WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 454,860: 97,831 78,730 90,488 220,923 218,172 409,242 387,390: 45,618 67,470
Old : 249,003: 50,280 88,584 34,135 137,938 91,917 222,353 214,636: 26,650 34,367
Other: 205,857: 85,834 28,429 18,070 82,985 126,255 186,889 172,754: 18,968 33,103
: : :
: : Changes in Commitments from: January 22, 2008 :
: 3,431: -4,112 943 7,871 3,424 -3,306 7,183 5,508: -3,752 -2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.3 19.9 48.6 48.0 90.0 85.2: 10.0 14.8
Old : 100.0: 20.2 35.6 13.7 55.4 36.9 89.3 86.2: 10.7 13.8
Other: 100.0: 41.7 13.8 8.8 40.3 61.3 90.8 83.9: 9.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 110 116 156 86 121 307 314:
Old : 353: 78 151 84 49 96 194 270:
Other: 314: 132 51 67 70 108 223 211:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 17.9 33.6 24.6 21.7 15.1 31.1 20.9
Old : 25.9 16.4 39.9 24.7 25.9 15.4 39.3 22.2
Other: 30.5 23.5 43.7 32.5 30.3 21.1 39.9 28.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,424,970: 444,321 112,897 152,108 670,429 890,360 1,266,858 1,155,365: 158,112 269,605
Old : 972,568: 278,849 150,041 76,646 505,320 580,693 860,815 807,380: 111,753 165,188
Other: 452,402: 226,344 23,728 14,590 165,109 309,667 406,043 347,985: 46,359 104,417
: : :
: : Changes in Commitments from: January 22, 2008 :
: -4,424: -11,999 -8,745 4,218 1,926 6,991 -5,855 2,464: 1,431 -6,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 7.9 10.7 47.0 62.5 88.9 81.1: 11.1 18.9
Old : 100.0: 28.7 15.4 7.9 52.0 59.7 88.5 83.0: 11.5 17.0
Other: 100.0: 50.0 5.2 3.2 36.5 68.4 89.8 76.9: 10.2 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 229 104 186 229 327 547 563:
Old : 719: 193 136 131 195 303 468 507:
Other: 559: 144 70 39 121 291 282 387:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 17.4 21.4 22.5 13.9 15.6 21.3 20.6
Old : 16.4 17.9 25.1 23.9 16.4 15.6 24.9 21.2
Other: 18.1 19.8 30.4 25.4 18.1 19.5 30.1 25.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,349: 3,501 1,509 438 6,616 10,962 10,555 12,909: 3,794 1,440
Old : 11,798: 3,262 1,544 398 5,140 8,597 8,800 10,539: 2,998 1,259
Other: 2,551: 277 3 2 1,476 2,365 1,755 2,370: 796 181
: : :
: : Changes in Commitments from: January 22, 2008 :
: 427: 16 50 77 262 100 355 227: 72 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 10.5 3.1 46.1 76.4 73.6 90.0: 26.4 10.0
Old : 100.0: 27.6 13.1 3.4 43.6 72.9 74.6 89.3: 25.4 10.7
Other: 100.0: 10.9 0.1 0.1 57.9 92.7 68.8 92.9: 31.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 21 3 7 16 13 40 21:
Old : 46: 20 4 5 13 11 36 18:
Other: 19: 4 1 2 6 13 12 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 : 29.5 49.4 42.4 73.2 23.1 36.6 35.1 60.2
Old : 28.1 50.7 42.7 72.2 28.1 46.6 42.7 68.1
Other: 63.9 71.0 68.3 85.8 54.5 64.6 55.3 76.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 570,217: 182,690 34,701 70,077 255,180 363,297 507,947 468,075: 62,270 102,142
Old : 403,918: 128,474 40,115 44,298 186,975 255,337 359,747 339,750: 44,171 64,168
Other: 166,299: 74,267 14,637 5,728 68,205 107,960 148,200 128,325: 18,099 37,974
: : :
: : Changes in Commitments from: January 22, 2008 :
: 6,033: -451 -3,310 6,016 5,501 4,828 11,066 7,534: -5,033 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 6.1 12.3 44.8 63.7 89.1 82.1: 10.9 17.9
Old : 100.0: 31.8 9.9 11.0 46.3 63.2 89.1 84.1: 10.9 15.9
Other: 100.0: 44.7 8.8 3.4 41.0 64.9 89.1 77.2: 10.9 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 166 87 121 117 193 343 366:
Old : 471: 144 97 103 101 187 299 349:
Other: 338: 97 55 33 63 156 169 237:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 22.1 30.6 31.2 17.7 21.6 27.3 28.1
