WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 563,215: 101,486 68,378 177,197 244,368 252,868 523,052 498,443: 40,163 64,772
Old : 227,298: 40,979 72,769 43,623 125,514 85,166 210,115 201,558: 17,183 25,741
Other: 335,916: 96,640 31,741 97,442 118,854 167,702 312,936 296,885: 22,980 39,031
: : :
: : Changes in Commitments from: February 19, 2008 :
: -43,011: -743 -5,226 -33,000 -8,553 -4,697 -42,296 -42,922: -715 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 12.1 31.5 43.4 44.9 92.9 88.5: 7.1 11.5
Old : 100.0: 18.0 32.0 19.2 55.2 37.5 92.4 88.7: 7.6 11.3
Other: 100.0: 28.8 9.4 29.0 35.4 49.9 93.2 88.4: 6.8 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 125 118 160 98 131 321 332:
Old : 330: 86 127 100 45 101 195 269:
Other: 339: 127 73 104 93 120 266 259:
:----------------------------------------------------------------------------------------------------
: 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 16.6 30.8 24.5 18.1 14.7 26.7 19.5
Old : 30.4 18.4 44.8 26.2 29.5 17.3 43.7 24.7
Other: 21.4 18.2 31.9 27.9 19.0 15.2 25.3 20.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 2,063,360: 388,968 74,970 564,347 883,516 1,123,694 1,836,831 1,763,011: 226,529 300,349
Old : 1,246,024: 212,115 120,039 324,351 565,472 638,061 1,101,938 1,082,452: 144,086 163,572
Other: 817,336: 247,106 25,185 169,742 318,045 485,633 734,893 680,559: 82,443 136,777
: : :
: : Changes in Commitments from: February 19, 2008 :
: -94,370: -3,042 625 -102,351 7,881 18,625 -97,512 -83,100: 3,143 -11,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 3.6 27.4 42.8 54.5 89.0 85.4: 11.0 14.6
Old : 100.0: 17.0 9.6 26.0 45.4 51.2 88.4 86.9: 11.6 13.1
Other: 100.0: 30.2 3.1 20.8 38.9 59.4 89.9 83.3: 10.1 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 838: 268 110 276 300 377 683 693:
Old : 797: 192 164 232 264 347 595 639:
Other: 654: 183 88 133 179 342 412 515:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 18.0 20.7 24.2 10.8 12.7 16.4 16.4
Old : 14.1 16.6 22.4 23.8 14.1 12.9 20.9 17.2
Other: 15.4 21.0 26.5 27.3 11.6 14.7 18.5 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 15,991: 4,387 2,019 651 6,471 11,565 11,509 14,234: 4,483 1,757
Old : 10,843: 3,788 1,907 39 4,086 7,839 7,914 9,785: 2,929 1,058
Other: 5,149: 699 212 511 2,384 3,726 3,595 4,449: 1,554 699
: : :
: : Changes in Commitments from: February 19, 2008 :
: 297: 317 -121 -311 137 517 142 85: 154 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 12.6 4.1 40.5 72.3 72.0 89.0: 28.0 11.0
Old : 100.0: 34.9 17.6 0.4 37.7 72.3 73.0 90.2: 27.0 9.8
Other: 100.0: 13.6 4.1 9.9 46.3 72.4 69.8 86.4: 30.2 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 24 5 6 15 12 42 20:
Old : 46: 21 6 3 12 12 35 19:
Other: 23: 7 3 5 9 12 19 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 : 25.1 47.2 39.8 72.3 19.8 37.0 32.9 58.7
Old : 27.9 58.1 45.7 76.4 27.9 56.4 45.7 74.7
Other: 52.2 50.7 65.0 70.6 36.5 42.8 41.4 53.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 819,428: 163,549 29,402 239,873 311,902 415,921 715,324 685,195: 104,104 134,232
Old : 542,107: 104,336 32,668 159,304 205,807 270,519 469,447 462,492: 72,660 79,616
Other: 277,320: 76,950 14,472 62,831 106,095 145,401 245,876 222,704: 31,444 54,616
: : :
: : Changes in Commitments from: February 19, 2008 :
: -58,950: -8,888 -3,617 -36,184 -7,442 -11,074 -52,514 -50,875: -6,436 -8,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.6 29.3 38.1 50.8 87.3 83.6: 12.7 16.4
Old : 100.0: 19.2 6.0 29.4 38.0 49.9 86.6 85.3: 13.4 14.7
Other: 100.0: 27.7 5.2 22.7 38.3 52.4 88.7 80.3: 11.3 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 206 108 224 152 213 471 481:
Old : 559: 185 118 191 130 201 421 441:
Other: 399: 115 81 83 99 181 251 309:
:----------------------------------------------------------------------------------------------------
: 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 22.7 26.4 30.3 13.5 17.4 19.8 21.3
Old : 17.6 23.2 27.6 31.0 14.5 19.0 22.2 23.4
Other: 20.8 23.0 33.4 32.6 15.4 16.8 24.2 21.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,654: 19,599 2,837 1,025 252 3,121 20,876 6,983: 3,778 17,671
Old : 9,249: 5,907 2,142 508 252 1,135 6,667 3,785: 2,582 5,464
Other: 15,405: 13,894 897 315 0 1,986 14,209 3,198: 1,196 12,207
: : :
: : Changes in Commitments from: February 19, 2008 :
: -489: -1,361 -1,000 617 252 344 -492 -39: 3 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 11.5 4.2 1.0 12.7 84.7 28.3: 15.3 71.7
Old : 100.0: 63.9 23.2 5.5 2.7 12.3 72.1 40.9: 27.9 59.1
Other: 100.0: 90.2 5.8 2.0 0.0 12.9 92.2 20.8: 7.8 79.2
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 16 8 12 2 8 20 27:
Old : 33: 14 10 7 2 8 17 24:
Other: 29: 13 7 4 0 8 14 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 : 61.6 11.4 72.5 17.2 60.4 11.4 70.3 17.2
Old : 42.9 21.7 58.6 28.9 42.6 20.5 56.7 27.4
Other: 74.9 7.5 87.5 13.0 74.9 7.5 87.4 13.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 347,138: 58,062 19,798 78,147 170,954 228,989 307,163 326,934: 39,975 20,204
Old : 282,825: 54,292 24,142 52,688 139,928 188,329 246,908 265,159: 35,917 17,666
Other: 64,312: 15,377 7,263 13,852 31,026 40,660 60,254 61,774: 4,058 2,538
: : :
: : Changes in Commitments from: February 19, 2008 :
: -6,344: 2,619 -3,181 -8,797 -2,470 3,297 -8,648 -8,681: 2,303 2,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.7 22.5 49.2 66.0 88.5 94.2: 11.5 5.8
Old : 100.0: 19.2 8.5 18.6 49.5 66.6 87.3 93.8: 12.7 6.2
Other: 100.0: 23.9 11.3 21.5 48.2 63.2 93.7 96.1: 6.3 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 73 41 64 65 64 182 143:
Old : 214: 77 46 57 61 61 172 139:
Other: 101: 28 21 21 40 31 77 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 : 16.8 35.2 26.4 46.3 13.8 29.2 20.3 38.3
Old : 18.2 37.0 26.3 48.1 18.2 33.7 25.6 43.4
Other: 32.8 37.0 47.3 57.0 23.9 29.9 36.2 44.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 1,161,294: 176,208 173,415 84,475 739,278 704,154 999,960 962,043: 161,334 199,251
Old : 1,161,294: 176,208 173,415 84,475 739,278 704,154 999,960 962,043: 161,334 199,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -160,707: -38,562 -25,239 -67,191 -47,825 -54,753 -153,578 -147,184: -7,129 -13,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 14.9 7.3 63.7 60.6 86.1 82.8: 13.9 17.2
Old : 100.0: 15.2 14.9 7.3 63.7 60.6 86.1 82.8: 13.9 17.2
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 : 178: 29 44 48 83 94 144 154:
Old : 178: 29 44 48 83 94 144 154:
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 : 25.0 27.2 36.3 36.1 22.1 23.8 29.0 28.7
Old : 25.0 27.2 36.3 36.1 22.1 23.8 29.0 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 272,634: 61,169 9,248 47,235 119,149 195,992 227,553 252,475: 45,081 20,159
Old : 201,652: 51,650 8,858 31,038 84,054 143,847 166,741 183,743: 34,911 17,909
Other: 70,982: 12,853 3,724 12,863 35,095 52,145 60,811 68,731: 10,170 2,250
: : :
: : Changes in Commitments from: February 19, 2008 :
: 2,868: 3,420 -3,241 1,401 -3,631 4,458 1,190 2,617: 1,678 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 3.4 17.3 43.7 71.9 83.5 92.6: 16.5 7.4
Old : 100.0: 25.6 4.4 15.4 41.7 71.3 82.7 91.1: 17.3 8.9
Other: 100.0: 18.1 5.2 18.1 49.4 73.5 85.7 96.8: 14.3 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 71 27 60 71 65 183 133:
Old : 199: 70 32 58 65 62 174 128:
Other: 103: 32 14 20 49 27 89 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 43.0 26.0 52.9 11.1 37.3 17.7 43.0
