WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 26, 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 : 426,889: 102,564 72,040 76,614 211,669 219,811 390,847 368,465: 36,042 58,424
Old : 187,080: 40,365 76,140 8,251 122,606 78,426 171,222 162,817: 15,858 24,263
Other: 239,809: 97,471 31,172 33,091 89,063 141,385 219,625 205,648: 20,184 34,161
: : :
: : Changes in Commitments from: February 19, 2008 :
: -10,567: -1,037 -11,453 -6,075 -2,392 6,543 -9,504 -10,985: -1,063 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.9 17.9 49.6 51.5 91.6 86.3: 8.4 13.7
Old : 100.0: 21.6 40.7 4.4 65.5 41.9 91.5 87.0: 8.5 13.0
Other: 100.0: 40.6 13.0 13.8 37.1 59.0 91.6 85.8: 8.4 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 104 116 134 91 121 292 299:
Old : 315: 71 130 49 37 93 149 236:
Other: 321: 117 66 78 85 108 241 223:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 19.3 37.2 26.7 24.7 17.4 34.9 23.3
Old : 36.8 20.8 54.1 30.2 36.4 20.7 53.6 29.1
Other: 27.8 22.0 37.2 30.3 27.7 19.8 35.9 27.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 26, 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 : 1,479,276: 471,039 91,776 175,175 668,126 970,152 1,314,340 1,237,103: 164,936 242,173
Old : 942,426: 269,796 138,717 85,464 480,769 580,664 836,029 804,845: 106,397 137,581
Other: 536,850: 274,152 25,968 16,802 187,357 389,488 478,311 432,258: 58,539 104,592
: : :
: : Changes in Commitments from: February 19, 2008 :
: 5,127: -12,806 -19,458 2,197 8,276 33,096 -2,333 15,835: 7,460 -10,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 6.2 11.8 45.2 65.6 88.9 83.6: 11.1 16.4
Old : 100.0: 28.6 14.7 9.1 51.0 61.6 88.7 85.4: 11.3 14.6
Other: 100.0: 51.1 4.8 3.1 34.9 72.6 89.1 80.5: 10.9 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 805: 254 101 205 250 341 606 594:
Old : 762: 189 147 147 218 316 514 540:
Other: 616: 177 74 46 129 308 319 417:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 19.8 23.1 25.8 15.2 18.1 23.1 23.5
Old : 18.7 19.5 27.8 26.5 18.6 17.4 27.5 23.8
Other: 17.6 23.3 28.4 29.0 17.6 23.0 27.9 28.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 26, 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 : 15,702: 4,463 2,018 457 6,416 11,531 11,336 14,006: 4,366 1,696
Old : 10,786: 3,826 1,906 0 4,082 7,839 7,908 9,745: 2,878 1,041
Other: 4,916: 740 215 354 2,334 3,692 3,428 4,261: 1,488 655
: : :
: : Changes in Commitments from: February 19, 2008 :
: 573: 121 -214 34 272 563 427 383: 146 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 12.9 2.9 40.9 73.4 72.2 89.2: 27.8 10.8
Old : 100.0: 35.5 17.7 0.0 37.8 72.7 73.3 90.3: 26.7 9.7
Other: 100.0: 15.1 4.4 7.2 47.5 75.1 69.7 86.7: 30.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 25 3 4 14 12 41 18:
Old : 46: 23 4 0 10 12 33 16:
Other: 23: 7 2 3 7 12 17 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 : 25.4 48.0 40.4 73.7 20.2 37.8 33.5 60.0
Old : 28.0 58.4 46.0 76.8 28.0 56.7 46.0 75.1
Other: 52.5 53.1 65.8 73.9 38.4 44.9 43.6 56.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 26, 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 : 594,443: 189,976 44,719 74,197 263,404 378,270 527,577 497,186: 66,866 97,257
Old : 397,385: 126,118 47,780 43,024 181,509 251,724 350,651 342,528: 46,734 54,857
Other: 197,058: 82,136 15,217 12,895 81,895 126,546 176,926 154,658: 20,132 42,400
: : :
: : Changes in Commitments from: February 19, 2008 :
: -21,605: -11,726 -4,237 -5,131 -2,601 -6,246 -19,458 -15,614: -2,147 -5,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.5 12.5 44.3 63.6 88.8 83.6: 11.2 16.4
Old : 100.0: 31.7 12.0 10.8 45.7 63.3 88.2 86.2: 11.8 13.8
Other: 100.0: 41.7 7.7 6.5 41.6 64.2 89.8 78.5: 10.2 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 199 83 160 131 194 422 398:
Old : 526: 188 87 126 110 187 370 366:
Other: 377: 107 71 35 78 163 201 254:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 24.3 29.3 31.5 17.8 23.8 28.8 30.4
