WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 501,180: 86,920 76,429 147,526 235,428 224,591 469,874 448,547: 31,305 52,633
Old : 465,239: 80,560 82,488 134,396 221,472 201,430 436,428 418,314: 28,811 46,926
Other: 35,940: 16,610 4,191 2,880 13,956 23,161 33,446 30,233: 2,494 5,707
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,673: -3,252 4,968 5,440 1,086 -7,334 3,273 3,073: -1,600 -1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.2 29.4 47.0 44.8 93.8 89.5: 6.2 10.5
Old : 100.0: 17.3 17.7 28.9 47.6 43.3 93.8 89.9: 6.2 10.1
Other: 100.0: 46.2 11.7 8.0 38.8 64.4 93.1 84.1: 6.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 89 137 145 89 126 283 317:
Old : 372: 86 141 136 88 125 274 314:
Other: 158: 33 38 16 23 79 64 125:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 14.7 33.1 23.8 19.6 13.0 28.9 19.2
Old : 23.3 14.2 34.7 23.3 20.7 12.2 30.5 18.5
Other: 41.1 27.7 53.9 39.0 40.7 27.2 51.6 36.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 2,138,015: 329,192 82,208 678,793 938,318 1,083,034 1,946,302 1,844,034: 191,713 293,981
Old : 990,291: 174,988 136,750 277,469 448,915 459,800 901,372 874,020: 88,919 116,271
Other: 1,147,724: 246,477 37,731 309,050 489,403 623,234 1,044,930 970,014: 102,794 177,710
: : :
: : Changes in Commitments from: May 6, 2008 :
: 31,448: -10,393 -17,478 21,024 15,750 18,965 26,381 22,511: 5,067 8,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.8 31.7 43.9 50.7 91.0 86.2: 9.0 13.8
Old : 100.0: 17.7 13.8 28.0 45.3 46.4 91.0 88.3: 9.0 11.7
Other: 100.0: 21.5 3.3 26.9 42.6 54.3 91.0 84.5: 9.0 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 869: 234 163 280 297 410 665 745:
Old : 805: 191 187 201 238 361 537 645:
Other: 760: 195 129 191 220 389 489 642:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 14.7 22.2 20.8 10.2 6.8 15.6 10.6
Old : 14.8 15.1 23.4 21.7 14.1 9.5 21.8 13.4
Other: 16.8 16.4 27.0 23.8 11.0 9.6 16.5 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 17,119: 4,197 605 723 8,660 14,669 13,579 15,996: 3,539 1,122
Old : 17,119: 4,197 605 723 8,660 14,669 13,579 15,996: 3,539 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 622: 242 0 50 287 697 579 747: 43 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.5 4.2 50.6 85.7 79.3 93.4: 20.7 6.6
Old : 100.0: 24.5 3.5 4.2 50.6 85.7 79.3 93.4: 20.7 6.6
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 : 50: 21 7 9 15 15 41 26:
Old : 50: 21 7 9 15 15 41 26:
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 : 32.1 55.9 47.3 75.1 30.0 49.0 43.6 65.6
Old : 32.1 55.9 47.3 75.1 30.0 49.0 43.6 65.6
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 13, 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 : 649,502: 129,862 23,733 201,417 256,385 330,597 587,665 555,748: 61,837 93,754
Old : 314,033: 71,158 28,965 81,920 129,825 168,864 282,903 279,749: 31,130 34,284
Other: 335,469: 84,944 21,009 93,257 126,561 161,733 304,762 275,999: 30,707 59,470
: : :
: : Changes in Commitments from: May 6, 2008 :
: 6,698: 324 -4,699 4,102 -2,171 6,330 2,255 5,732: 4,443 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.7 31.0 39.5 50.9 90.5 85.6: 9.5 14.4
Old : 100.0: 22.7 9.2 26.1 41.3 53.8 90.1 89.1: 9.9 10.9
Other: 100.0: 25.3 6.3 27.8 37.7 48.2 90.8 82.3: 9.2 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 499: 158 105 178 127 213 364 431:
Old : 458: 137 106 114 102 186 291 356:
Other: 407: 111 84 113 101 189 266 339:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 23.4 29.3 30.9 12.9 13.9 19.3 18.3
Old : 23.7 26.7 35.5 36.2 19.5 20.6 28.1 27.6
Other: 19.7 22.4 30.8 31.6 10.9 12.2 18.3 16.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,332: 18,706 2,458 976 2 3,679 19,684 7,113: 2,648 15,219
Old : 5,594: 4,226 1,518 9 0 1,083 4,235 2,610: 1,359 2,984
