WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 15, 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 : 448,274: 110,631 81,882 83,058 208,982 214,634 402,671 379,574: 45,603 68,700
Old : 256,239: 62,431 88,217 28,583 137,397 101,106 228,411 217,906: 27,828 38,333
Other: 192,035: 84,738 30,203 17,937 71,585 113,528 174,260 161,668: 17,775 30,367
: : :
: : Changes in Commitments from: January 8, 2008 :
: 6,623: 13,935 -24 6,986 -14,484 -2,842 6,437 4,120: 186 2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 18.3 18.5 46.6 47.9 89.8 84.7: 10.2 15.3
Old : 100.0: 24.4 34.4 11.2 53.6 39.5 89.1 85.0: 10.9 15.0
Other: 100.0: 44.1 15.7 9.3 37.3 59.1 90.7 84.2: 9.3 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 120 121 151 85 115 316 306:
Old : 367: 86 156 77 52 93 200 270:
Other: 308: 130 52 52 68 103 216 194:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 18.0 32.4 24.7 21.4 15.2 31.2 21.8
Old : 26.0 17.1 39.7 24.8 26.0 15.7 39.6 22.2
Other: 30.6 23.4 42.8 32.1 30.3 21.9 40.6 30.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 15, 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 : 1,397,501: 462,866 113,277 131,808 653,072 882,631 1,247,746 1,127,716: 149,755 269,785
Old : 966,329: 296,351 143,612 65,668 500,508 587,519 862,527 796,799: 103,802 169,530
Other: 431,172: 221,413 24,563 11,242 152,564 295,112 385,219 330,917: 45,953 100,255
: : :
: : Changes in Commitments from: January 8, 2008 :
: 56,202: 18,961 7,597 13,862 20,641 18,155 53,464 39,614: 2,738 16,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 8.1 9.4 46.7 63.2 89.3 80.7: 10.7 19.3
Old : 100.0: 30.7 14.9 6.8 51.8 60.8 89.3 82.5: 10.7 17.5
Other: 100.0: 51.4 5.7 2.6 35.4 68.4 89.3 76.7: 10.7 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 746: 251 95 154 220 326 535 529:
Old : 707: 202 123 112 184 303 450 485:
Other: 548: 144 62 36 120 289 278 376:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 18.1 21.6 23.5 14.0 16.4 21.5 21.6
Old : 16.5 18.4 25.4 24.6 16.5 16.1 25.3 22.1
Other: 18.6 20.1 29.9 25.8 18.6 19.9 29.9 25.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 15, 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 : 14,099: 4,210 1,266 371 5,556 11,247 10,137 12,884: 3,962 1,215
Old : 12,138: 4,043 1,296 271 4,642 9,459 8,956 11,026: 3,182 1,112
Other: 1,961: 266 69 1 914 1,788 1,181 1,858: 780 103
: : :
: : Changes in Commitments from: January 8, 2008 :
: 961: 48 620 210 216 347 474 1,177: 487 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 9.0 2.6 39.4 79.8 71.9 91.4: 28.1 8.6
Old : 100.0: 33.3 10.7 2.2 38.2 77.9 73.8 90.8: 26.2 9.2
Other: 100.0: 13.6 3.5 0.1 46.6 91.2 60.2 94.7: 39.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 25 3 6 16 12 44 20:
Old : 50: 25 4 4 13 11 41 17:
Other: 18: 5 2 1 8 11 14 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 50.3 38.1 75.0 23.4 42.7 35.8 66.6
Old : 27.2 48.9 41.6 74.3 27.2 46.4 41.6 71.6
Other: 53.5 77.3 58.1 89.6 43.8 69.9 45.0 77.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 15, 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 : 568,671: 188,930 40,897 58,549 250,235 369,082 497,714 468,528: 70,957 100,143
Old : 419,479: 141,983 46,284 36,073 188,378 270,597 366,434 352,954: 53,045 66,525
Other: 149,192: 65,116 12,782 4,307 61,857 98,485 131,280 115,574: 17,912 33,618
: : :
: : Changes in Commitments from: January 8, 2008 :
: 5,793: 6,904 4,014 -4,649 -1,174 1,082 1,081 447: 4,712 5,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.2 10.3 44.0 64.9 87.5 82.4: 12.5 17.6
Old : 100.0: 33.8 11.0 8.6 44.9 64.5 87.4 84.1: 12.6 15.9
Other: 100.0: 43.6 8.6 2.9 41.5 66.0 88.0 77.5: 12.0 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 511: 182 82 106 117 197 350 357:
Old : 487: 159 90 91 100 191 306 344:
Other: 341: 91 59 26 61 161 161 238:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 24.9 28.4 32.9 16.4 23.1 25.8 29.0
Old : 18.4 26.1 29.4 33.5 18.3 24.0 29.0 29.7