Old : 20.2 26.3 32.8 34.0 20.1 26.2 32.7 33.0
Other: 21.1 23.5 35.8 32.4 20.0 23.5 32.4 30.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,654: 19,599 2,837 1,025 252 3,121 20,876 6,983: 3,778 17,671
Old : 9,249: 5,907 2,142 508 252 1,135 6,667 3,785: 2,582 5,464
Other: 15,405: 13,894 897 315 0 1,986 14,209 3,198: 1,196 12,207
: : :
: : Changes in Commitments from: February 19, 2008 :
: -489: -1,361 -1,000 617 252 344 -492 -39: 3 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 11.5 4.2 1.0 12.7 84.7 28.3: 15.3 71.7
Old : 100.0: 63.9 23.2 5.5 2.7 12.3 72.1 40.9: 27.9 59.1
Other: 100.0: 90.2 5.8 2.0 0.0 12.9 92.2 20.8: 7.8 79.2
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 16 8 12 2 8 20 27:
Old : 33: 14 10 7 2 8 17 24:
Other: 29: 13 7 4 0 8 14 19:
:----------------------------------------------------------------------------------------------------
: 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 : 61.6 11.4 72.5 17.2 60.4 11.4 70.3 17.2
Old : 42.9 21.7 58.6 28.9 42.6 20.5 56.7 27.4
Other: 74.9 7.5 87.5 13.0 74.9 7.5 87.4 13.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 26, 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 : 301,237: 59,939 21,009 49,333 156,527 214,472 265,799 284,814: 35,438 16,423
Old : 246,172: 56,792 24,181 29,187 127,739 177,899 213,718 231,267: 32,454 14,905
Other: 55,065: 14,935 8,616 8,358 28,788 36,573 52,081 53,547: 2,984 1,518
: : :
: : Changes in Commitments from: February 19, 2008 :
: 7,350: 1,618 -4,675 2,711 2,591 9,010 6,920 7,046: 430 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.0 16.4 52.0 71.2 88.2 94.5: 11.8 5.5
Old : 100.0: 23.1 9.8 11.9 51.9 72.3 86.8 93.9: 13.2 6.1
Other: 100.0: 27.1 15.6 15.2 52.3 66.4 94.6 97.2: 5.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 71 38 61 62 58 174 135:
Old : 208: 76 42 48 57 56 163 125:
Other: 98: 22 25 12 38 28 66 59:
:----------------------------------------------------------------------------------------------------
: 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 37.6 28.6 49.5 15.9 32.0 23.3 42.7
Old : 20.8 40.3 29.6 52.0 20.7 38.4 29.3 49.1
Other: 38.3 39.5 55.3 61.2 32.5 34.5 47.0 51.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 26, 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 : 1,020,435: 173,928 178,637 7,151 687,056 646,978 868,135 832,766: 152,300 187,669
Old : 1,020,435: 173,928 178,637 7,151 687,056 646,978 868,135 832,766: 152,300 187,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -28,707: -52,946 -27,008 -5,348 24,901 4,176 -33,393 -28,180: 4,686 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.5 0.7 67.3 63.4 85.1 81.6: 14.9 18.4
Old : 100.0: 17.0 17.5 0.7 67.3 63.4 85.1 81.6: 14.9 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 : 171: 30 39 23 72 86 117 133:
Old : 171: 30 39 23 72 86 117 133:
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 30.6 40.2 40.3 24.7 27.1 32.5 32.6
Old : 27.7 30.6 40.2 40.3 24.7 27.1 32.5 32.6
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 26, 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 : 242,089: 69,040 11,009 24,088 107,266 188,857 200,394 223,954: 41,695 18,135
Old : 181,485: 55,562 10,717 17,042 76,259 137,109 148,863 164,868: 32,622 16,617
Other: 60,604: 16,917 3,731 3,607 31,007 51,748 51,531 59,086: 9,073 1,518
: : :
: : Changes in Commitments from: February 19, 2008 :
: 10,598: 5,429 -3,721 6,373 -3,050 7,515 8,752 10,167: 1,846 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.5 10.0 44.3 78.0 82.8 92.5: 17.2 7.5
Old : 100.0: 30.6 5.9 9.4 42.0 75.5 82.0 90.8: 18.0 9.2
Other: 100.0: 27.9 6.2 6.0 51.2 85.4 85.0 97.5: 15.0 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 74 21 49 70 59 178 117:
Old : 194: 76 25 44 61 56 166 111:
Other: 98: 35 8 8 47 26 85 39:
:----------------------------------------------------------------------------------------------------
: 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 46.4 26.5 57.4 12.1 41.6 19.0 48.0