Other: 16,738: 15,420 1,880 27 2 2,596 15,449 4,503: 1,289 12,235
: : :
: : Changes in Commitments from: May 6, 2008 :
: 343: 881 598 -673 0 267 208 192: 135 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 11.0 4.4 0.0 16.5 88.1 31.9: 11.9 68.1
Old : 100.0: 75.5 27.1 0.2 0.0 19.4 75.7 46.7: 24.3 53.3
Other: 100.0: 92.1 11.2 0.2 0.0 15.5 92.3 26.9: 7.7 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 15 9 10 1 10 18 27:
Old : 34: 14 10 1 0 10 14 21:
Other: 27: 10 8 5 1 9 11 22:
:----------------------------------------------------------------------------------------------------
: 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 : 65.0 8.9 79.2 15.8 64.9 8.9 76.6 15.5
Old : 42.4 27.4 63.4 38.9 42.4 27.4 63.4 38.9
Other: 77.0 9.3 91.3 15.8 76.9 9.3 91.2 15.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 310,743: 41,441 16,776 79,793 158,606 198,946 279,840 295,515: 30,903 15,228
Old : 194,769: 35,870 26,113 30,360 104,174 126,065 170,404 182,537: 24,366 12,232
Other: 115,974: 23,288 8,380 31,716 54,432 72,882 109,437 112,978: 6,537 2,996
: : :
: : Changes in Commitments from: May 6, 2008 :
: 4,934: 7,778 -183 -2,184 -3,923 8,895 1,672 6,528: 3,263 -1,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.4 25.7 51.0 64.0 90.1 95.1: 9.9 4.9
Old : 100.0: 18.4 13.4 15.6 53.5 64.7 87.5 93.7: 12.5 6.3
Other: 100.0: 20.1 7.2 27.3 46.9 62.8 94.4 97.4: 5.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 64 29 53 68 65 159 131:
Old : 182: 61 39 36 62 56 139 115:
Other: 133: 36 25 30 51 46 102 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 : 18.3 34.0 29.5 47.9 13.7 28.5 21.2 36.2
Old : 18.1 41.5 29.7 53.4 17.5 39.5 28.9 48.3
Other: 27.6 38.5 39.4 56.8 12.7 28.3 21.3 35.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 1,085,478: 161,935 155,851 83,771 713,385 646,734 959,091 886,355: 126,387 199,123
Old : 1,085,478: 161,935 155,851 83,771 713,385 646,734 959,091 886,355: 126,387 199,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 21,889: 41,222 5,702 -495 -8,929 21,109 31,799 26,316: -9,910 -4,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.4 7.7 65.7 59.6 88.4 81.7: 11.6 18.3
Old : 100.0: 14.9 14.4 7.7 65.7 59.6 88.4 81.7: 11.6 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 : 197: 39 51 58 83 93 154 170:
Old : 197: 39 51 58 83 93 154 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 29.4 40.4 36.1 21.8 22.5 31.0 27.2
Old : 28.5 29.4 40.4 36.1 21.8 22.5 31.0 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 224,080: 44,699 9,732 38,397 105,419 158,520 188,515 206,650: 35,564 17,429
Old : 118,763: 32,423 10,415 13,852 50,758 81,255 97,033 105,522: 21,730 13,241
Other: 105,317: 18,231 5,272 18,591 54,661 77,266 91,482 101,129: 13,835 4,188
: : :
: : Changes in Commitments from: May 6, 2008 :
: -2,961: 2,334 -674 -737 -7,190 -1,317 -5,594 -2,729: 2,633 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.3 17.1 47.0 70.7 84.1 92.2: 15.9 7.8
Old : 100.0: 27.3 8.8 11.7 42.7 68.4 81.7 88.9: 18.3 11.1
Other: 100.0: 17.3 5.0 17.7 51.9 73.4 86.9 96.0: 13.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 58 31 54 73 66 158 130:
Old : 166: 62 26 38 62 59 134 113:
Other: 127: 33 24 37 56 39 111 81:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 42.6 26.4 52.4 12.2 38.8 18.9 43.7
Old : 19.7 40.3 27.0 49.3 19.3 38.8 26.2 47.2
Other: 20.0 48.3 31.4 62.8 18.3 42.8 28.7 55.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 20,525: 4,802 937 1,831 9,912 15,917 16,545 18,685: 3,981 1,841
Old : 9,160: 3,453 1,078 385 3,465 6,405 7,302 7,867: 1,857 1,293
Other: 11,365: 1,997 508 798 6,447 9,512 9,242 10,818: 2,123 548
: : :
: : Changes in Commitments from: May 6, 2008 :