Other: 29.8 26.4 43.9 37.3 24.1 24.3 37.8 32.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,935: 19,357 3,658 432 7 2,988 19,796 7,078: 4,139 16,857
Old : 11,927: 8,854 3,497 87 7 1,444 8,948 5,028: 2,979 6,899
Other: 12,008: 10,848 506 0 0 1,544 10,848 2,050: 1,160 9,958
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,615: 2,022 447 -386 7 1,001 1,643 1,062: -28 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 15.3 1.8 0.0 12.5 82.7 29.6: 17.3 70.4
Old : 100.0: 74.2 29.3 0.7 0.1 12.1 75.0 42.2: 25.0 57.8
Other: 100.0: 90.3 4.2 0.0 0.0 12.9 90.3 17.1: 9.7 82.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 9 8 1 8 21 23:
Old : 34: 16 11 5 1 7 19 21:
Other: 23: 12 3 0 0 8 12 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 : 57.9 12.9 69.5 19.2 57.8 12.9 68.6 19.2
Old : 41.3 22.0 56.2 29.8 41.2 22.0 56.0 29.8
Other: 77.1 8.9 89.0 14.3 77.1 8.9 89.0 14.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 15, 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 : 289,696: 72,524 18,255 40,895 143,779 214,636 257,198 273,786: 32,498 15,910
Old : 251,129: 74,012 24,804 25,895 120,684 185,909 220,591 236,608: 30,538 14,521
Other: 38,567: 11,375 6,314 2,137 23,095 28,727 36,607 37,178: 1,960 1,389
: : :
: : Changes in Commitments from: January 8, 2008 :
: -4,455: -4,178 -93 1,215 -4,306 -7,176 -7,269 -6,054: 2,814 1,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.3 14.1 49.6 74.1 88.8 94.5: 11.2 5.5
Old : 100.0: 29.5 9.9 10.3 48.1 74.0 87.8 94.2: 12.2 5.8
Other: 100.0: 29.5 16.4 5.5 59.9 74.5 94.9 96.4: 5.1 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 68 28 50 60 53 157 115:
Old : 186: 73 33 37 55 52 147 105:
Other: 81: 18 21 13 28 21 56 47:
:----------------------------------------------------------------------------------------------------
: 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 43.7 25.2 55.0 16.1 37.4 23.8 47.6
Old : 19.0 45.4 28.0 55.5 18.4 44.8 26.9 53.7
Other: 40.9 59.4 57.2 75.3 40.0 58.5 56.4 73.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 15, 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 : 1,058,419: 220,764 208,781 3,741 672,668 656,061 897,173 868,583: 161,246 189,836
Old : 1,058,419: 220,764 208,781 3,741 672,668 656,061 897,173 868,583: 161,246 189,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 58,248: 27,829 13,109 148 14,806 38,066 42,783 51,323: 15,465 6,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.7 0.4 63.6 62.0 84.8 82.1: 15.2 17.9
Old : 100.0: 20.9 19.7 0.4 63.6 62.0 84.8 82.1: 15.2 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 38 42 21 72 76 119 130:
Old : 183: 38 42 21 72 76 119 130:
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 : 25.5 30.1 38.9 41.6 23.2 26.2 32.8 34.1
Old : 25.5 30.1 38.9 41.6 23.2 26.2 32.8 34.1
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 - Futures Only, January 15, 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 : 236,999: 70,890 14,941 19,173 103,408 185,089 193,471 219,203: 43,528 17,796
Old : 199,101: 60,341 16,267 13,815 86,595 152,438 160,751 182,520: 38,350 16,581
Other: 37,898: 14,272 2,397 1,635 16,813 32,651 32,720 36,683: 5,178 1,215
: : :
: : Changes in Commitments from: January 8, 2008 :
: 7,126: -3,876 2,470 -1,751 12,802 7,989 7,175 8,708: -49 -1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 6.3 8.1 43.6 78.1 81.6 92.5: 18.4 7.5
Old : 100.0: 30.3 8.2 6.9 43.5 76.6 80.7 91.7: 19.3 8.3
Other: 100.0: 37.7 6.3 4.3 44.4 86.2 86.3 96.8: 13.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 77 26 38 69 53 168 101:
Old : 182: 66 36 29 62 53 149 100:
Other: 93: 35 6 9 46 16 84 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 47.7 30.8 58.8 13.4 42.5 20.7 49.9
Old : 25.8 44.1 34.0 55.4 20.3 42.9 28.3 50.9
Other: 21.1 66.6 34.7 83.2 21.0 64.5 33.8 80.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 15, 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 : 18,367: 8,173 580 780 5,837 16,327 14,790 17,687: 3,577 680
Old : 16,098: 8,057 713 338 4,436 14,530 12,831 15,581: 3,267 517
