WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 5, 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 : 462,934: 100,606 75,905 101,836 221,126 216,725 423,568 394,466: 39,366 68,468
Old : 249,360: 53,626 88,081 39,107 136,614 88,725 229,347 215,913: 20,013 33,447
Other: 213,574: 88,638 29,482 21,071 84,512 128,000 194,221 178,553: 19,353 35,021
: : :
: : Changes in Commitments from: January 29, 2008 :
: 8,074: 2,775 -2,825 11,348 203 -1,447 14,326 7,076: -6,252 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 16.4 22.0 47.8 46.8 91.5 85.2: 8.5 14.8
Old : 100.0: 21.5 35.3 15.7 54.8 35.6 92.0 86.6: 8.0 13.4
Other: 100.0: 41.5 13.8 9.9 39.6 59.9 90.9 83.6: 9.1 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 119 112 165 89 121 323 319:
Old : 362: 90 143 95 51 97 213 275:
Other: 316: 130 57 72 72 107 228 217:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 17.6 33.0 23.9 21.2 14.7 31.0 20.6
Old : 26.0 15.6 39.8 23.4 26.0 14.6 39.0 21.2
Other: 29.1 22.5 41.7 31.8 28.9 21.1 38.2 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 5, 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 : 1,454,562: 460,879 117,973 157,728 670,039 910,592 1,288,646 1,186,293: 165,916 268,269
Old : 980,488: 283,673 156,228 80,613 499,916 580,502 864,202 817,343: 116,286 163,145
Other: 474,074: 238,423 22,962 15,898 170,123 330,090 424,444 368,950: 49,630 105,124
: : :
: : Changes in Commitments from: January 29, 2008 :
: 29,592: 16,558 5,076 5,620 -390 20,232 21,788 30,928: 7,804 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.1 10.8 46.1 62.6 88.6 81.6: 11.4 18.4
Old : 100.0: 28.9 15.9 8.2 51.0 59.2 88.1 83.4: 11.9 16.6
Other: 100.0: 50.3 4.8 3.4 35.9 69.6 89.5 77.8: 10.5 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 244 108 188 239 332 574 575:
Old : 746: 196 146 138 207 308 489 525:
Other: 586: 163 70 43 124 298 300 400:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 18.0 21.4 23.2 13.8 16.0 21.3 21.0
Old : 16.0 18.2 24.6 24.2 16.0 15.6 24.5 21.3
Other: 18.8 20.8 30.1 26.8 18.8 20.6 29.8 26.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 5, 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 : 14,384: 3,864 2,063 460 6,554 10,602 10,878 13,125: 3,506 1,259
Old : 11,714: 3,496 2,103 402 5,068 8,108 8,966 10,613: 2,748 1,101
Other: 2,670: 423 15 3 1,486 2,494 1,912 2,512: 758 158
: : :
: : Changes in Commitments from: January 29, 2008 :
: 35: 363 554 22 -62 -360 323 216: -288 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.3 3.2 45.6 73.7 75.6 91.2: 24.4 8.8
Old : 100.0: 29.8 18.0 3.4 43.3 69.2 76.5 90.6: 23.5 9.4
Other: 100.0: 15.8 0.6 0.1 55.7 93.4 71.6 94.1: 28.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 24 4 7 16 12 42 22:
Old : 49: 22 6 4 10 12 34 21:
Other: 22: 7 2 2 7 12 16 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 : 29.4 47.4 42.8 74.0 23.3 37.6 35.5 61.8
Old : 28.6 53.0 43.6 72.7 28.6 49.9 43.6 69.5
Other: 62.8 72.6 69.3 87.3 55.4 66.4 58.3 78.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 5, 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 : 596,086: 194,232 40,039 78,107 252,103 369,404 524,442 487,550: 71,644 108,536
Old : 418,798: 136,269 44,088 49,285 180,698 255,468 366,252 348,841: 52,546 69,957
Other: 177,288: 78,269 16,257 8,516 71,405 113,936 158,190 138,709: 19,098 38,579
: : :
: : Changes in Commitments from: January 29, 2008 :
: 25,869: 11,542 5,338 8,030 -3,077 6,107 16,495 19,475: 9,374 6,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 6.7 13.1 42.3 62.0 88.0 81.8: 12.0 18.2
Old : 100.0: 32.5 10.5 11.8 43.1 61.0 87.5 83.3: 12.5 16.7
Other: 100.0: 44.1 9.2 4.8 40.3 64.3 89.2 78.2: 10.8 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 187 86 136 116 189 369 376:
Old : 482: 164 95 107 102 183 318 351:
Other: 351: 106 59 32 60 153 177 238:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 22.6 29.6 30.3 18.0 21.9 27.8 28.6
