WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 12, 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 : 449,237: 104,265 84,548 85,681 218,258 216,916 408,204 387,145: 41,033 62,092
Old : 221,697: 51,325 92,335 18,310 129,087 82,847 198,722 193,492: 22,975 28,205
Other: 227,540: 94,324 33,597 25,987 89,171 134,069 209,482 193,653: 18,058 33,887
: : :
: : Changes in Commitments from: February 5, 2008 :
: -13,697: 3,659 8,643 -16,155 -2,868 191 -15,364 -7,321: 1,667 -6,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 18.8 19.1 48.6 48.3 90.9 86.2: 9.1 13.8
Old : 100.0: 23.2 41.6 8.3 58.2 37.4 89.6 87.3: 10.4 12.7
Other: 100.0: 41.5 14.8 11.4 39.2 58.9 92.1 85.1: 7.9 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 112 123 144 85 118 306 300:
Old : 345: 91 137 61 42 91 180 247:
Other: 322: 114 72 77 74 110 228 229:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 16.5 34.7 23.8 21.8 15.4 31.9 21.4
Old : 29.4 17.4 44.1 25.9 29.2 17.0 43.4 24.4
Other: 27.9 22.1 39.7 30.4 27.8 18.6 36.7 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 12, 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 : 1,452,992: 472,503 116,245 155,484 662,465 915,605 1,290,452 1,187,334: 162,540 265,658
Old : 958,404: 280,273 159,623 71,908 492,510 567,233 844,691 798,764: 113,713 159,640
Other: 494,588: 258,716 23,108 17,090 169,955 348,372 445,761 388,570: 48,827 106,018
: : :
: : Changes in Commitments from: February 5, 2008 :
: -1,570: 11,624 -1,728 -2,244 -7,574 5,013 1,806 1,041: -3,376 -2,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 8.0 10.7 45.6 63.0 88.8 81.7: 11.2 18.3
Old : 100.0: 29.2 16.7 7.5 51.4 59.2 88.1 83.3: 11.9 16.7
Other: 100.0: 52.3 4.7 3.5 34.4 70.4 90.1 78.6: 9.9 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 772: 236 108 184 248 334 572 570:
Old : 735: 189 145 131 215 308 485 519:
Other: 593: 165 70 47 130 300 308 407:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 18.2 21.3 23.4 13.6 16.1 21.3 21.0
Old : 16.2 17.9 24.8 23.9 16.2 15.0 24.4 20.7
Other: 18.2 21.7 29.5 27.7 18.2 21.4 29.2 27.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 12, 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 : 14,586: 4,058 2,104 278 6,300 10,431 10,636 12,813: 3,950 1,773
Old : 11,505: 3,688 2,047 272 4,638 7,713 8,598 10,032: 2,907 1,473
Other: 3,081: 373 60 3 1,662 2,718 2,038 2,781: 1,043 300
: : :
: : Changes in Commitments from: February 5, 2008 :
: 202: 194 41 -182 -254 -171 -242 -312: 444 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 14.4 1.9 43.2 71.5 72.9 87.8: 27.1 12.2
Old : 100.0: 32.1 17.8 2.4 40.3 67.0 74.7 87.2: 25.3 12.8
Other: 100.0: 12.1 1.9 0.1 53.9 88.2 66.1 90.3: 33.9 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 4 5 16 13 39 21:
Old : 46: 22 4 3 10 13 32 20:
Other: 20: 5 2 2 8 12 15 14:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 47.9 40.8 73.5 20.2 38.1 33.7 61.1
Old : 25.0 53.9 41.1 72.6 25.0 50.8 41.1 69.4
Other: 59.0 66.7 64.5 81.1 50.5 60.7 53.0 71.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 12, 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 : 596,447: 197,116 44,754 77,324 255,864 369,817 530,304 491,895: 66,143 104,552
Old : 412,485: 139,983 50,941 42,707 182,553 256,172 365,243 349,820: 47,242 62,665
Other: 183,962: 80,796 17,476 10,954 73,311 113,645 165,061 142,075: 18,901 41,887
: : :
: : Changes in Commitments from: February 5, 2008 :
: 361: 2,884 4,715 -783 3,761 413 5,862 4,345: -5,501 -3,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 7.5 13.0 42.9 62.0 88.9 82.5: 11.1 17.5
Old : 100.0: 33.9 12.3 10.4 44.3 62.1 88.5 84.8: 11.5 15.2
Other: 100.0: 43.9 9.5 6.0 39.9 61.8 89.7 77.2: 10.3 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 198 83 135 122 184 386 371:
Old : 496: 177 97 105 106 177 336 346:
Other: 354: 101 66 35 68 152 183 242:
:----------------------------------------------------------------------------------------------------