Other: 2,269: 536 287 22 1,401 1,797 1,959 2,106: 310 163
: : :
: : Changes in Commitments from: January 8, 2008 :
: 430: 308 11 -28 128 402 408 385: 22 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 3.2 4.2 31.8 88.9 80.5 96.3: 19.5 3.7
Old : 100.0: 50.0 4.4 2.1 27.6 90.3 79.7 96.8: 20.3 3.2
Other: 100.0: 23.6 12.6 1.0 61.7 79.2 86.3 92.8: 13.7 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 33 6 10 23 18 60 30:
Old : 65: 29 7 7 19 16 52 26:
Other: 34: 13 4 3 10 9 24 15:
:----------------------------------------------------------------------------------------------------
: 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 74.6 31.0 83.7 18.2 69.9 30.7 77.1
Old : 20.0 76.4 34.1 85.8 20.0 74.1 34.1 83.5
Other: 42.2 72.1 61.9 86.1 30.1 49.8 47.7 63.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 15, 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 : 1,071,141: 317,979 177,732 13,995 583,554 774,444 915,528 966,171: 155,613 104,970
Old : 1,071,141: 317,979 177,732 13,995 583,554 774,444 915,528 966,171: 155,613 104,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 34,541: 58,665 370 698 -41,910 24,820 17,453 25,888: 17,088 8,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 16.6 1.3 54.5 72.3 85.5 90.2: 14.5 9.8
Old : 100.0: 29.7 16.6 1.3 54.5 72.3 85.5 90.2: 14.5 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 : 240: 61 45 20 94 92 164 149:
Old : 240: 61 45 20 94 92 164 149:
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 : 18.6 46.8 29.1 53.7 18.0 44.2 27.8 49.8
Old : 18.6 46.8 29.1 53.7 18.0 44.2 27.8 49.8
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 - Futures Only, January 15, 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 : 2,454,412: 556,775 419,763 59,853 1,479,050 1,550,613 2,095,678 2,030,229: 358,734 424,183
Old : 2,454,412: 556,775 419,763 59,853 1,479,050 1,550,613 2,095,678 2,030,229: 358,734 424,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 163,984: -15,099 28,314 23,017 128,861 97,036 136,779 148,367: 27,205 15,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 17.1 2.4 60.3 63.2 85.4 82.7: 14.6 17.3
Old : 100.0: 22.7 17.1 2.4 60.3 63.2 85.4 82.7: 14.6 17.3
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 : 287: 50 72 42 112 117 190 203:
Old : 287: 50 72 42 112 117 190 203:
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 : 34.6 22.1 44.1 30.7 31.1 21.3 37.7 28.8
Old : 34.6 22.1 44.1 30.7 31.1 21.3 37.7 28.8
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 - Futures Only, January 15, 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 : 1,977,812: 365,105 566,340 50,090 1,291,922 1,132,892 1,707,117 1,749,322: 270,695 228,490
Old : 1,977,812: 365,105 566,340 50,090 1,291,922 1,132,892 1,707,117 1,749,322: 270,695 228,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 86,865: -25,036 53,787 25,470 60,661 2,450 61,095 81,707: 25,770 5,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 28.6 2.5 65.3 57.3 86.3 88.4: 13.7 11.6
Old : 100.0: 18.5 28.6 2.5 65.3 57.3 86.3 88.4: 13.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 41 49 36 90 88 153 152:
Old : 219: 41 49 36 90 88 153 152:
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 : 21.7 40.8 33.5 51.0 18.4 36.8 28.9 43.9
Old : 21.7 40.8 33.5 51.0 18.4 36.8 28.9 43.9
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 - Futures Only, January 15, 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 : 393,330: 144,981 80,473 28,335 188,461 239,369 361,777 348,177: 31,553 45,153
Old : 393,330: 144,981 80,473 28,335 188,461 239,369 361,777 348,177: 31,553 45,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 49,501: 24,559 9,459 9,195 2,569 14,161 36,323 32,815: 13,178 16,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 20.5 7.2 47.9 60.9 92.0 88.5: 8.0 11.5
Old : 100.0: 36.9 20.5 7.2 47.9 60.9 92.0 88.5: 8.0 11.5
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 : 117: 22 33 18 49 51 83 91:
Old : 117: 22 33 18 49 51 83 91:
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 : 35.7 20.5 48.6 34.4 34.2 15.0 43.2 24.6
Old : 35.7 20.5 48.6 34.4 34.2 15.0 43.2 24.6
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 - Futures Only, January 15, 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 : 16,645: 5,074 1,034 1,035 1,760 7,757 7,869 9,826: 8,776 6,819
Old : 16,645: 5,074 1,034 1,035 1,760 7,757 7,869 9,826: 8,776 6,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -1,324: -972 -1,006 151 37 -931 -784 -1,786: -540 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 6.2 6.2 10.6 46.6 47.3 59.0: 52.7 41.0
Old : 100.0: 30.5 6.2 6.2 10.6 46.6 47.3 59.0: 52.7 41.0
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 : 29: 13 5 4 4 9 19 16:
Old : 29: 13 5 4 4 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 : 18.0 35.4 28.5 48.5 15.3 34.9 23.9 43.9
Old : 18.0 35.4 28.5 48.5 15.3 34.9 23.9 43.9
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 - Futures Only, January 15, 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 : 27,945: 9,998 14,262 109 12,820 8,260 22,927 22,631: 5,018 5,314
Old : 27,945: 9,998 14,262 109 12,820 8,260 22,927 22,631: 5,018 5,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,323: 431 -19 62 418 100 911 143: 412 1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 51.0 0.4 45.9 29.6 82.0 81.0: 18.0 19.0
Old : 100.0: 35.8 51.0 0.4 45.9 29.6 82.0 81.0: 18.0 19.0
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 : 47: 10 19 6 12 7 27 27:
Old : 47: 10 19 6 12 7 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 47.7 59.2 65.2 41.1 47.7 59.1 65.1
Old : 41.2 47.7 59.2 65.2 41.1 47.7 59.1 65.1
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 - Futures Only, January 15, 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 : 78,756: 32,910 21,677 1,302 27,922 43,858 62,134 66,837: 16,622 11,919
Old : 78,756: 32,910 21,677 1,302 27,922 43,858 62,134 66,837: 16,622 11,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,137: -649 -1,040 -179 2,061 118 1,233 -1,101: -96 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 27.5 1.7 35.5 55.7 78.9 84.9: 21.1 15.1
Old : 100.0: 41.8 27.5 1.7 35.5 55.7 78.9 84.9: 21.1 15.1
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 : 96: 37 26 6 21 16 59 47:
Old : 96: 37 26 6 21 16 59 47:
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 : 30.5 40.3 45.3 54.5 30.5 40.3 45.3 54.5
Old : 30.5 40.3 45.3 54.5 30.5 40.3 45.3 54.5
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 - Futures Only, January 15, 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 : 56,250: 11,548 9,855 976 43,267 45,323 55,791 56,154: 459 96
Old : 56,250: 11,548 9,855 976 43,267 45,323 55,791 56,154: 459 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,537: 2,904 -684 -301 779 4,557 3,382 3,572: 155 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 17.5 1.7 76.9 80.6 99.2 99.8: 0.8 0.2
Old : 100.0: 20.5 17.5 1.7 76.9 80.6 99.2 99.8: 0.8 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 : 49: 12 16 4 16 13 28 33:
Old : 49: 12 16 4 16 13 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 : 78.7 81.6 90.6 91.7 75.5 71.0 80.2 81.1
Old : 78.7 81.6 90.6 91.7 75.5 71.0 80.2 81.1
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 - Futures Only, January 15, 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 : 16,573: 9,865 3,313 110 6,403 13,018 16,378 16,441: 195 132
Old : 16,573: 9,865 3,313 110 6,403 13,018 16,378 16,441: 195 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -321: 81 -668 -141 -363 393 -423 -416: 102 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 20.0 0.7 38.6 78.5 98.8 99.2: 1.2 0.8
Old : 100.0: 59.5 20.0 0.7 38.6 78.5 98.8 99.2: 1.2 0.8
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 : 30: 8 6 1 8 9 16 16:
Old : 30: 8 6 1 8 9 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.3 80.4 95.5 95.6 84.9 80.4 92.1 93.7
Old : 87.3 80.4 95.5 95.6 84.9 80.4 92.1 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2008