Old : 20.2 24.1 31.3 31.4 20.2 23.9 31.2 30.3
Other: 24.5 23.4 38.8 34.1 19.4 22.2 33.2 29.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,372: 20,212 4,371 230 2 2,833 20,444 7,434: 4,928 17,938
Old : 12,378: 8,525 3,940 104 2 1,263 8,631 5,307: 3,747 7,071
Other: 12,994: 11,812 556 1 0 1,570 11,813 2,127: 1,181 10,867
: : :
: : Changes in Commitments from: January 29, 2008 :
: 1,439: 649 420 -99 -2 46 548 367: 891 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 17.2 0.9 0.0 11.2 80.6 29.3: 19.4 70.7
Old : 100.0: 68.9 31.8 0.8 0.0 10.2 69.7 42.9: 30.3 57.1
Other: 100.0: 90.9 4.3 0.0 0.0 12.1 90.9 16.4: 9.1 83.6
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 9 8 1 7 16 23:
Old : 29: 14 9 4 1 6 15 19:
Other: 21: 9 5 1 0 7 9 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 : 58.9 13.0 72.6 19.7 58.5 13.0 71.9 19.7
Old : 40.7 23.5 59.4 32.9 40.7 23.5 58.6 32.9
Other: 80.3 8.4 90.8 14.0 80.3 8.4 90.8 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 5, 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 : 287,107: 58,591 23,519 50,275 144,963 198,925 253,829 272,719: 33,278 14,388
Old : 247,631: 57,557 29,937 34,761 124,848 169,706 217,166 234,404: 30,465 13,227
Other: 39,476: 13,674 6,222 2,874 20,115 29,219 36,663 38,315: 2,813 1,161
: : :
: : Changes in Commitments from: January 29, 2008 :
: 3,635: -1,278 2,291 3,487 -1,518 -1,430 691 4,348: 2,944 -713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.2 17.5 50.5 69.3 88.4 95.0: 11.6 5.0
Old : 100.0: 23.2 12.1 14.0 50.4 68.5 87.7 94.7: 12.3 5.3
Other: 100.0: 34.6 15.8 7.3 51.0 74.0 92.9 97.1: 7.1 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 63 36 57 57 57 156 132:
Old : 194: 61 49 47 51 55 142 127:
Other: 95: 30 20 11 31 23 66 49:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 39.4 28.5 49.5 18.3 34.3 26.4 42.6
Old : 22.2 41.1 31.8 49.2 20.7 40.1 29.3 47.9
Other: 35.1 53.4 51.4 68.8 33.5 52.7 49.8 67.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 5, 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 : 1,037,965: 204,414 219,476 8,421 669,460 626,081 882,295 853,978: 155,670 183,987
Old : 1,037,965: 204,414 219,476 8,421 669,460 626,081 882,295 853,978: 155,670 183,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -11,991: -23,346 8,151 -2,789 64 -28,360 -26,071 -22,998: 14,080 11,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 21.1 0.8 64.5 60.3 85.0 82.3: 15.0 17.7
Old : 100.0: 19.7 21.1 0.8 64.5 60.3 85.0 82.3: 15.0 17.7
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 : 198: 44 48 28 73 77 130 141:
Old : 198: 44 48 28 73 77 130 141:
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 : 27.1 30.0 40.0 40.0 24.6 26.9 32.9 32.9
Old : 27.1 30.0 40.0 40.0 24.6 26.9 32.9 32.9
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, February 5, 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 : 232,341: 61,307 16,741 19,668 110,432 176,995 191,407 213,404: 40,934 18,937
Old : 179,534: 49,653 17,037 12,576 83,716 132,728 145,945 162,341: 33,589 17,193
Other: 52,807: 15,849 3,899 2,897 26,716 44,267 45,462 51,063: 7,345 1,744
: : :
: : Changes in Commitments from: January 29, 2008 :
: -2,809: 2,437 -491 -604 -6,167 -2,263 -4,334 -3,358: 1,525 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 7.2 8.5 47.5 76.2 82.4 91.8: 17.6 8.2
Old : 100.0: 27.7 9.5 7.0 46.6 73.9 81.3 90.4: 18.7 9.6
Other: 100.0: 30.0 7.4 5.5 50.6 83.8 86.1 96.7: 13.9 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 63 26 41 69 55 155 107:
Old : 175: 58 33 33 60 54 140 103:
Other: 94: 30 10 8 47 21 80 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 45.7 29.3 55.6 13.3 42.5 21.9 48.7
Old : 23.0 41.5 32.7 51.1 20.8 41.3 30.2 50.0
Other: 23.0 67.7 37.8 82.4 23.0 64.1 36.6 76.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 5, 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 : 19,666: 7,864 291 1,287 6,604 17,165 15,755 18,743: 3,911 923
