WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 10, 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 : 360,132: 87,470 89,852 52,716 193,745 167,057 333,931 309,625: 26,201 50,507
Old : 313,786: 74,124 89,729 41,082 174,229 140,216 289,435 271,027: 24,351 42,759
Other: 46,346: 24,318 11,095 662 19,516 26,841 44,496 38,598: 1,850 7,748
: : :
: : Changes in Commitments from: June 3, 2008 :
: -7,065: 2,489 6,874 -1,377 -6,834 -11,683 -5,722 -6,186: -1,343 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 24.9 14.6 53.8 46.4 92.7 86.0: 7.3 14.0
Old : 100.0: 23.6 28.6 13.1 55.5 44.7 92.2 86.4: 7.8 13.6
Other: 100.0: 52.5 23.9 1.4 42.1 57.9 96.0 83.3: 4.0 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 99 108 99 71 105 242 261:
Old : 347: 113 102 92 69 100 236 253:
Other: 142: 22 42 11 24 63 53 110:
:----------------------------------------------------------------------------------------------------
: 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 16.3 39.3 24.8 24.7 14.9 38.3 20.5
Old : 28.2 16.8 40.7 24.2 27.7 15.7 40.1 21.0
Other: 60.6 23.8 75.5 35.4 60.6 18.8 72.9 28.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 10, 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 : 1,412,551: 478,165 119,339 171,418 612,962 873,883 1,262,545 1,164,640: 150,006 247,911
Old : 613,149: 216,585 121,393 29,142 300,386 370,447 546,113 520,982: 67,036 92,167
Other: 799,402: 323,701 60,067 80,155 312,576 503,436 716,432 643,658: 82,970 155,744
: : :
: : Changes in Commitments from: June 3, 2008 :
: 7,295: 28,975 14,299 -20,747 -14,940 9,523 -6,712 3,075: 14,007 4,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 8.4 12.1 43.4 61.9 89.4 82.4: 10.6 17.6
Old : 100.0: 35.3 19.8 4.8 49.0 60.4 89.1 85.0: 10.9 15.0
Other: 100.0: 40.5 7.5 10.0 39.1 63.0 89.6 80.5: 10.4 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 810: 232 120 180 215 361 541 605:
Old : 718: 175 137 74 160 318 376 498:
Other: 717: 204 110 93 151 340 394 511:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 14.1 22.9 20.9 14.4 13.6 22.3 19.8
Old : 19.0 19.5 30.0 26.0 19.0 19.5 30.0 25.0
Other: 16.3 14.9 26.0 21.0 16.1 14.7 25.0 19.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 10, 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 : 16,117: 3,458 467 309 9,425 14,156 13,192 14,932: 2,925 1,185
Old : 16,117: 3,458 467 309 9,425 14,156 13,192 14,932: 2,925 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -13: 44 0 35 181 206 260 241: -273 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 2.9 1.9 58.5 87.8 81.9 92.6: 18.1 7.4
Old : 100.0: 21.5 2.9 1.9 58.5 87.8 81.9 92.6: 18.1 7.4
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 : 49: 21 5 4 15 16 38 23:
Old : 49: 21 5 4 15 16 38 23:
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 : 37.3 58.0 53.0 78.4 37.3 52.9 49.3 69.8
Old : 37.3 58.0 53.0 78.4 37.3 52.9 49.3 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 10, 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 : 489,586: 166,026 39,423 67,699 201,278 300,962 435,003 408,084: 54,583 81,502
Old : 189,507: 87,133 34,248 8,398 68,835 123,795 164,366 166,441: 25,141 23,066
Other: 300,079: 108,993 35,275 29,201 132,443 177,167 270,637 241,643: 29,442 58,436
: : :
: : Changes in Commitments from: June 3, 2008 :
: 18,602: 12,292 7,091 2,547 -4,060 11,093 10,779 20,731: 7,823 -2,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 8.1 13.8 41.1 61.5 88.9 83.4: 11.1 16.6
Old : 100.0: 46.0 18.1 4.4 36.3 65.3 86.7 87.8: 13.3 12.2
Other: 100.0: 36.3 11.8 9.7 44.1 59.0 90.2 80.5: 9.8 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 491: 162 98 127 106 196 332 380:
Old : 434: 145 92 45 78 165 244 282:
Other: 415: 114 99 80 77 174 232 316:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 21.2 25.2 29.3 15.6 19.9 24.7 26.8
Old : 15.8 26.8 27.4 35.6 14.7 26.1 25.0 34.7
Other: 17.7 18.6 28.6 27.5 17.4 17.3 28.1 24.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,174: 19,541 2,694 1,217 2 3,787 20,760 7,698: 3,414 16,476
Old : 5,696: 3,757 1,578 228 0 766 3,985 2,572: 1,711 3,124
Other: 18,478: 16,405 1,737 368 2 3,021 16,775 5,126: 1,703 13,352
: : :
: : Changes in Commitments from: June 3, 2008 :
: 471: 952 558 -84 0 174 868 648: -397 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 11.1 5.0 0.0 15.7 85.9 31.8: 14.1 68.2
Old : 100.0: 66.0 27.7 4.0 0.0 13.4 70.0 45.2: 30.0 54.8
Other: 100.0: 88.8 9.4 2.0 0.0 16.3 90.8 27.7: 9.2 72.3
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 10 12 1 10 19 30:
Old : 35: 14 12 3 0 9 16 22:
Other: 28: 10 8 6 1 10 11 24:
:----------------------------------------------------------------------------------------------------
: 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 : 62.7 10.7 76.2 16.8 62.6 8.8 75.3 14.7
Old : 38.4 26.3 54.1 37.8 38.2 22.7 53.3 34.2
Other: 73.8 9.0 89.5 15.3 73.7 8.8 87.5 15.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 10, 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 : 261,879: 45,428 26,531 50,627 133,822 168,193 229,877 245,351: 32,002 16,528
Old : 137,882: 33,846 32,060 8,197 73,295 85,801 115,338 126,058: 22,544 11,824
Other: 123,997: 29,481 12,370 24,531 60,527 82,392 114,539 119,293: 9,458 4,704
: : :
: : Changes in Commitments from: June 3, 2008 :
: 11,041: -287 1,176 6,590 2,167 3,759 8,470 11,525: 2,571 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.1 19.3 51.1 64.2 87.8 93.7: 12.2 6.3
Old : 100.0: 24.5 23.3 5.9 53.2 62.2 83.6 91.4: 16.4 8.6
Other: 100.0: 23.8 10.0 19.8 48.8 66.4 92.4 96.2: 7.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 50 34 52 61 55 148 122:
Old : 173: 54 41 27 55 44 125 97:
Other: 133: 42 23 25 46 39 100 76:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 29.4 27.4 45.4 15.3 27.3 23.9 37.3
Old : 17.9 29.3 30.2 45.6 17.4 27.3 28.3 39.6
Other: 26.6 43.5 38.0 61.7 21.9 40.9 30.7 51.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 10, 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 : 868,698: 105,162 169,045 12,670 645,515 499,174 763,347 680,889: 105,351 187,809
Old : 868,698: 105,162 169,045 12,670 645,515 499,174 763,347 680,889: 105,351 187,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -37,762: -23,142 19,305 -2,628 -3,199 -44,616 -28,969 -27,939: -8,793 -9,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.5 1.5 74.3 57.5 87.9 78.4: 12.1 21.6
Old : 100.0: 12.1 19.5 1.5 74.3 57.5 87.9 78.4: 12.1 21.6
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 : 170: 23 50 26 71 74 109 135:
Old : 170: 23 50 26 71 74 109 135:
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 : 29.7 26.7 42.7 36.3 22.3 18.7 30.8 24.7
Old : 29.7 26.7 42.7 36.3 22.3 18.7 30.8 24.7
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, June 10, 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 : 207,529: 55,369 6,936 28,594 87,205 154,348 171,168 189,878: 36,361 17,651
Old : 109,302: 36,526 11,194 7,778 43,289 78,659 87,593 97,631: 21,709 11,671
Other: 98,227: 30,298 7,197 9,361 43,916 75,689 83,575 92,247: 14,652 5,980
: : :
: : Changes in Commitments from: June 3, 2008 :
: 4,393: 3,956 -279 779 -6,588 2,029 -1,853 2,529: 6,246 1,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.3 13.8 42.0 74.4 82.5 91.5: 17.5 8.5
Old : 100.0: 33.4 10.2 7.1 39.6 72.0 80.1 89.3: 19.9 10.7
Other: 100.0: 30.8 7.3 9.5 44.7 77.1 85.1 93.9: 14.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 70 21 50 63 57 157 115:
Old : 163: 57 30 39 55 46 136 93:
Other: 131: 53 10 26 51 39 113 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 40.2 22.7 51.7 9.8 36.9 15.3 42.3
Old : 18.6 37.4 27.5 49.4 17.7 34.1 25.5 45.4
Other: 17.5 47.9 28.6 61.3 15.6 45.2 25.3 58.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 17,922: 4,449 714 791 9,237 14,956 14,477 16,461: 3,445 1,461
Old : 5,983: 2,896 538 0 1,705 4,569 4,601 5,107: 1,382 876
Other: 11,939: 1,924 547 420 7,532 10,387 9,876 11,354: 2,063 585
: : :
: : Changes in Commitments from: June 3, 2008 :
: -544: -423 -29 -31 -267 -563 -721 -623: 177 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 4.0 4.4 51.5 83.5 80.8 91.8: 19.2 8.2
Old : 100.0: 48.4 9.0 0.0 28.5 76.4 76.9 85.4: 23.1 14.6
Other: 100.0: 16.1 4.6 3.5 63.1 87.0 82.7 95.1: 17.3 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 21 7 10 36 24 60 40:
Old : 45: 13 6 0 12 14 25 20:
Other: 59: 15 5 7 30 16 48 27:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 60.4 34.0 71.6 15.8 48.6 27.5 56.3
Old : 37.0 55.9 56.8 69.7 37.0 55.9 56.8 69.7
Other: 28.9 74.5 46.5 81.7 23.7 61.4 39.2 68.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 10, 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 : 964,076: 178,375 189,556 14,334 669,320 648,305 862,029 852,195: 102,047 111,881
Old : 964,076: 178,375 189,556 14,334 669,320 648,305 862,029 852,195: 102,047 111,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -64,768: -18,855 -66,655 3,581 -35,710 -10,275 -50,984 -73,349: -13,784 8,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.7 1.5 69.4 67.2 89.4 88.4: 10.6 11.6
Old : 100.0: 18.5 19.7 1.5 69.4 67.2 89.4 88.4: 10.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 40 43 18 101 86 149 140:
Old : 214: 40 43 18 101 86 149 140:
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 : 22.6 43.5 34.3 53.7 19.7 43.1 30.8 52.5
Old : 22.6 43.5 34.3 53.7 19.7 43.1 30.8 52.5
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, June 10, 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 : 2,034,624: 319,788 296,092 53,615 1,382,391 1,287,957 1,755,794 1,637,664: 278,830 396,960
Old : 2,034,624: 319,788 296,092 53,615 1,382,391 1,287,957 1,755,794 1,637,664: 278,830 396,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -123,821: -26,574 16,771 -7,965 -89,574 -105,350 -124,113 -96,544: 292 -27,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.6 2.6 67.9 63.3 86.3 80.5: 13.7 19.5
Old : 100.0: 15.7 14.6 2.6 67.9 63.3 86.3 80.5: 13.7 19.5
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 : 265: 58 52 34 103 115 173 190:
Old : 265: 58 52 34 103 115 173 190:
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 : 36.3 26.4 43.4 36.3 35.2 24.2 41.8 32.3
Old : 36.3 26.4 43.4 36.3 35.2 24.2 41.8 32.3
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, June 10, 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 : 1,677,530: 467,283 183,174 37,706 963,465 1,180,426 1,468,454 1,401,306: 209,076 276,224
Old : 1,677,530: 467,283 183,174 37,706 963,465 1,180,426 1,468,454 1,401,306: 209,076 276,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -101,847: -35,598 -7,028 -14,717 -60,117 -86,111 -110,432 -107,856: 8,585 6,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 10.9 2.2 57.4 70.4 87.5 83.5: 12.5 16.5
Old : 100.0: 27.9 10.9 2.2 57.4 70.4 87.5 83.5: 12.5 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 33 41 19 71 77 111 130:
Old : 178: 33 41 19 71 77 111 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 35.3 35.5 45.0 16.3 26.9 28.3 32.3
Old : 22.9 35.3 35.5 45.0 16.3 26.9 28.3 32.3
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, June 10, 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 : 623,817: 230,809 17,263 48,171 291,643 520,980 570,623 586,414: 53,194 37,403