Old : 20.8 39.2 27.5 49.4 16.1 37.6 22.9 44.3
Other: 21.1 54.0 34.6 67.7 19.9 46.2 31.4 58.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 21,961: 8,057 278 1,451 8,198 19,324 17,707 21,054: 4,254 907
Old : 16,329: 6,645 294 994 5,316 14,353 12,955 15,641: 3,374 688
Other: 5,632: 1,669 241 200 2,882 4,971 4,752 5,412: 880 219
: : :
: : Changes in Commitments from: February 19, 2008 :
: -44: -212 -35 -585 816 725 19 105: -63 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 1.3 6.6 37.3 88.0 80.6 95.9: 19.4 4.1
Old : 100.0: 40.7 1.8 6.1 32.6 87.9 79.3 95.8: 20.7 4.2
Other: 100.0: 29.6 4.3 3.6 51.2 88.3 84.4 96.1: 15.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 39 4 14 30 21 72 37:
Old : 70: 33 5 12 23 18 59 32:
Other: 42: 13 5 5 16 12 31 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 67.2 29.2 81.1 15.3 62.1 25.9 69.0
Old : 21.9 65.1 35.4 80.8 18.1 61.4 30.3 70.5
Other: 39.9 78.4 53.9 87.9 37.3 69.1 49.1 78.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 1,382,990: 355,284 345,737 45,975 840,082 856,090 1,241,341 1,247,801: 141,649 135,189
Old : 1,382,990: 355,284 345,737 45,975 840,082 856,090 1,241,341 1,247,801: 141,649 135,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 21,510: -8,286 -19,338 7,485 22,679 11,542 21,878 -310: -369 21,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 25.0 3.3 60.7 61.9 89.8 90.2: 10.2 9.8
Old : 100.0: 25.7 25.0 3.3 60.7 61.9 89.8 90.2: 10.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 68 44 42 97 90 183 161:
Old : 238: 68 44 42 97 90 183 161:
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 : 17.8 46.4 29.3 57.7 11.9 44.8 21.7 52.8
Old : 17.8 46.4 29.3 57.7 11.9 44.8 21.7 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 3,035,748: 497,026 340,914 362,869 1,859,036 1,880,777 2,718,931 2,584,560: 316,817 451,188
Old : 3,035,748: 497,026 340,914 362,869 1,859,036 1,880,777 2,718,931 2,584,560: 316,817 451,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -575,643: -53,352 -6,964 -255,411 -251,609 -333,438 -560,371 -595,812: -15,271 20,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.2 12.0 61.2 62.0 89.6 85.1: 10.4 14.9
Old : 100.0: 16.4 11.2 12.0 61.2 62.0 89.6 85.1: 10.4 14.9
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 : 281: 47 69 75 134 148 223 251:
Old : 281: 47 69 75 134 148 223 251:
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 : 34.4 20.9 42.2 30.0 27.1 18.3 32.5 24.3
Old : 34.4 20.9 42.2 30.0 27.1 18.3 32.5 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 2,354,955: 537,032 424,098 135,396 1,379,081 1,499,899 2,051,510 2,059,393: 303,446 295,562
Old : 2,354,955: 537,032 424,098 135,396 1,379,081 1,499,899 2,051,510 2,059,393: 303,446 295,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -206,566: 22,704 -93,349 -105,204 -168,446 -38,044 -250,947 -236,597: 44,381 30,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 18.0 5.7 58.6 63.7 87.1 87.4: 12.9 12.6
Old : 100.0: 22.8 18.0 5.7 58.6 63.7 87.1 87.4: 12.9 12.6
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: 42 49 46 99 98 164 171:
Old : 215: 42 49 46 99 98 164 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 40.1 31.7 50.1 16.1 32.5 23.5 37.2
Old : 20.9 40.1 31.7 50.1 16.1 32.5 23.5 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 515,817: 71,769 45,946 168,220 246,673 270,434 486,662 484,600: 29,155 31,217
Old : 515,817: 71,769 45,946 168,220 246,673 270,434 486,662 484,600: 29,155 31,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 10,668: 14,049 13,385 3,647 -4,574 -3,037 13,122 13,995: -2,454 -3,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.9 32.6 47.8 52.4 94.3 93.9: 5.7 6.1
