WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 591,931: 92,494 69,529 196,848 252,966 251,188 542,309 517,565: 49,623 74,366
Old : 323,218: 47,164 77,768 98,586 148,176 108,868 293,926 285,222: 29,292 37,996
Other: 268,713: 81,556 27,987 62,037 104,790 142,320 248,382 232,343: 20,331 36,370
: : :
: : Changes in Commitments from: January 22, 2008 :
: 5,201: -6,603 -3,923 11,907 3,038 -1,303 8,342 6,680: -3,140 -1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.7 33.3 42.7 42.4 91.6 87.4: 8.4 12.6
Old : 100.0: 14.6 24.1 30.5 45.8 33.7 90.9 88.2: 9.1 11.8
Other: 100.0: 30.4 10.4 23.1 39.0 53.0 92.4 86.5: 7.6 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 116 130 179 94 137 332 352:
Old : 372: 91 154 133 62 112 244 312:
Other: 333: 127 71 92 81 121 251 245:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 15.9 28.3 22.7 17.9 12.4 25.4 16.7
Old : 20.2 14.1 31.9 22.2 20.0 12.2 30.5 17.9
Other: 27.1 19.8 38.1 29.1 23.0 17.1 32.6 22.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 2,004,859: 364,280 81,744 575,443 849,212 1,028,522 1,788,936 1,685,709: 215,923 319,150
Old : 1,371,959: 212,523 112,923 403,405 602,711 662,743 1,218,639 1,179,071: 153,319 192,888
Other: 632,900: 207,072 24,135 116,723 246,501 365,779 570,296 506,638: 62,604 126,263
: : :
: : Changes in Commitments from: January 22, 2008 :
: 10,728: -11,765 -2,362 15,982 1,700 9,018 5,917 22,638: 4,811 -11,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 4.1 28.7 42.4 51.3 89.2 84.1: 10.8 15.9
Old : 100.0: 15.5 8.2 29.4 43.9 48.3 88.8 85.9: 11.2 14.1
Other: 100.0: 32.7 3.8 18.4 38.9 57.8 90.1 80.1: 9.9 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 783: 243 114 250 286 363 633 652:
Old : 755: 198 152 219 257 335 574 602:
Other: 596: 157 81 112 167 320 365 475:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 15.9 17.8 21.2 9.7 11.4 14.7 14.8
Old : 12.2 15.6 19.6 21.7 11.7 11.8 17.9 15.5
Other: 15.1 18.0 26.4 23.8 12.7 13.8 20.3 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 14,829: 3,351 1,514 736 6,879 11,097 10,966 13,346: 3,863 1,483
Old : 12,235: 3,128 1,548 667 5,385 8,722 9,180 10,937: 3,054 1,297
Other: 2,595: 259 2 33 1,494 2,374 1,786 2,409: 809 186
: : :
: : Changes in Commitments from: January 22, 2008 :
: 430: 55 44 54 228 125 337 223: 93 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 10.2 5.0 46.4 74.8 73.9 90.0: 26.1 10.0
Old : 100.0: 25.6 12.7 5.5 44.0 71.3 75.0 89.4: 25.0 10.6
Other: 100.0: 10.0 0.1 1.3 57.6 91.5 68.8 92.8: 31.2 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 19 6 9 17 14 42 24:
Old : 48: 19 6 8 15 13 39 23:
Other: 19: 4 1 4 6 13 12 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 47.8 41.3 71.1 22.3 34.9 33.9 57.7
Old : 27.1 48.8 41.1 69.8 27.1 44.4 41.1 65.3
Other: 63.5 69.8 68.1 84.4 53.9 63.5 54.0 75.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 793,158: 158,338 29,447 228,673 310,993 400,425 698,004 658,545: 95,153 134,613
Old : 574,391: 108,133 37,003 169,790 228,351 280,299 506,274 487,092: 68,116 87,299
Other: 218,767: 71,468 13,708 37,619 82,643 120,126 191,730 171,453: 27,037 47,314
: : :
: : Changes in Commitments from: January 22, 2008 :
: 9,660: 2,196 -2,122 3,644 4,990 6,818 10,830 8,340: -1,171 1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.7 28.8 39.2 50.5 88.0 83.0: 12.0 17.0
Old : 100.0: 18.8 6.4 29.6 39.8 48.8 88.1 84.8: 11.9 15.2
Other: 100.0: 32.7 6.3 17.2 37.8 54.9 87.6 78.4: 12.4 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 165 112 172 143 214 398 432:
Old : 500: 142 123 157 126 205 355 414:
Other: 350: 103 58 56 83 171 204 269:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 20.7 27.0 29.3 13.4 15.5 18.8 18.5
Old : 17.6 20.6 26.8 28.6 14.8 15.0 21.4 19.3