: -15: 128 205 -86 8 -2 50 116: -64 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.6 8.9 48.3 77.5 80.6 91.0: 19.4 9.0
Old : 100.0: 37.7 11.8 4.2 37.8 69.9 79.7 85.9: 20.3 14.1
Other: 100.0: 17.6 4.5 7.0 56.7 83.7 81.3 95.2: 18.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 26 14 18 40 30 76 54:
Old : 70: 22 12 9 20 24 46 41:
Other: 66: 19 7 9 32 17 56 30:
:----------------------------------------------------------------------------------------------------
: 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 55.6 30.2 67.0 13.4 45.8 22.1 51.9
Old : 25.5 44.9 39.9 62.7 25.5 40.7 39.0 57.0
Other: 26.0 73.5 42.1 81.8 23.8 60.0 36.0 65.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 1,247,834: 268,766 216,900 40,153 823,268 883,237 1,132,187 1,140,290: 115,647 107,544
Old : 1,247,834: 268,766 216,900 40,153 823,268 883,237 1,132,187 1,140,290: 115,647 107,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 73,431: 36,257 49,761 7,247 39,776 25,128 83,280 82,136: -9,849 -8,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.4 3.2 66.0 70.8 90.7 91.4: 9.3 8.6
Old : 100.0: 21.5 17.4 3.2 66.0 70.8 90.7 91.4: 9.3 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 : 247: 54 38 34 119 107 186 166:
Old : 247: 54 38 34 119 107 186 166:
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 : 24.2 50.3 35.7 58.4 21.3 50.1 31.6 57.2
Old : 24.2 50.3 35.7 58.4 21.3 50.1 31.6 57.2
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 13, 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 : 2,877,597: 271,651 333,751 420,659 1,857,422 1,711,314 2,549,732 2,465,724: 327,865 411,873
Old : 2,877,597: 271,651 333,751 420,659 1,857,422 1,711,314 2,549,732 2,465,724: 327,865 411,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 58,018: 10,739 -19,689 41,269 -7,701 50,815 44,307 72,395: 13,711 -14,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.6 14.6 64.5 59.5 88.6 85.7: 11.4 14.3
Old : 100.0: 9.4 11.6 14.6 64.5 59.5 88.6 85.7: 11.4 14.3
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 : 289: 52 76 82 131 143 233 252:
Old : 289: 52 76 82 131 143 233 252:
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 : 32.4 20.5 38.0 29.5 27.6 16.0 31.5 22.8
Old : 32.4 20.5 38.0 29.5 27.6 16.0 31.5 22.8
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 13, 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 : 2,106,475: 565,941 216,435 169,358 1,147,327 1,445,825 1,882,626 1,831,618: 223,848 274,857
Old : 2,106,475: 565,941 216,435 169,358 1,147,327 1,445,825 1,882,626 1,831,618: 223,848 274,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 14,453: -716 37,161 21,881 822 -32,503 21,986 26,539: -7,534 -12,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 10.3 8.0 54.5 68.6 89.4 87.0: 10.6 13.0
Old : 100.0: 26.9 10.3 8.0 54.5 68.6 89.4 87.0: 10.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 41 52 42 88 94 150 167:
Old : 205: 41 52 42 88 94 150 167:
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 : 21.5 34.9 33.5 43.3 16.4 25.4 25.5 30.8
Old : 21.5 34.9 33.5 43.3 16.4 25.4 25.5 30.8
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 13, 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 : 848,862: 188,720 54,731 227,031 380,504 519,358 796,255 801,120: 52,607 47,742
Old : 848,862: 188,720 54,731 227,031 380,504 519,358 796,255 801,120: 52,607 47,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 75,113: 12,599 4,445 15,802 45,789 54,155 74,190 74,401: 923 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 6.4 26.7 44.8 61.2 93.8 94.4: 6.2 5.6
Old : 100.0: 22.2 6.4 26.7 44.8 61.2 93.8 94.4: 6.2 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 : 149: 54 22 52 67 53 135 117:
Old : 149: 54 22 52 67 53 135 117:
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 : 29.0 24.1 40.8 37.5 16.3 17.2 20.0 24.2