Old : 20.7 41.3 28.2 52.2 16.7 41.0 24.3 48.4
Other: 21.1 62.8 35.0 77.8 21.0 57.0 33.7 71.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 26, 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 : 21,312: 7,970 247 1,115 8,083 19,098 17,168 20,460: 4,144 852
Old : 15,816: 6,614 319 701 5,216 14,142 12,531 15,162: 3,285 654
Other: 5,496: 1,668 240 102 2,867 4,956 4,637 5,298: 859 198
: : :
: : Changes in Commitments from: February 19, 2008 :
: 366: -204 -44 -288 867 728 375 396: -9 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 1.2 5.2 37.9 89.6 80.6 96.0: 19.4 4.0
Old : 100.0: 41.8 2.0 4.4 33.0 89.4 79.2 95.9: 20.8 4.1
Other: 100.0: 30.3 4.4 1.9 52.2 90.2 84.4 96.4: 15.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 39 3 11 30 20 72 32:
Old : 68: 32 5 9 22 17 58 27:
Other: 42: 14 4 5 16 11 31 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 : 18.8 68.7 30.1 83.0 15.8 63.9 26.7 71.0
Old : 22.7 66.5 36.5 82.7 18.7 63.3 31.2 72.6
Other: 40.7 80.3 55.0 90.1 38.3 70.9 50.3 80.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 26, 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 : 1,367,969: 356,680 345,842 37,463 832,936 849,983 1,227,079 1,233,288: 140,890 134,681
Old : 1,367,969: 356,680 345,842 37,463 832,936 849,983 1,227,079 1,233,288: 140,890 134,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 37,575: -9,303 -21,523 17,818 28,936 18,006 37,451 14,301: 124 23,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 25.3 2.7 60.9 62.1 89.7 90.2: 10.3 9.8
Old : 100.0: 26.1 25.3 2.7 60.9 62.1 89.7 90.2: 10.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 69 41 35 96 88 178 154:
Old : 236: 69 41 35 96 88 178 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 46.9 29.6 58.2 12.0 45.3 22.0 53.4
Old : 18.0 46.9 29.6 58.2 12.0 45.3 22.0 53.4
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, February 26, 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 : 2,470,430: 532,123 362,918 75,434 1,561,753 1,598,642 2,169,310 2,036,994: 301,120 433,436
Old : 2,470,430: 532,123 362,918 75,434 1,561,753 1,598,642 2,169,310 2,036,994: 301,120 433,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -103,252: -56,442 -83,473 -20,777 -25,792 -37,939 -103,011 -142,189: -241 38,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 14.7 3.1 63.2 64.7 87.8 82.5: 12.2 17.5
Old : 100.0: 21.5 14.7 3.1 63.2 64.7 87.8 82.5: 12.2 17.5
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 : 270: 50 60 43 113 132 186 213:
Old : 270: 50 60 43 113 132 186 213:
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 : 39.8 24.1 48.8 34.3 32.8 22.8 39.7 30.2
Old : 39.8 24.1 48.8 34.3 32.8 22.8 39.7 30.2
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 26, 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 : 2,175,811: 549,300 422,152 57,454 1,273,062 1,406,374 1,879,816 1,885,980: 295,995 289,831
Old : 2,175,811: 549,300 422,152 57,454 1,273,062 1,406,374 1,879,816 1,885,980: 295,995 289,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -5,569: 33,898 -74,423 -17,835 -69,701 53,415 -53,638 -38,843: 48,069 33,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.4 2.6 58.5 64.6 86.4 86.7: 13.6 13.3
Old : 100.0: 25.2 19.4 2.6 58.5 64.6 86.4 86.7: 13.6 13.3
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 : 214: 48 43 38 96 92 159 159:
Old : 214: 48 43 38 96 92 159 159:
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 : 22.4 42.0 34.0 52.6 17.4 34.7 25.6 40.0
Old : 22.4 42.0 34.0 52.6 17.4 34.7 25.6 40.0
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 26, 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 : 361,299: 87,686 74,577 40,509 207,252 217,707 335,447 332,793: 25,852 28,506
Old : 361,299: 87,686 74,577 40,509 207,252 217,707 335,447 332,793: 25,852 28,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 7,308: -6,281 10,639 6,941 8,771 -7,537 9,431 10,043: -2,123 -2,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 20.6 11.2 57.4 60.3 92.8 92.1: 7.2 7.9