: 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 23.5 30.0 30.4 18.9 22.8 28.5 29.3
Old : 20.7 26.1 32.4 32.6 20.7 26.0 32.2 32.3
Other: 24.0 21.9 38.1 31.9 20.5 21.4 32.8 27.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,228: 21,335 4,479 190 2 2,713 21,527 7,382: 3,701 17,846
Old : 11,525: 8,953 4,055 137 2 1,296 9,092 5,488: 2,433 6,037
Other: 13,703: 12,432 474 3 0 1,417 12,435 1,894: 1,268 11,809
: : :
: : Changes in Commitments from: February 5, 2008 :
: -144: 1,123 108 -40 0 -120 1,083 -52: -1,227 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 17.8 0.8 0.0 10.8 85.3 29.3: 14.7 70.7
Old : 100.0: 77.7 35.2 1.2 0.0 11.2 78.9 47.6: 21.1 52.4
Other: 100.0: 90.7 3.5 0.0 0.0 10.3 90.7 13.8: 9.3 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 17 9 7 1 6 19 21:
Old : 32: 17 9 5 1 6 19 19:
Other: 20: 10 4 2 0 6 10 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 14.8 74.2 21.7 60.7 14.8 73.6 21.7
Old : 42.9 29.0 60.5 37.8 42.9 29.0 59.6 37.7
Other: 79.2 7.8 90.6 13.1 79.2 7.8 90.6 13.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 12, 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 : 284,517: 62,054 23,468 47,683 144,203 198,423 253,940 269,574: 30,577 14,943
Old : 242,564: 61,508 29,633 31,398 121,827 167,426 214,733 228,457: 27,831 14,107
Other: 41,953: 13,600 6,889 3,231 22,376 30,997 39,207 41,117: 2,746 836
: : :
: : Changes in Commitments from: February 5, 2008 :
: -2,590: 3,463 -51 -2,592 -760 -502 111 -3,145: -2,701 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 8.2 16.8 50.7 69.7 89.3 94.7: 10.7 5.3
Old : 100.0: 25.4 12.2 12.9 50.2 69.0 88.5 94.2: 11.5 5.8
Other: 100.0: 32.4 16.4 7.7 53.3 73.9 93.5 98.0: 6.5 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 69 36 58 60 56 165 130:
Old : 201: 68 44 48 55 56 154 125:
Other: 102: 27 22 13 38 25 73 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 39.9 28.5 49.7 18.4 33.7 26.5 42.7
Old : 21.9 40.7 31.5 50.0 21.3 40.0 29.7 47.8
Other: 35.8 50.4 51.0 66.3 34.1 48.3 49.2 63.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 12, 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 : 1,033,489: 223,201 203,661 10,494 651,865 629,750 885,560 843,905: 147,929 189,584
Old : 1,033,489: 223,201 203,661 10,494 651,865 629,750 885,560 843,905: 147,929 189,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -4,476: 18,787 -15,815 2,073 -17,595 3,669 3,265 -10,073: -7,741 5,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.7 1.0 63.1 60.9 85.7 81.7: 14.3 18.3
Old : 100.0: 21.6 19.7 1.0 63.1 60.9 85.7 81.7: 14.3 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 42 42 30 74 81 130 140:
Old : 193: 42 42 30 74 81 130 140:
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 : 27.0 30.0 39.9 38.4 23.3 26.8 32.7 32.9
Old : 27.0 30.0 39.9 38.4 23.3 26.8 32.7 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 12, 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 : 232,869: 64,313 15,407 19,215 108,849 178,740 192,377 213,362: 40,492 19,507
Old : 174,908: 51,831 15,112 11,889 79,096 130,211 142,816 157,212: 32,092 17,696
Other: 57,961: 15,272 3,085 4,536 29,753 48,529 49,561 56,150: 8,400 1,811
: : :
: : Changes in Commitments from: February 5, 2008 :
: 528: 3,006 -1,334 -453 -1,583 1,745 970 -42: -442 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 6.6 8.3 46.7 76.8 82.6 91.6: 17.4 8.4
Old : 100.0: 29.6 8.6 6.8 45.2 74.4 81.7 89.9: 18.3 10.1
Other: 100.0: 26.3 5.3 7.8 51.3 83.7 85.5 96.9: 14.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 73 20 35 70 58 159 106:
Old : 180: 68 27 30 59 58 145 103:
Other: 93: 32 5 8 49 23 82 35:
:----------------------------------------------------------------------------------------------------
: 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 45.7 28.0 55.7 12.7 41.3 20.6 47.6
Old : 21.6 40.1 31.6 49.9 19.2 39.9 29.1 48.4