Old : 100.0: 13.9 8.9 32.6 47.8 52.4 94.3 93.9: 5.7 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: 29 46 48 63 65 119 135:
Old : 153: 29 46 48 63 65 119 135:
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 : 25.4 22.7 38.8 35.7 16.1 12.7 22.5 19.3
Old : 25.4 22.7 38.8 35.7 16.1 12.7 22.5 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 15,589: 3,073 3,386 1,381 1,915 6,291 6,369 11,058: 9,220 4,532
Old : 15,589: 3,073 3,386 1,381 1,915 6,291 6,369 11,058: 9,220 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 891: 433 1,457 -79 282 -296 636 1,082: 255 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 21.7 8.9 12.3 40.4 40.9 70.9: 59.1 29.1
Old : 100.0: 19.7 21.7 8.9 12.3 40.4 40.9 70.9: 59.1 29.1
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 : 23: 8 7 3 4 6 13 15:
Old : 23: 8 7 3 4 6 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 46.0 34.4 62.3 17.4 45.9 25.5 55.5
Old : 22.8 46.0 34.4 62.3 17.4 45.9 25.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 35,201: 17,046 13,792 1,629 12,398 11,841 31,073 27,262: 4,128 7,939
Old : 35,201: 17,046 13,792 1,629 12,398 11,841 31,073 27,262: 4,128 7,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,219: 1,893 1,315 -478 -529 48 885 885: 333 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 39.2 4.6 35.2 33.6 88.3 77.4: 11.7 22.6
Old : 100.0: 48.4 39.2 4.6 35.2 33.6 88.3 77.4: 11.7 22.6
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 : 59: 23 16 11 14 10 43 31:
Old : 59: 23 16 11 14 10 43 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 : 32.3 32.2 47.0 51.2 32.3 32.0 46.3 51.0
Old : 32.3 32.2 47.0 51.2 32.3 32.0 46.3 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 101,755: 47,744 37,060 1,858 35,793 45,829 85,395 84,747: 16,360 17,009
Old : 101,755: 47,744 37,060 1,858 35,793 45,829 85,395 84,747: 16,360 17,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 5,108: 4,542 1,018 -309 85 1,962 4,318 2,672: 790 2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 36.4 1.8 35.2 45.0 83.9 83.3: 16.1 16.7
Old : 100.0: 46.9 36.4 1.8 35.2 45.0 83.9 83.3: 16.1 16.7
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 : 123: 43 46 13 18 24 67 77:
Old : 123: 43 46 13 18 24 67 77:
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 : 28.4 24.2 45.3 36.2 28.1 24.2 44.8 35.5
Old : 28.4 24.2 45.3 36.2 28.1 24.2 44.8 35.5
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, February 26, 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 : 54,377: 10,132 10,231 1,135 42,829 42,896 54,096 54,262: 281 115
Old : 54,377: 10,132 10,231 1,135 42,829 42,896 54,096 54,262: 281 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 492: 75 -332 225 264 522 564 415: -72 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.8 2.1 78.8 78.9 99.5 99.8: 0.5 0.2
Old : 100.0: 18.6 18.8 2.1 78.8 78.9 99.5 99.8: 0.5 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 : 50: 9 19 4 18 11 28 33:
Old : 50: 9 19 4 18 11 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 82.5 91.0 90.6 73.2 74.0 82.2 82.0
Old : 77.4 82.5 91.0 90.6 73.2 74.0 82.2 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 16,816: 1,586 2,573 111 14,974 14,063 16,671 16,747: 145 69
Old : 16,816: 1,586 2,573 111 14,974 14,063 16,671 16,747: 145 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 805: 48 695 -223 1,007 333 832 805: -27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.3 0.7 89.0 83.6 99.1 99.6: 0.9 0.4
Old : 100.0: 9.4 15.3 0.7 89.0 83.6 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 6 1 9 8 16 15:
Old : 29: 7 6 1 9 8 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.2 86.8 94.6 95.4 86.2 86.8 92.8 94.1
Old : 86.2 86.8 94.6 95.4 86.2 86.8 92.8 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 29, 2008