Other: 26.1 22.6 38.6 33.9 17.9 17.2 28.1 22.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,933: 19,563 3,951 329 4 2,787 19,896 7,067: 4,037 16,866
Old : 11,570: 8,354 3,570 164 4 1,214 8,522 4,948: 3,048 6,622
Other: 12,363: 11,374 546 0 0 1,573 11,374 2,119: 989 10,244
: : :
: : Changes in Commitments from: January 22, 2008 :
: -890: -1,034 -132 96 -3 -325 -941 -361: 51 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 16.5 1.4 0.0 11.6 83.1 29.5: 16.9 70.5
Old : 100.0: 72.2 30.9 1.4 0.0 10.5 73.7 42.8: 26.3 57.2
Other: 100.0: 92.0 4.4 0.0 0.0 12.7 92.0 17.1: 8.0 82.9
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 19 8 8 1 7 20 23:
Old : 33: 19 8 6 1 6 20 20:
Other: 19: 8 4 0 0 7 8 11:
:----------------------------------------------------------------------------------------------------
: 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 : 59.9 14.1 72.7 20.6 59.8 14.1 72.0 20.6
Old : 40.6 25.5 54.1 33.4 40.6 25.5 53.9 33.4
Other: 81.8 8.9 92.0 14.6 81.8 8.9 92.0 14.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 332,133: 53,377 20,707 82,321 163,906 212,373 299,603 315,400: 32,530 16,733
Old : 293,369: 52,653 26,081 67,713 143,409 184,280 263,775 278,074: 29,594 15,295
Other: 38,765: 11,242 5,144 4,089 20,497 28,093 35,829 37,326: 2,936 1,439
: : :
: : Changes in Commitments from: January 22, 2008 :
: -10,456: -6,616 1,055 4,381 -4,427 -13,930 -6,662 -8,494: -3,794 -1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 6.2 24.8 49.3 63.9 90.2 95.0: 9.8 5.0
Old : 100.0: 17.9 8.9 23.1 48.9 62.8 89.9 94.8: 10.1 5.2
Other: 100.0: 29.0 13.3 10.5 52.9 72.5 92.4 96.3: 7.6 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 63 40 61 61 65 162 143:
Old : 198: 61 50 55 56 64 151 141:
Other: 94: 30 17 20 31 26 69 56:
:----------------------------------------------------------------------------------------------------
: 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 35.0 26.5 45.8 14.9 28.4 21.7 35.3
Old : 19.0 36.0 28.8 45.7 16.8 32.7 23.8 39.8
Other: 33.5 52.6 48.8 66.9 30.9 50.6 45.5 64.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 1,277,972: 233,526 206,288 130,639 762,767 753,975 1,126,932 1,090,902: 151,040 187,070
Old : 1,277,972: 233,526 206,288 130,639 762,767 753,975 1,126,932 1,090,902: 151,040 187,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -81,576: -38,328 -19,210 -8,063 -26,202 -30,115 -72,593 -57,388: -8,983 -24,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.1 10.2 59.7 59.0 88.2 85.4: 11.8 14.6
Old : 100.0: 18.3 16.1 10.2 59.7 59.0 88.2 85.4: 11.8 14.6
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 : 205: 43 51 62 85 95 161 176:
Old : 205: 43 51 62 85 95 161 176:
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 : 24.4 25.4 36.4 34.1 21.9 22.2 28.8 27.1
Old : 24.4 25.4 36.4 34.1 21.9 22.2 28.8 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 269,258: 53,394 15,758 45,343 127,911 187,954 226,648 249,055: 42,610 20,203
Old : 210,611: 46,193 16,484 30,099 98,954 146,098 175,246 192,681: 35,365 17,930
Other: 58,647: 12,037 4,110 10,408 28,957 41,856 51,402 56,374: 7,244 2,272
: : :
: : Changes in Commitments from: January 22, 2008 :
: 189: -7,846 479 1,641 6,673 -1,924 468 195: -279 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.9 16.8 47.5 69.8 84.2 92.5: 15.8 7.5
Old : 100.0: 21.9 7.8 14.3 47.0 69.4 83.2 91.5: 16.8 8.5
Other: 100.0: 20.5 7.0 17.7 49.4 71.4 87.6 96.1: 12.4 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 59 32 51 68 64 156 125:
Old : 176: 53 38 46 61 63 142 122:
Other: 99: 27 17 22 47 22 84 52:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 42.1 29.3 51.4 14.1 37.3 21.4 43.3
Old : 23.0 38.8 32.6 48.2 19.9 37.6 28.7 45.3