Old : 20.8 23.2 32.1 31.5 20.7 23.1 32.0 29.7
Other: 29.0 24.1 41.2 34.9 23.2 22.3 34.9 29.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,933: 19,563 3,951 329 4 2,787 19,896 7,067: 4,037 16,866
Old : 11,570: 8,354 3,570 164 4 1,214 8,522 4,948: 3,048 6,622
Other: 12,363: 11,374 546 0 0 1,573 11,374 2,119: 989 10,244
: : :
: : Changes in Commitments from: January 22, 2008 :
: -890: -1,034 -132 96 -3 -325 -941 -361: 51 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 16.5 1.4 0.0 11.6 83.1 29.5: 16.9 70.5
Old : 100.0: 72.2 30.9 1.4 0.0 10.5 73.7 42.8: 26.3 57.2
Other: 100.0: 92.0 4.4 0.0 0.0 12.7 92.0 17.1: 8.0 82.9
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 19 8 8 1 7 20 23:
Old : 33: 19 8 6 1 6 20 20:
Other: 19: 8 4 0 0 7 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 14.1 72.7 20.6 59.8 14.1 72.0 20.6
Old : 40.6 25.5 54.1 33.4 40.6 25.5 53.9 33.4
Other: 81.8 8.9 92.0 14.6 81.8 8.9 92.0 14.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 283,472: 59,869 21,228 46,788 146,481 200,355 253,138 268,371: 30,334 15,101
Old : 246,912: 60,491 27,500 32,557 126,393 173,102 219,441 233,159: 27,471 13,753
Other: 36,560: 10,771 5,121 2,838 20,088 27,253 33,697 35,212: 2,863 1,348
: : :
: : Changes in Commitments from: January 22, 2008 :
: -12,584: -7,813 932 3,777 -4,821 -15,631 -8,857 -10,922: -3,727 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 7.5 16.5 51.7 70.7 89.3 94.7: 10.7 5.3
Old : 100.0: 24.5 11.1 13.2 51.2 70.1 88.9 94.4: 11.1 5.6
Other: 100.0: 29.5 14.0 7.8 54.9 74.5 92.2 96.3: 7.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 62 37 55 60 58 157 130:
Old : 192: 59 48 44 53 57 144 123:
Other: 92: 27 19 14 31 23 63 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 39.2 27.7 50.1 17.4 34.3 25.4 42.5
Old : 21.7 41.0 30.6 50.0 19.9 40.1 28.2 48.4
Other: 35.5 55.5 51.7 69.7 33.7 54.3 49.6 66.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,049,956: 227,760 211,325 11,210 669,396 654,441 908,366 876,976: 141,590 172,980
Old : 1,049,956: 227,760 211,325 11,210 669,396 654,441 908,366 876,976: 141,590 172,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -42,904: -29,725 -15,850 4,481 -8,942 -15,535 -34,186 -26,904: -8,718 -16,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 20.1 1.1 63.8 62.3 86.5 83.5: 13.5 16.5
Old : 100.0: 21.7 20.1 1.1 63.8 62.3 86.5 83.5: 13.5 16.5
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 : 191: 41 46 30 69 80 124 143:
Old : 191: 41 46 30 69 80 124 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 30.3 41.5 40.2 24.8 26.6 33.1 32.5
Old : 27.6 30.3 41.5 40.2 24.8 26.6 33.1 32.5
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 235,150: 58,870 17,232 20,272 116,599 179,258 195,741 216,762: 39,409 18,388
Old : 184,967: 47,915 17,667 12,836 91,108 137,738 151,859 168,241: 33,108 16,726
Other: 50,183: 15,373 3,983 3,018 25,491 41,520 43,882 48,521: 6,301 1,662
: : :
: : Changes in Commitments from: January 22, 2008 :
: -2,448: -6,920 -414 569 4,057 -2,496 -2,294 -2,341: -154 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.3 8.6 49.6 76.2 83.2 92.2: 16.8 7.8
Old : 100.0: 25.9 9.6 6.9 49.3 74.5 82.1 91.0: 17.9 9.0
Other: 100.0: 30.6 7.9 6.0 50.8 82.7 87.4 96.7: 12.6 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 61 25 40 66 54 148 105:
Old : 168: 54 34 32 58 53 133 101:
Other: 94: 32 9 9 44 21 79 37:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 45.6 30.9 55.9 14.4 41.6 22.7 48.5
Old : 24.0 42.0 34.9 51.6 21.7 41.4 31.7 50.0
Other: 23.4 66.5 39.1 80.5 23.4 63.9 38.2 75.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,697: 7,368 334 941 6,056 15,574 14,365 16,849: 3,332 848