Old : 623,817: 230,809 17,263 48,171 291,643 520,980 570,623 586,414: 53,194 37,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 19,139: 29,963 -2,399 -18,996 6,768 43,515 17,735 22,120: 1,404 -2,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 2.8 7.7 46.8 83.5 91.5 94.0: 8.5 6.0
Old : 100.0: 37.0 2.8 7.7 46.8 83.5 91.5 94.0: 8.5 6.0
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 : 121: 53 8 29 57 47 113 81:
Old : 121: 53 8 29 57 47 113 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 41.8 38.6 58.6 22.1 39.0 29.6 51.5
Old : 25.7 41.8 38.6 58.6 22.1 39.0 29.6 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, June 10, 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 : 33,237: 16,263 13,501 494 11,159 13,822 27,916 27,817: 5,321 5,420
Old : 33,237: 16,263 13,501 494 11,159 13,822 27,916 27,817: 5,321 5,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,523: -42 565 42 462 989 462 1,596: 1,061 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 40.6 1.5 33.6 41.6 84.0 83.7: 16.0 16.3
Old : 100.0: 48.9 40.6 1.5 33.6 41.6 84.0 83.7: 16.0 16.3
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 : 52: 14 20 9 12 10 34 31:
Old : 52: 14 20 9 12 10 34 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 : 37.5 33.7 57.7 56.0 37.5 32.2 54.8 50.8
Old : 37.5 33.7 57.7 56.0 37.5 32.2 54.8 50.8
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, June 10, 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 : 108,336: 39,078 46,834 1,519 53,541 45,485 94,138 93,838: 14,198 14,498
Old : 108,336: 39,078 46,834 1,519 53,541 45,485 94,138 93,838: 14,198 14,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -4,685: -917 -6,688 316 -5,014 -1,301 -5,615 -7,673: 930 2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 43.2 1.4 49.4 42.0 86.9 86.6: 13.1 13.4
Old : 100.0: 36.1 43.2 1.4 49.4 42.0 86.9 86.6: 13.1 13.4
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 : 120: 45 39 12 23 23 69 73:
Old : 120: 45 39 12 23 23 69 73:
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 : 34.8 41.7 47.3 54.1 34.3 41.6 46.6 54.1
Old : 34.8 41.7 47.3 54.1 34.3 41.6 46.6 54.1
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, June 10, 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 : 62,714: 14,711 3,464 1,224 46,330 57,437 62,265 62,125: 449 589
Old : 62,714: 14,711 3,464 1,224 46,330 57,437 62,265 62,125: 449 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,427: -778 -1,211 7 2,025 2,158 1,254 954: 173 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.5 2.0 73.9 91.6 99.3 99.1: 0.7 0.9
Old : 100.0: 23.5 5.5 2.0 73.9 91.6 99.3 99.1: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 14 3 19 12 30 28:
Old : 46: 10 14 3 19 12 30 28:
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 : 65.3 85.8 83.8 93.8 42.4 55.8 54.3 59.4
Old : 65.3 85.8 83.8 93.8 42.4 55.8 54.3 59.4
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, June 10, 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 : 70,629: 15,776 2,586 2,121 50,077 60,625 67,974 65,332: 2,655 5,297
Old : 70,629: 15,776 2,586 2,121 50,077 60,625 67,974 65,332: 2,655 5,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 25,391: 5,815 1,110 1,720 15,208 17,408 22,743 20,238: 2,648 5,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.7 3.0 70.9 85.8 96.2 92.5: 3.8 7.5
Old : 100.0: 22.3 3.7 3.0 70.9 85.8 96.2 92.5: 3.8 7.5
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 : 26: 5 6 2 9 10 15 17:
Old : 26: 5 6 2 9 10 15 17:
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 : 76.0 86.7 89.9 91.1 75.6 81.2 85.1 82.7
Old : 76.0 86.7 89.9 91.1 75.6 81.2 85.1 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2008