Old : 29.0 24.1 40.8 37.5 16.3 17.2 20.0 24.2
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, May 13, 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 : 13,051: 3,001 2,080 1,291 2,597 6,865 6,890 10,236: 6,161 2,815
Old : 13,051: 3,001 2,080 1,291 2,597 6,865 6,890 10,236: 6,161 2,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,313: 431 222 816 126 -21 1,373 1,016: -60 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 15.9 9.9 19.9 52.6 52.8 78.4: 47.2 21.6
Old : 100.0: 23.0 15.9 9.9 19.9 52.6 52.8 78.4: 47.2 21.6
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 : 26: 10 7 5 5 6 18 15:
Old : 26: 10 7 5 5 6 18 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 : 25.3 52.6 38.2 67.2 22.9 52.6 33.6 63.8
Old : 25.3 52.6 38.2 67.2 22.9 52.6 33.6 63.8
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 13, 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 : 33,123: 17,170 13,000 738 9,510 13,254 27,418 26,992: 5,705 6,131
Old : 33,123: 17,170 13,000 738 9,510 13,254 27,418 26,992: 5,705 6,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,643: 363 581 37 52 279 452 897: 1,192 747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 39.2 2.2 28.7 40.0 82.8 81.5: 17.2 18.5
Old : 100.0: 51.8 39.2 2.2 28.7 40.0 82.8 81.5: 17.2 18.5
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 : 54: 16 21 11 11 7 36 30:
Old : 54: 16 21 11 11 7 36 30:
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 : 35.9 39.4 52.9 59.6 35.9 38.7 52.9 58.6
Old : 35.9 39.4 52.9 59.6 35.9 38.7 52.9 58.6
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 13, 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 : 108,149: 45,035 34,083 2,778 46,300 58,607 94,113 95,468: 14,036 12,681
Old : 108,149: 45,035 34,083 2,778 46,300 58,607 94,113 95,468: 14,036 12,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,703: 2,592 5,698 -1,761 610 620 1,441 4,558: 262 -2,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 31.5 2.6 42.8 54.2 87.0 88.3: 13.0 11.7
Old : 100.0: 41.6 31.5 2.6 42.8 54.2 87.0 88.3: 13.0 11.7
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 : 113: 46 36 18 18 23 71 70:
Old : 113: 46 36 18 18 23 71 70:
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 : 33.8 39.4 47.9 51.2 33.3 38.4 47.4 49.6
Old : 33.8 39.4 47.9 51.2 33.3 38.4 47.4 49.6
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 13, 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 : 59,781: 18,756 4,469 1,438 39,353 53,788 59,547 59,695: 234 86
Old : 59,781: 18,756 4,469 1,438 39,353 53,788 59,547 59,695: 234 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 10,700: 7,551 1,784 -321 3,470 9,222 10,700 10,685: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.5 2.4 65.8 90.0 99.6 99.9: 0.4 0.1
Old : 100.0: 31.4 7.5 2.4 65.8 90.0 99.6 99.9: 0.4 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 : 44: 10 12 3 18 11 29 25:
Old : 44: 10 12 3 18 11 29 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 : 57.2 81.9 79.8 94.4 45.1 61.5 60.5 68.5
Old : 57.2 81.9 79.8 94.4 45.1 61.5 60.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 24,162: 2,832 1,184 20 21,304 22,803 24,156 24,007: 6 155
Old : 24,162: 2,832 1,184 20 21,304 22,803 24,156 24,007: 6 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 159: -1,340 511 0 1,502 -385 162 126: -3 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 4.9 0.1 88.2 94.4 100.0 99.4: 0.0 0.6
Old : 100.0: 11.7 4.9 0.1 88.2 94.4 100.0 99.4: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 7 1 12 9 19 16:
Old : 29: 6 7 1 12 9 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 89.3 92.1 95.3 76.1 83.0 86.9 88.3
Old : 79.8 89.3 92.1 95.3 76.1 83.0 86.9 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2008