Old : 14,719: 6,849 502 485 4,447 13,074 11,781 14,061: 2,938 658
Other: 2,978: 969 282 6 1,609 2,500 2,584 2,788: 394 190
: : :
: : Changes in Commitments from: January 22, 2008 :
: 508: 850 -36 42 29 548 921 554: -413 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 1.9 5.3 34.2 88.0 81.2 95.2: 18.8 4.8
Old : 100.0: 46.5 3.4 3.3 30.2 88.8 80.0 95.5: 20.0 4.5
Other: 100.0: 32.5 9.5 0.2 54.0 83.9 86.8 93.6: 13.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 35 3 12 26 19 63 32:
Old : 66: 27 8 8 21 17 54 27:
Other: 39: 17 3 4 12 11 29 18:
:----------------------------------------------------------------------------------------------------
: 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 73.3 31.2 82.5 19.0 68.0 31.1 75.3
Old : 20.7 74.7 35.4 84.9 20.7 71.8 35.4 81.1
Other: 33.9 73.1 50.9 86.1 25.6 56.0 41.0 68.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,186,881: 302,636 332,457 14,279 741,841 737,200 1,058,756 1,083,936: 128,125 102,945
Old : 1,186,881: 302,636 332,457 14,279 741,841 737,200 1,058,756 1,083,936: 128,125 102,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -35,682: 25,226 143,239 -3,034 -4,206 11,108 17,986 151,313: -53,668 -186,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 28.0 1.2 62.5 62.1 89.2 91.3: 10.8 8.7
Old : 100.0: 25.5 28.0 1.2 62.5 62.1 89.2 91.3: 10.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 64 43 22 96 87 168 145:
Old : 238: 64 43 22 96 87 168 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 51.5 31.5 59.5 17.2 50.0 28.0 56.4
Old : 19.2 51.5 31.5 59.5 17.2 50.0 28.0 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,539,795: 528,080 418,755 92,913 1,577,603 1,597,474 2,198,596 2,109,142: 341,199 430,653
Old : 2,539,795: 528,080 418,755 92,913 1,577,603 1,597,474 2,198,596 2,109,142: 341,199 430,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -32,151: -41,693 20,314 582 18,653 -22,434 -22,458 -1,538: -9,693 -30,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.5 3.7 62.1 62.9 86.6 83.0: 13.4 17.0
Old : 100.0: 20.8 16.5 3.7 62.1 62.9 86.6 83.0: 13.4 17.0
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 : 295: 51 68 41 119 124 193 210:
Old : 295: 51 68 41 119 124 193 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 19.7 45.0 27.9 31.8 18.8 39.4 25.7
Old : 35.5 19.7 45.0 27.9 31.8 18.8 39.4 25.7
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,967,451: 317,309 475,170 84,715 1,318,362 1,179,589 1,720,386 1,739,474: 247,065 227,977
Old : 1,967,451: 317,309 475,170 84,715 1,318,362 1,179,589 1,720,386 1,739,474: 247,065 227,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -52,084: -11,967 -97,199 15,629 -45,178 58,729 -41,516 -22,841: -10,568 -29,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.2 4.3 67.0 60.0 87.4 88.4: 12.6 11.6
Old : 100.0: 16.1 24.2 4.3 67.0 60.0 87.4 88.4: 12.6 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 : 214: 45 43 34 90 87 153 147:
Old : 214: 45 43 34 90 87 153 147:
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 : 21.8 43.4 34.0 53.8 19.1 37.8 26.9 43.8
Old : 21.8 43.4 34.0 53.8 19.1 37.8 26.9 43.8
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 - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 432,967: 145,739 105,970 41,093 220,337 249,529 407,169 396,592: 25,798 36,375
Old : 432,967: 145,739 105,970 41,093 220,337 249,529 407,169 396,592: 25,798 36,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 27,919: 24,576 45,307 560 9,532 29,187 34,668 75,054: -6,749 -47,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 24.5 9.5 50.9 57.6 94.0 91.6: 6.0 8.4
Old : 100.0: 33.7 24.5 9.5 50.9 57.6 94.0 91.6: 6.0 8.4
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 : 133: 29 33 30 50 58 96 105:
Old : 133: 29 33 30 50 58 96 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 25.3 43.7 39.5 27.1 23.0 37.2 30.8
Old : 27.6 25.3 43.7 39.5 27.1 23.0 37.2 30.8
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,027: 3,286 911 75 1,538 7,090 4,899 8,076: 9,128 5,951
Old : 14,027: 3,286 911 75 1,538 7,090 4,899 8,076: 9,128 5,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -2,295: -537 -1,062 -731 -348 -466 -1,616 -2,259: -679 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 6.5 0.5 11.0 50.5 34.9 57.6: 65.1 42.4
Old : 100.0: 23.4 6.5 0.5 11.0 50.5 34.9 57.6: 65.1 42.4
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 : 22: 9 3 2 4 8 14 12:
Old : 22: 9 3 2 4 8 14 12:
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 : 18.8 40.9 28.0 52.1 16.0 39.3 24.3 48.5
Old : 18.8 40.9 28.0 52.1 16.0 39.3 24.3 48.5
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 - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 28,974: 12,090 12,946 179 12,636 10,412 24,905 23,537: 4,069 5,437
Old : 28,974: 12,090 12,946 179 12,636 10,412 24,905 23,537: 4,069 5,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 748: 2,021 -1,375 34 185 2,471 2,240 1,130: -1,492 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 44.7 0.6 43.6 35.9 86.0 81.2: 14.0 18.8
Old : 100.0: 41.7 44.7 0.6 43.6 35.9 86.0 81.2: 14.0 18.8
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 : 52: 14 21 5 12 7 30 29:
Old : 52: 14 21 5 12 7 30 29:
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 : 39.5 46.7 56.1 62.7 39.5 46.7 56.1 62.7
Old : 39.5 46.7 56.1 62.7 39.5 46.7 56.1 62.7
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 88,011: 42,223 26,998 1,449 25,800 41,822 69,472 70,269: 18,539 17,742
Old : 88,011: 42,223 26,998 1,449 25,800 41,822 69,472 70,269: 18,539 17,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -6,742: -1,786 6,152 3 2,045 -11,247 262 -5,092: -7,004 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 30.7 1.6 29.3 47.5 78.9 79.8: 21.1 20.2
Old : 100.0: 48.0 30.7 1.6 29.3 47.5 78.9 79.8: 21.1 20.2
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 : 113: 41 41 5 17 18 60 62:
Old : 113: 41 41 5 17 18 60 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 31.1 42.1 44.4 26.2 31.1 42.1 44.4
Old : 26.2 31.1 42.1 44.4 26.2 31.1 42.1 44.4
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 55,013: 11,504 10,832 824 42,292 43,291 54,620 54,947: 393 66
Old : 55,013: 11,504 10,832 824 42,292 43,291 54,620 54,947: 393 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -1,201: 98 -293 -60 -1,176 -770 -1,138 -1,123: -63 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.7 1.5 76.9 78.7 99.3 99.9: 0.7 0.1
Old : 100.0: 20.9 19.7 1.5 76.9 78.7 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 11 17 4 17 11 28 32:
Old : 49: 11 17 4 17 11 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 82.4 90.1 92.1 74.6 71.6 79.4 81.3
Old : 79.0 82.4 90.1 92.1 74.6 71.6 79.4 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 15,338: 1,307 1,465 353 13,486 13,377 15,146 15,195: 192 143
Old : 15,338: 1,307 1,465 353 13,486 13,377 15,146 15,195: 192 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -2,316: -4,762 -2,622 243 2,123 876 -2,396 -1,503: 80 -813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.6 2.3 87.9 87.2 98.7 99.1: 1.3 0.9
Old : 100.0: 8.5 9.6 2.3 87.9 87.2 98.7 99.1: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 5 2 8 8 16 14:
Old : 27: 7 5 2 8 8 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 80.7 93.0 94.9 84.9 79.1 91.0 91.7
Old : 84.9 80.7 93.0 94.9 84.9 79.1 91.0 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2008