Old : 100.0: 24.3 20.6 11.2 57.4 60.3 92.8 92.1: 7.2 7.9
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 : 125: 33 26 31 46 51 95 96:
Old : 125: 33 26 31 46 51 95 96:
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 : 26.6 24.7 39.9 40.5 22.9 23.1 32.6 34.0
Old : 26.6 24.7 39.9 40.5 22.9 23.1 32.6 34.0
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 26, 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 : 14,824: 2,903 3,211 1,055 1,915 6,291 5,873 10,557: 8,951 4,267
Old : 14,824: 2,903 3,211 1,055 1,915 6,291 5,873 10,557: 8,951 4,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 999: 286 1,265 138 282 -296 706 1,107: 293 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 21.7 7.1 12.9 42.4 39.6 71.2: 60.4 28.8
Old : 100.0: 19.6 21.7 7.1 12.9 42.4 39.6 71.2: 60.4 28.8
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 : 21: 8 5 2 4 6 13 12:
Old : 21: 8 5 2 4 6 13 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 : 23.9 48.4 34.4 63.8 18.3 48.3 26.6 57.9
Old : 23.9 48.4 34.4 63.8 18.3 48.3 26.6 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 33,518: 17,169 14,150 497 11,918 11,253 29,584 25,900: 3,934 7,618
Old : 33,518: 17,169 14,150 497 11,918 11,253 29,584 25,900: 3,934 7,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,549: 1,697 1,306 -110 -456 52 1,131 1,248: 418 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 42.2 1.5 35.6 33.6 88.3 77.3: 11.7 22.7
Old : 100.0: 51.2 42.2 1.5 35.6 33.6 88.3 77.3: 11.7 22.7
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 : 57: 19 19 7 13 8 37 29:
Old : 57: 19 19 7 13 8 37 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 : 33.9 33.8 48.7 53.8 33.9 33.6 48.6 53.6
Old : 33.9 33.8 48.7 53.8 33.9 33.6 48.6 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, February 26, 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 : 97,337: 47,158 37,015 1,055 32,970 42,704 81,183 80,774: 16,154 16,563
Old : 97,337: 47,158 37,015 1,055 32,970 42,704 81,183 80,774: 16,154 16,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 5,109: 4,485 1,139 -280 82 1,969 4,287 2,828: 822 2,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 38.0 1.1 33.9 43.9 83.4 83.0: 16.6 17.0
Old : 100.0: 48.4 38.0 1.1 33.9 43.9 83.4 83.0: 16.6 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 : 120: 43 43 8 15 23 61 71:
Old : 120: 43 43 8 15 23 61 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 25.3 46.0 37.9 29.0 25.3 46.0 37.1
Old : 29.0 25.3 46.0 37.9 29.0 25.3 46.0 37.1
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 26, 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 : 54,377: 10,132 10,231 1,135 42,829 42,896 54,096 54,262: 281 115
Old : 54,377: 10,132 10,231 1,135 42,829 42,896 54,096 54,262: 281 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 492: 75 -332 225 264 522 564 415: -72 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.8 2.1 78.8 78.9 99.5 99.8: 0.5 0.2
Old : 100.0: 18.6 18.8 2.1 78.8 78.9 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 9 19 4 18 11 28 33:
Old : 50: 9 19 4 18 11 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 82.5 91.0 90.6 73.2 74.0 82.2 82.0
Old : 77.4 82.5 91.0 90.6 73.2 74.0 82.2 82.0
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 26, 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 : 16,816: 1,586 2,573 111 14,974 14,063 16,671 16,747: 145 69
Old : 16,816: 1,586 2,573 111 14,974 14,063 16,671 16,747: 145 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 805: 48 695 -223 1,007 333 832 805: -27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.3 0.7 89.0 83.6 99.1 99.6: 0.9 0.4
Old : 100.0: 9.4 15.3 0.7 89.0 83.6 99.1 99.6: 0.9 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: 7 6 1 9 8 16 15:
Old : 29: 7 6 1 9 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 : 86.2 86.8 94.6 95.4 86.2 86.8 92.8 94.1
Old : 86.2 86.8 94.6 95.4 86.2 86.8 92.8 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 29, 2008