Other: 21.5 67.5 36.1 82.1 20.7 62.1 33.9 73.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,245: 8,033 284 1,100 7,209 17,961 16,342 19,345: 3,903 900
Old : 15,673: 6,777 314 583 5,141 14,117 12,501 15,014: 3,172 659
Other: 4,572: 1,575 289 198 2,068 3,844 3,841 4,331: 731 241
: : :
: : Changes in Commitments from: February 5, 2008 :
: 579: 169 -7 -187 605 796 587 602: -8 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 1.4 5.4 35.6 88.7 80.7 95.6: 19.3 4.4
Old : 100.0: 43.2 2.0 3.7 32.8 90.1 79.8 95.8: 20.2 4.2
Other: 100.0: 34.4 6.3 4.3 45.2 84.1 84.0 94.7: 16.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 36 3 10 29 19 68 30:
Old : 67: 31 4 7 25 17 59 25:
Other: 40: 14 4 5 14 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 : 16.8 68.7 28.7 81.9 16.8 64.5 28.2 71.9
Old : 18.8 69.2 33.0 83.8 18.7 67.1 31.9 76.3
Other: 42.5 73.3 58.6 86.0 38.8 61.9 51.3 73.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 12, 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 : 1,302,125: 357,672 347,096 12,768 793,840 830,766 1,164,280 1,190,630: 137,845 111,495
Old : 1,302,125: 357,672 347,096 12,768 793,840 830,766 1,164,280 1,190,630: 137,845 111,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 71,167: 37,446 4,057 115 42,414 56,938 79,975 61,110: -8,808 10,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 26.7 1.0 61.0 63.8 89.4 91.4: 10.6 8.6
Old : 100.0: 27.5 26.7 1.0 61.0 63.8 89.4 91.4: 10.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 68 47 21 98 90 175 150:
Old : 247: 68 47 21 98 90 175 150:
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 : 17.4 49.9 30.0 59.7 15.2 47.8 26.4 54.0
Old : 17.4 49.9 30.0 59.7 15.2 47.8 26.4 54.0
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 12, 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 : 2,586,463: 581,738 463,275 99,423 1,568,827 1,579,651 2,249,988 2,142,349: 336,475 444,114
Old : 2,586,463: 581,738 463,275 99,423 1,568,827 1,579,651 2,249,988 2,142,349: 336,475 444,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 11,134: -15,445 -20,819 17,640 13,843 19,168 16,038 15,989: -4,904 -4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 17.9 3.8 60.7 61.1 87.0 82.8: 13.0 17.2
Old : 100.0: 22.5 17.9 3.8 60.7 61.1 87.0 82.8: 13.0 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 48 79 41 119 133 190 230:
Old : 305: 48 79 41 119 133 190 230:
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 : 36.2 19.7 46.3 28.2 31.4 18.7 39.9 24.7
Old : 36.2 19.7 46.3 28.2 31.4 18.7 39.9 24.7
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, February 12, 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 : 2,099,917: 446,891 524,253 75,115 1,319,826 1,262,470 1,841,832 1,861,838: 258,085 238,079
Old : 2,099,917: 446,891 524,253 75,115 1,319,826 1,262,470 1,841,832 1,861,838: 258,085 238,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 59,568: 47,217 28,649 2,181 12,900 20,717 62,298 51,547: -2,730 8,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 25.0 3.6 62.9 60.1 87.7 88.7: 12.3 11.3
Old : 100.0: 21.3 25.0 3.6 62.9 60.1 87.7 88.7: 12.3 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 : 226: 49 49 31 94 89 161 152:
Old : 226: 49 49 31 94 89 161 152:
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 : 20.0 44.7 31.8 56.2 16.4 38.9 25.5 45.7
Old : 20.0 44.7 31.8 56.2 16.4 38.9 25.5 45.7
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 12, 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 : 345,584: 87,675 59,228 38,317 195,609 217,746 321,601 315,291: 23,983 30,293
Old : 345,584: 87,675 59,228 38,317 195,609 217,746 321,601 315,291: 23,983 30,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 20,651: -2,504 12,771 3,499 16,293 4,463 17,288 20,733: 3,363 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 17.1 11.1 56.6 63.0 93.1 91.2: 6.9 8.8
Old : 100.0: 25.4 17.1 11.1 56.6 63.0 93.1 91.2: 6.9 8.8
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 : 111: 27 20 26 45 53 87 87:
Old : 111: 27 20 26 45 53 87 87:
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 : 27.7 24.9 43.0 42.5 23.9 22.6 35.3 35.0
Old : 27.7 24.9 43.0 42.5 23.9 22.6 35.3 35.0
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 12, 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 : 14,136: 3,010 2,301 886 1,620 6,084 5,516 9,271: 8,620 4,865
Old : 14,136: 3,010 2,301 886 1,620 6,084 5,516 9,271: 8,620 4,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -188: -324 105 -1 525 741 200 845: -388 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 16.3 6.3 11.5 43.0 39.0 65.6: 61.0 34.4
Old : 100.0: 21.3 16.3 6.3 11.5 43.0 39.0 65.6: 61.0 34.4
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: 8 6 2 4 6 13 13:
Old : 22: 8 6 2 4 6 13 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 : 20.8 44.9 32.5 57.7 19.1 44.5 26.5 55.3
Old : 20.8 44.9 32.5 57.7 19.1 44.5 26.5 55.3
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 12, 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 : 32,660: 15,688 12,821 692 12,485 11,714 28,865 25,227: 3,795 7,433
Old : 32,660: 15,688 12,821 692 12,485 11,714 28,865 25,227: 3,795 7,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 3,023: 2,038 67 549 257 1,878 2,844 2,494: 179 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 39.3 2.1 38.2 35.9 88.4 77.2: 11.6 22.8
Old : 100.0: 48.0 39.3 2.1 38.2 35.9 88.4 77.2: 11.6 22.8
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 : 57: 18 20 8 13 8 37 30:
Old : 57: 18 20 8 13 8 37 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 : 32.5 36.4 49.2 56.2 32.5 36.4 49.2 56.1
Old : 32.5 36.4 49.2 56.2 32.5 36.4 49.2 56.1
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, February 12, 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 : 93,023: 42,436 32,813 1,802 28,992 41,329 73,230 75,944: 19,793 17,079
Old : 93,023: 42,436 32,813 1,802 28,992 41,329 73,230 75,944: 19,793 17,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 7,067: 3,338 2,790 315 940 -119 4,593 2,986: 2,474 4,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 35.3 1.9 31.2 44.4 78.7 81.6: 21.3 18.4
Old : 100.0: 45.6 35.3 1.9 31.2 44.4 78.7 81.6: 21.3 18.4
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 : 116: 45 37 11 20 19 68 64:
Old : 116: 45 37 11 20 19 68 64:
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 : 26.4 28.6 42.2 42.6 26.4 28.6 42.1 42.6
Old : 26.4 28.6 42.2 42.6 26.4 28.6 42.1 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, February 12, 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 : 55,484: 11,583 11,515 1,045 42,466 42,881 55,094 55,441: 390 43
Old : 55,484: 11,583 11,515 1,045 42,466 42,881 55,094 55,441: 390 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 4: -552 870 188 384 -437 20 621: -16 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 20.8 1.9 76.5 77.3 99.3 99.9: 0.7 0.1
Old : 100.0: 20.9 20.8 1.9 76.5 77.3 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 : 51: 11 18 4 17 11 29 32:
Old : 51: 11 18 4 17 11 29 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 : 77.5 80.8 90.7 89.9 75.1 73.5 83.1 82.6
Old : 77.5 80.8 90.7 89.9 75.1 73.5 83.1 82.6
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 12, 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 : 16,082: 838 2,499 111 14,958 13,403 15,907 16,013: 175 69
Old : 16,082: 838 2,499 111 14,958 13,403 15,907 16,013: 175 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 718: -448 596 0 1,104 116 656 712: 62 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.5 0.7 93.0 83.3 98.9 99.6: 1.1 0.4
Old : 100.0: 5.2 15.5 0.7 93.0 83.3 98.9 99.6: 1.1 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 : 27: 6 6 1 8 8 14 15:
Old : 27: 6 6 1 8 8 14 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 : 89.1 85.3 95.8 95.2 88.7 85.3 93.9 93.8
Old : 89.1 85.3 95.8 95.2 88.7 85.3 93.9 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2008