Old : 15,590: 6,892 434 577 4,788 13,868 12,257 14,879: 3,333 711
Other: 4,076: 1,389 274 293 1,816 3,297 3,498 3,864: 578 212
: : :
: : Changes in Commitments from: January 29, 2008 :
: 1,969: 496 -43 346 548 1,591 1,390 1,894: 579 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 1.5 6.5 33.6 87.3 80.1 95.3: 19.9 4.7
Old : 100.0: 44.2 2.8 3.7 30.7 89.0 78.6 95.4: 21.4 4.6
Other: 100.0: 34.1 6.7 7.2 44.6 80.9 85.8 94.8: 14.2 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 36 3 11 26 19 65 31:
Old : 67: 31 6 8 22 17 58 26:
Other: 39: 14 4 6 13 11 29 20:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 68.9 29.1 80.9 17.2 64.5 28.6 71.6
Old : 18.6 70.1 32.5 82.8 18.6 67.7 31.8 77.0
Other: 38.4 69.6 57.4 84.4 34.2 57.1 49.5 69.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 5, 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 : 1,230,958: 320,226 343,039 12,653 751,426 773,828 1,084,305 1,129,520: 146,653 101,438
Old : 1,230,958: 320,226 343,039 12,653 751,426 773,828 1,084,305 1,129,520: 146,653 101,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 44,077: 17,590 10,582 -1,626 9,585 36,628 25,549 45,584: 18,528 -1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 27.9 1.0 61.0 62.9 88.1 91.8: 11.9 8.2
Old : 100.0: 26.0 27.9 1.0 61.0 62.9 88.1 91.8: 11.9 8.2
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 : 244: 67 47 21 96 84 173 143:
Old : 244: 67 47 21 96 84 173 143:
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 : 18.6 50.9 29.4 60.2 15.7 49.1 25.9 55.2
Old : 18.6 50.9 29.4 60.2 15.7 49.1 25.9 55.2
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 - Futures Only, February 5, 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 : 2,575,329: 597,183 484,094 81,783 1,554,984 1,560,483 2,233,950 2,126,360: 341,379 448,969
Old : 2,575,329: 597,183 484,094 81,783 1,554,984 1,560,483 2,233,950 2,126,360: 341,379 448,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 35,534: 69,103 65,339 -11,130 -22,619 -36,991 35,354 17,218: 180 18,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 18.8 3.2 60.4 60.6 86.7 82.6: 13.3 17.4
Old : 100.0: 23.2 18.8 3.2 60.4 60.6 86.7 82.6: 13.3 17.4
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 : 297: 51 75 40 112 129 182 225:
Old : 297: 51 75 40 112 129 182 225:
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 : 35.6 19.1 46.2 27.2 32.1 18.2 40.7 24.8
Old : 35.6 19.1 46.2 27.2 32.1 18.2 40.7 24.8
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, February 5, 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 : 2,040,349: 399,674 495,604 72,934 1,306,926 1,241,753 1,779,534 1,810,291: 260,815 230,058
Old : 2,040,349: 399,674 495,604 72,934 1,306,926 1,241,753 1,779,534 1,810,291: 260,815 230,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 72,898: 82,365 20,434 -11,781 -11,436 62,164 59,148 70,817: 13,750 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 24.3 3.6 64.1 60.9 87.2 88.7: 12.8 11.3
Old : 100.0: 19.6 24.3 3.6 64.1 60.9 87.2 88.7: 12.8 11.3
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 : 223: 48 48 34 91 87 159 150:
Old : 223: 48 48 34 91 87 159 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 47.5 32.4 57.6 17.2 42.8 26.0 49.0
Old : 20.5 47.5 32.4 57.6 17.2 42.8 26.0 49.0
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, February 5, 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 : 324,933: 90,179 46,457 34,818 179,316 213,283 304,313 294,558: 20,620 30,375
Old : 324,933: 90,179 46,457 34,818 179,316 213,283 304,313 294,558: 20,620 30,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -108,034: -55,560 -59,513 -6,275 -41,021 -36,246 -102,856 -102,034: -5,178 -6,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 14.3 10.7 55.2 65.6 93.7 90.7: 6.3 9.3
Old : 100.0: 27.8 14.3 10.7 55.2 65.6 93.7 90.7: 6.3 9.3
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 : 109: 28 19 23 44 54 86 84:
Old : 109: 28 19 23 44 54 86 84:
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 : 26.7 23.0 42.2 40.5 23.0 19.8 33.6 28.8
Old : 26.7 23.0 42.2 40.5 23.0 19.8 33.6 28.8
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, February 5, 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 : 14,324: 3,334 2,196 887 1,095 5,343 5,316 8,426: 9,008 5,898
Old : 14,324: 3,334 2,196 887 1,095 5,343 5,316 8,426: 9,008 5,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 297: 48 1,285 812 -443 -1,747 417 350: -120 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.3 6.2 7.6 37.3 37.1 58.8: 62.9 41.2
Old : 100.0: 23.3 15.3 6.2 7.6 37.3 37.1 58.8: 62.9 41.2
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 : 23: 11 5 4 3 5 15 13:
Old : 23: 11 5 4 3 5 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 39.9 27.0 51.5 16.5 38.2 24.1 47.8
Old : 18.5 39.9 27.0 51.5 16.5 38.2 24.1 47.8
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 - Futures Only, February 5, 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 : 29,637: 13,650 12,754 143 12,228 9,836 26,021 22,733: 3,616 6,904
Old : 29,637: 13,650 12,754 143 12,228 9,836 26,021 22,733: 3,616 6,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 663: 1,560 -192 -36 -408 -576 1,116 -804: -453 1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 43.0 0.5 41.3 33.2 87.8 76.7: 12.2 23.3
Old : 100.0: 46.1 43.0 0.5 41.3 33.2 87.8 76.7: 12.2 23.3
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 : 55: 16 20 7 13 8 34 30:
Old : 55: 16 20 7 13 8 34 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 : 34.9 39.1 52.2 55.5 34.9 39.1 52.2 55.4
Old : 34.9 39.1 52.2 55.5 34.9 39.1 52.2 55.4
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, February 5, 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 : 85,956: 39,098 30,023 1,487 28,052 41,448 68,637 72,958: 17,319 12,998
Old : 85,956: 39,098 30,023 1,487 28,052 41,448 68,637 72,958: 17,319 12,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -2,055: -3,125 3,025 38 2,252 -374 -835 2,689: -1,220 -4,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 34.9 1.7 32.6 48.2 79.9 84.9: 20.1 15.1
Old : 100.0: 45.5 34.9 1.7 32.6 48.2 79.9 84.9: 20.1 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 : 110: 39 36 6 15 23 58 62:
Old : 110: 39 36 6 15 23 58 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 : 29.9 29.3 45.4 43.7 29.9 29.3 45.4 43.7
Old : 29.9 29.3 45.4 43.7 29.9 29.3 45.4 43.7
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, February 5, 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 : 55,480: 12,135 10,645 857 42,082 43,318 55,074 54,820: 406 660
Old : 55,480: 12,135 10,645 857 42,082 43,318 55,074 54,820: 406 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 467: 631 -187 33 -210 27 454 -127: 13 594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 19.2 1.5 75.9 78.1 99.3 98.8: 0.7 1.2
Old : 100.0: 21.9 19.2 1.5 75.9 78.1 99.3 98.8: 0.7 1.2
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: 11 17 4 16 11 28 31:
Old : 49: 11 17 4 16 11 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 81.5 90.3 89.8 75.8 74.2 83.2 82.5
Old : 77.9 81.5 90.3 89.8 75.8 74.2 83.2 82.5
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 - Futures Only, February 5, 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 : 15,364: 1,286 1,903 111 13,854 13,287 15,251 15,301: 113 63
Old : 15,364: 1,286 1,903 111 13,854 13,287 15,251 15,301: 113 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 26: -21 438 -242 368 -90 105 106: -79 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 12.4 0.7 90.2 86.5 99.3 99.6: 0.7 0.4
Old : 100.0: 8.4 12.4 0.7 90.2 86.5 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 6 1 8 8 16 15:
Old : 29: 8 6 1 8 8 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.1 83.0 94.9 94.9 87.1 83.0 92.9 93.5
Old : 87.1 83.0 94.9 94.9 87.1 83.0 92.9 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2008