9 32 18 54 31:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 55.1 33.2 66.8 14.1 43.5 23.8 49.6
Old : 30.7 45.2 46.6 63.7 28.7 38.1 42.8 54.1
Other: 26.4 72.6 43.3 80.6 23.9 58.5 36.0 64.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 1,192,948: 268,245 232,302 47,094 767,375 810,371 1,082,715 1,089,767: 110,233 103,181
Old : 1,192,948: 268,245 232,302 47,094 767,375 810,371 1,082,715 1,089,767: 110,233 103,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -54,886: -520 15,402 6,941 -55,893 -72,865 -49,473 -50,523: -5,413 -4,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 19.5 3.9 64.3 67.9 90.8 91.4: 9.2 8.6
Old : 100.0: 22.5 19.5 3.9 64.3 67.9 90.8 91.4: 9.2 8.6
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 : 237: 48 41 36 120 106 183 168:
Old : 237: 48 41 36 120 106 183 168:
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 : 26.1 47.9 37.4 55.9 23.2 47.7 33.2 54.2
Old : 26.1 47.9 37.4 55.9 23.2 47.7 33.2 54.2
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, May 20, 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 : 2,871,059: 335,554 310,811 416,555 1,804,718 1,720,539 2,556,828 2,447,905: 314,232 423,154
Old : 2,871,059: 335,554 310,811 416,555 1,804,718 1,720,539 2,556,828 2,447,905: 314,232 423,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -6,538: 63,903 -22,940 -4,104 -52,703 9,225 7,096 -17,819: -13,634 11,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.8 14.5 62.9 59.9 89.1 85.3: 10.9 14.7
Old : 100.0: 11.7 10.8 14.5 62.9 59.9 89.1 85.3: 10.9 14.7
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 : 296: 68 66 86 129 146 242 255:
Old : 296: 68 66 86 129 146 242 255:
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 : 29.8 21.5 35.6 29.8 26.3 17.1 30.4 23.9
Old : 29.8 21.5 35.6 29.8 26.3 17.1 30.4 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 1,995,667: 568,752 202,286 156,529 1,045,692 1,372,875 1,770,972 1,731,690: 224,694 263,977
Old : 1,995,667: 568,752 202,286 156,529 1,045,692 1,372,875 1,770,972 1,731,690: 224,694 263,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -110,808: 2,811 -14,149 -12,829 -101,636 -72,949 -111,654 -99,928: 846 -10,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.1 7.8 52.4 68.8 88.7 86.8: 11.3 13.2
Old : 100.0: 28.5 10.1 7.8 52.4 68.8 88.7 86.8: 11.3 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 : 202: 45 41 43 93 96 154 164:
Old : 202: 45 41 43 93 96 154 164:
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 : 19.2 33.1 31.4 42.4 15.1 24.3 25.1 30.0
Old : 19.2 33.1 31.4 42.4 15.1 24.3 25.1 30.0
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, May 20, 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 : 875,602: 190,713 40,823 230,815 395,927 555,327 817,454 826,964: 58,148 48,638
Old : 875,602: 190,713 40,823 230,815 395,927 555,327 817,454 826,964: 58,148 48,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 26,741: 1,993 -13,907 3,784 15,423 35,968 21,200 25,845: 5,541 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.7 26.4 45.2 63.4 93.4 94.4: 6.6 5.6
Old : 100.0: 21.8 4.7 26.4 45.2 63.4 93.4 94.4: 6.6 5.6
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 : 158: 55 24 53 73 59 144 124:
Old : 158: 55 24 53 73 59 144 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 25.5 39.5 38.8 15.1 19.6 19.2 26.1
Old : 27.5 25.5 39.5 38.8 15.1 19.6 19.2 26.1
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, May 20, 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 : 32,810: 16,849 13,192 686 9,990 13,072 27,526 26,951: 5,285 5,860
Old : 32,810: 16,849 13,192 686 9,990 13,072 27,526 26,951: 5,285 5,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -312: -321 192 -51 480 -182 107 -41: -420 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 40.2 2.1 30.4 39.8 83.9 82.1: 16.1 17.9
Old : 100.0: 51.4 40.2 2.1 30.4 39.8 83.9 82.1: 16.1 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 17 22 11 11 7 37 31:
Old : 56: 17 22 11 11 7 37 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 : 37.0 37.5 54.6 57.8 37.0 36.8 54.6 56.8
Old : 37.0 37.5 54.6 57.8 37.0 36.8 54.6 56.8
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, May 20, 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 : 113,095: 41,991 40,443 3,267 53,014 55,262 98,272 98,972: 14,823 14,123
Old : 113,095: 41,991 40,443 3,267 53,014 55,262 98,272 98,972: 14,823 14,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 4,946: -3,044 6,360 489 6,714 -3,346 4,159 3,504: 787 1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 35.8 2.9 46.9 48.9 86.9 87.5: 13.1 12.5
Old : 100.0: 37.1 35.8 2.9 46.9 48.9 86.9 87.5: 13.1 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 : 112: 42 38 19 19 23 69 72:
Old : 112: 42 38 19 19 23 69 72:
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 : 35.5 38.3 48.5 49.7 35.0 37.2 47.4 48.6
Old : 35.5 38.3 48.5 49.7 35.0 37.2 47.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 60,934: 18,828 4,546 1,473 40,405 54,764 60,706 60,783: 228 151
Old : 60,934: 18,828 4,546 1,473 40,405 54,764 60,706 60,783: 228 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 1,153: 72 77 35 1,052 976 1,159 1,088: -6 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.5 2.4 66.3 89.9 99.6 99.8: 0.4 0.2
Old : 100.0: 30.9 7.5 2.4 66.3 89.9 99.6 99.8: 0.4 0.2
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 : 46: 10 13 3 18 12 29 27:
Old : 46: 10 13 3 18 12 29 27:
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 : 58.3 82.2 79.8 94.0 42.5 58.9 57.3 65.2
Old : 58.3 82.2 79.8 94.0 42.5 58.9 57.3 65.2
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, May 20, 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 : 41,167: 9,579 1,568 10 31,572 39,454 41,161 41,032: 6 135
Old : 41,167: 9,579 1,568 10 31,572 39,454 41,161 41,032: 6 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 17,005: 6,747 384 -10 10,268 16,651 17,005 17,025: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.8 0.0 76.7 95.8 100.0 99.7: 0.0 0.3
Old : 100.0: 23.3 3.8 0.0 76.7 95.8 100.0 99.7: 0.0 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 : 32: 7 8 1 13 9 21 17:
Old : 32: 7 8 1 13 9 21 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 : 87.4 93.1 95.3 96.7 86.8 92.8 94.7 96.3
Old : 87.4 93.1 95.3 96.7 86.8 92.8 94.7 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2008