Other: 23.7 57.2 37.7 69.8 23.5 52.5 36.2 62.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,577: 7,327 287 1,538 6,259 15,733 15,123 17,558: 3,453 1,019
Old : 15,520: 6,851 513 961 4,650 13,218 12,462 14,692: 3,059 828
Other: 3,056: 989 287 64 1,609 2,515 2,662 2,866: 395 190
: : :
: : Changes in Commitments from: January 22, 2008 :
: 543: 815 -122 145 -28 545 932 568: -389 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 1.5 8.3 33.7 84.7 81.4 94.5: 18.6 5.5
Old : 100.0: 44.1 3.3 6.2 30.0 85.2 80.3 94.7: 19.7 5.3
Other: 100.0: 32.3 9.4 2.1 52.6 82.3 87.1 93.8: 12.9 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 33 7 14 26 20 64 36:
Old : 69: 28 9 10 23 18 57 31:
Other: 39: 16 4 4 12 12 29 19:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 70.4 29.8 79.7 18.1 64.3 29.6 71.2
Old : 19.6 71.6 33.6 81.8 19.6 67.5 33.6 76.4
Other: 33.1 71.2 49.6 83.9 24.4 54.6 39.4 66.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 1,207,432: 300,744 332,191 27,016 749,976 742,814 1,077,737 1,102,021: 129,695 105,411
Old : 1,207,432: 300,744 332,191 27,016 749,976 742,814 1,077,737 1,102,021: 129,695 105,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -65,474: 27,866 146,551 -19,787 -18,252 -3,768 -10,173 122,996: -55,301 -188,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 27.5 2.2 62.1 61.5 89.3 91.3: 10.7 8.7
Old : 100.0: 24.9 27.5 2.2 62.1 61.5 89.3 91.3: 10.7 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 : 242: 61 49 34 101 90 177 159:
Old : 242: 61 49 34 101 90 177 159:
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 : 18.9 50.7 31.0 58.6 16.9 49.1 27.5 55.4
Old : 18.9 50.7 31.0 58.6 16.9 49.1 27.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 3,564,046: 546,089 287,542 603,290 2,052,609 2,206,339 3,201,988 3,097,171: 362,058 466,875
Old : 3,564,046: 546,089 287,542 603,290 2,052,609 2,206,339 3,201,988 3,097,171: 362,058 466,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -161,682: -31,546 -20,841 -51,322 -62,405 -64,646 -145,274 -136,809: -16,408 -24,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 8.1 16.9 57.6 61.9 89.8 86.9: 10.2 13.1
Old : 100.0: 15.3 8.1 16.9 57.6 61.9 89.8 86.9: 10.2 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 61 67 78 136 148 234 256:
Old : 308: 61 67 78 136 148 234 256:
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 : 27.0 18.8 34.7 26.8 19.8 15.3 25.2 20.2
Old : 27.0 18.8 34.7 26.8 19.8 15.3 25.2 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 2,348,496: 315,174 446,156 281,456 1,495,350 1,381,396 2,091,980 2,109,008: 256,517 239,488
Old : 2,348,496: 315,174 446,156 281,456 1,495,350 1,381,396 2,091,980 2,109,008: 256,517 239,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -135,921: -9,942 -106,194 -27,812 -78,609 18,661 -116,363 -115,345: -19,558 -20,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 19.0 12.0 63.7 58.8 89.1 89.8: 10.9 10.2
Old : 100.0: 13.4 19.0 12.0 63.7 58.8 89.1 89.8: 10.9 10.2
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 : 216: 47 41 51 101 97 172 166:
Old : 216: 47 41 51 101 97 172 166:
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 : 18.4 40.3 29.4 49.7 16.3 34.9 22.9 40.1
Old : 18.4 40.3 29.4 49.7 16.3 34.9 22.9 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 683,468: 102,164 63,308 254,343 295,324 324,089 651,831 641,740: 31,637 41,728
Old : 683,468: 102,164 63,308 254,343 295,324 324,089 651,831 641,740: 31,637 41,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 56,848: -14,009 10,629 55,268 20,592 38,583 61,852 104,480: -5,003 -47,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 9.3 37.2 43.2 47.4 95.4 93.9: 4.6 6.1
Old : 100.0: 14.9 9.3 37.2 43.2 47.4 95.4 93.9: 4.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 31 46 44 60 69 113 138:
Old : 153: 31 46 44 60 69 113 138:
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 : 24.4 19.3 38.5 32.4 16.5 8.7 21.7 12.7
Old : 24.4 19.3 38.5 32.4 16.5 8.7 21.7 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 14,748: 3,291 998 333 1,538 7,090 5,162 8,421: 9,586 6,327
Old : 14,748: 3,291 998 333 1,538 7,090 5,162 8,421: 9,586 6,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -2,502: -578 -1,005 -1,020 -348 -466 -1,947 -2,491: -556 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.8 2.3 10.4 48.1 35.0 57.1: 65.0 42.9
Old : 100.0: 22.3 6.8 2.3 10.4 48.1 35.0 57.1: 65.0 42.9
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 : 23: 9 4 3 4 8 15 13:
Old : 23: 9 4 3 4 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 38.9 26.7 51.0 15.2 37.4 23.1 45.9
Old : 17.9 38.9 26.7 51.0 15.2 37.4 23.1 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 30,879: 11,672 12,575 1,699 13,055 10,835 26,427 25,110: 4,453 5,770
Old : 30,879: 11,672 12,575 1,699 13,055 10,835 26,427 25,110: 4,453 5,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 415: 2,067 -1,713 -86 98 2,439 2,079 640: -1,664 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 40.7 5.5 42.3 35.1 85.6 81.3: 14.4 18.7
Old : 100.0: 37.8 40.7 5.5 42.3 35.1 85.6 81.3: 14.4 18.7
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 : 55: 19 18 9 13 9 37 31:
Old : 55: 19 18 9 13 9 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 : 37.8 43.8 53.6 58.8 37.0 43.8 52.8 58.8
Old : 37.8 43.8 53.6 58.8 37.0 43.8 52.8 58.8
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, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 92,944: 42,746 27,044 2,517 28,894 45,133 74,157 74,695: 18,787 18,249
Old : 92,944: 42,746 27,044 2,517 28,894 45,133 74,157 74,695: 18,787 18,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -6,254: -1,848 6,159 92 2,618 -11,116 862 -4,864: -7,116 -1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 29.1 2.7 31.1 48.6 79.8 80.4: 20.2 19.6
Old : 100.0: 46.0 29.1 2.7 31.1 48.6 79.8 80.4: 20.2 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 : 115: 42 42 11 18 21 63 71:
Old : 115: 42 42 11 18 21 63 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 : 26.1 29.4 41.1 42.1 25.6 29.4 40.7 42.0
Old : 26.1 29.4 41.1 42.1 25.6 29.4 40.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 55,013: 11,504 10,832 824 42,292 43,291 54,620 54,947: 393 66
Old : 55,013: 11,504 10,832 824 42,292 43,291 54,620 54,947: 393 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -1,201: 98 -293 -60 -1,176 -770 -1,138 -1,123: -63 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.7 1.5 76.9 78.7 99.3 99.9: 0.7 0.1
Old : 100.0: 20.9 19.7 1.5 76.9 78.7 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 11 17 4 17 11 28 32:
Old : 49: 11 17 4 17 11 28 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 : 79.0 82.4 90.1 92.1 74.6 71.6 79.4 81.3
Old : 79.0 82.4 90.1 92.1 74.6 71.6 79.4 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 15,338: 1,307 1,465 353 13,486 13,377 15,146 15,195: 192 143
Old : 15,338: 1,307 1,465 353 13,486 13,377 15,146 15,195: 192 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -2,316: -4,762 -2,622 243 2,123 876 -2,396 -1,503: 80 -813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.6 2.3 87.9 87.2 98.7 99.1: 1.3 0.9
Old : 100.0: 8.5 9.6 2.3 87.9 87.2 98.7 99.1: 1.3 0.9
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 : 27: 7 5 2 8 8 16 14:
Old : 27: 7 5 2 8 8 16 14:
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 : 84.9 80.7 93.0 94.9 84.9 79.1 91.0 91.7
Old : 84.9 80.7 93.0 94.9 84.9 79.1 91.0 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2008