WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 17, 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 : 362,126: 83,236 85,643 53,968 194,200 170,893 331,404 310,504: 30,722 51,622
Old : 314,141: 67,964 84,333 44,426 173,046 141,340 285,436 270,099: 28,705 44,042
Other: 47,985: 24,211 10,249 603 21,154 29,553 45,968 40,405: 2,017 7,580
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,994: -4,234 -4,209 1,252 455 3,836 -2,527 879: 4,521 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 23.7 14.9 53.6 47.2 91.5 85.7: 8.5 14.3
Old : 100.0: 21.6 26.8 14.1 55.1 45.0 90.9 86.0: 9.1 14.0
Other: 100.0: 50.5 21.4 1.3 44.1 61.6 95.8 84.2: 4.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 99 105 117 70 106 257 273:
Old : 354: 106 102 106 68 101 249 262:
Other: 146: 22 42 9 25 66 53 113:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 15.8 39.2 24.7 24.0 14.2 37.3 21.2
Old : 27.7 15.9 40.1 23.7 27.0 15.0 38.8 21.1
Other: 60.4 26.7 75.4 38.3 59.6 21.0 71.7 31.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 17, 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 : 1,425,629: 456,342 126,127 188,185 631,138 866,612 1,275,665 1,180,924: 149,964 244,705
Old : 573,227: 187,388 112,291 32,889 294,930 346,139 515,207 491,319: 58,020 81,908
Other: 852,402: 341,660 86,542 82,590 336,208 520,473 760,458 689,605: 91,944 162,797
: : :
: : Changes in Commitments from: June 10, 2008 :
: 13,078: -21,823 6,788 16,767 18,176 -7,271 13,120 16,284: -42 -3,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.8 13.2 44.3 60.8 89.5 82.8: 10.5 17.2
Old : 100.0: 32.7 19.6 5.7 51.5 60.4 89.9 85.7: 10.1 14.3
Other: 100.0: 40.1 10.2 9.7 39.4 61.1 89.2 80.9: 10.8 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 837: 243 129 196 221 365 573 626:
Old : 719: 179 120 89 162 325 396 505:
Other: 741: 206 129 96 152 339 407 527:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 13.2 22.6 19.5 14.1 11.9 21.9 17.8
Old : 19.9 18.6 31.0 25.0 19.9 17.9 30.3 23.1
Other: 14.8 13.5 24.2 19.3 14.7 13.4 23.4 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 17, 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 : 17,024: 3,930 374 363 9,371 14,930 13,664 15,667: 3,360 1,357
Old : 17,024: 3,930 374 363 9,371 14,930 13,664 15,667: 3,360 1,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 907: 472 -93 54 -54 774 472 735: 435 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 2.2 2.1 55.0 87.7 80.3 92.0: 19.7 8.0
Old : 100.0: 23.1 2.2 2.1 55.0 87.7 80.3 92.0: 19.7 8.0
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 : 51: 23 4 5 17 16 41 24:
Old : 51: 23 4 5 17 16 41 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 59.9 49.6 78.2 35.3 55.1 48.0 69.4
Old : 35.3 59.9 49.6 78.2 35.3 55.1 48.0 69.4
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 17, 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 : 503,179: 170,109 42,403 74,118 203,573 302,981 447,800 419,502: 55,379 83,677
Old : 166,900: 87,902 33,225 9,796 45,981 99,559 143,679 142,580: 23,221 24,320
Other: 336,279: 114,856 41,827 31,673 157,592 203,422 304,121 276,922: 32,158 59,357
: : :
: : Changes in Commitments from: June 10, 2008 :
: 13,593: 4,083 2,980 6,419 2,295 2,019 12,797 11,418: 796 2,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 8.4 14.7 40.5 60.2 89.0 83.4: 11.0 16.6
Old : 100.0: 52.7 19.9 5.9 27.6 59.7 86.1 85.4: 13.9 14.6
Other: 100.0: 34.2 12.4 9.4 46.9 60.5 90.4 82.3: 9.6 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 508: 170 107 138 109 194 353 388:
Old : 423: 142 84 51 81 166 244 283:
Other: 444: 126 112 92 79 175 254 337:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 21.2 25.6 28.5 16.0 19.7 25.2 25.9
Old : 17.7 23.4 26.6 31.9 16.9 22.9 24.1 30.9
Other: 19.7 21.2 31.9 29.7 19.6 19.5 31.4 27.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,975: 18,441 2,715 1,218 2 3,695 19,661 7,628: 3,314 15,347
Old : 4,537: 3,114 1,689 204 0 593 3,318 2,486: 1,219 2,051
Other: 18,438: 15,969 1,668 372 2 3,102 16,343 5,142: 2,095 13,296
: : :
: : Changes in Commitments from: June 10, 2008 :
: -1,199: -1,100 21 1 0 -92 -1,099 -70: -100 -1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 11.8 5.3 0.0 16.1 85.6 33.2: 14.4 66.8
Old : 100.0: 68.6 37.2 4.5 0.0 13.1 73.1 54.8: 26.9 45.2
Other: 100.0: 86.6 9.0 2.0 0.0 16.8 88.6 27.9: 11.4 72.1
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 10 11 1 10 14 30:
Old : 32: 11 11 4 0 10 12 24:
Other: 28: 10 8 7 1 10 12 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 : 65.4 10.3 78.9 17.0 65.3 8.7 77.1 15.1
Old : 48.5 31.2 67.0 44.9 48.3 27.3 66.1 41.0
Other: 73.8 9.1 88.1 15.5 73.7 9.1 86.2 15.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 17, 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 : 268,341: 48,662 24,291 60,044 128,811 168,124 237,517 252,459: 30,824 15,882
Old : 121,118: 41,641 22,661 12,116 48,117 75,185 101,874 109,962: 19,244 11,156
Other: 147,223: 30,331 24,940 24,618 80,694 92,939 135,643 142,497: 11,580 4,726
: : :
: : Changes in Commitments from: June 10, 2008 :
: 6,462: 3,234 -2,240 9,417 -5,011 -69 7,640 7,108: -1,178 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.1 22.4 48.0 62.7 88.5 94.1: 11.5 5.9
Old : 100.0: 34.4 18.7 10.0 39.7 62.1 84.1 90.8: 15.9 9.2
Other: 100.0: 20.6 16.9 16.7 54.8 63.1 92.1 96.8: 7.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 64 28 55 62 54 158 119:
Old : 165: 59 31 31 54 46 128 93:
Other: 145: 44 32 30 46 39 107 86:
:----------------------------------------------------------------------------------------------------
: 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 28.2 26.9 43.3 14.7 24.2 22.9 36.3
Old : 18.1 26.2 26.6 43.3 14.6 26.1 22.9 39.4
Other: 27.7 39.2 40.2 56.3 24.3 36.3 35.3 48.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 17, 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 : 872,237: 103,866 180,705 14,694 656,551 497,380 775,111 692,779: 97,126 179,458
Old : 872,237: 103,866 180,705 14,694 656,551 497,380 775,111 692,779: 97,126 179,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 3,539: -1,296 11,660 2,024 11,036 -1,794 11,764 11,890: -8,225 -8,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.7 1.7 75.3 57.0 88.9 79.4: 11.1 20.6
Old : 100.0: 11.9 20.7 1.7 75.3 57.0 88.9 79.4: 11.1 20.6
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 : 175: 30 46 23 72 72 116 127:
Old : 175: 30 46 23 72 72 116 127:
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 : 29.6 23.3 42.6 32.5 20.9 13.9 29.0 20.2
Old : 29.6 23.3 42.6 32.5 20.9 13.9 29.0 20.2
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 17, 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 : 222,910: 64,121 6,696 35,751 85,753 163,426 185,625 205,873: 37,285 17,037
Old : 113,782: 40,892 10,583 9,480 42,511 83,007 92,883 103,070: 20,899 10,712
Other: 109,128: 36,290 9,174 13,210 43,242 80,419 92,742 102,803: 16,386 6,325
: : :
: : Changes in Commitments from: June 10, 2008 :
: 15,381: 8,752 -240 7,157 -1,452 9,078 14,457 15,995: 924 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 3.0 16.0 38.5 73.3 83.3 92.4: 16.7 7.6
Old : 100.0: 35.9 9.3 8.3 37.4 73.0 81.6 90.6: 18.4 9.4
Other: 100.0: 33.3 8.4 12.1 39.6 73.7 85.0 94.2: 15.0 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 78 25 56 68 67 175 130:
Old : 177: 59 33 41 59 58 145 109:
Other: 161: 61 19 33 57 47 133 90:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 37.9 19.1 49.9 7.9 34.9 13.3 40.3
Old : 15.7 34.7 25.3 46.2 14.7 30.5 23.2 40.5
Other: 15.4 44.8 24.5 58.8 13.0 42.1 21.5 54.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 17, 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 : 17,877: 4,517 864 840 8,960 14,678 14,317 16,382: 3,560 1,495
Old : 5,630: 2,734 678 0 1,575 4,207 4,309 4,885: 1,321 745
Other: 12,247: 2,184 587 439 7,385 10,471 10,008 11,497: 2,239 750
: : :
: : Changes in Commitments from: June 10, 2008 :
: -45: 68 150 49 -277 -278 -160 -79: 115 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 4.8 4.7 50.1 82.1 80.1 91.6: 19.9 8.4
Old : 100.0: 48.6 12.0 0.0 28.0 74.7 76.5 86.8: 23.5 13.2
Other: 100.0: 17.8 4.8 3.6 60.3 85.5 81.7 93.9: 18.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 23 10 12 34 25 60 45:
Old : 44: 12 7 0 11 14 23 21:
Other: 60: 18 6 9 28 16 49 29:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 59.6 33.6 70.2 16.0 47.9 27.2 55.5
Old : 35.7 55.6 55.7 69.9 35.7 55.6 55.7 69.9
Other: 28.3 72.4 45.6 80.3 23.2 59.6 38.6 67.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 17, 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 : 917,821: 168,756 144,691 5,126 638,435 640,339 812,317 790,156: 105,504 127,665
Old : 917,821: 168,756 144,691 5,126 638,435 640,339 812,317 790,156: 105,504 127,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -46,255: -9,619 -44,865 -9,208 -30,885 -7,966 -49,712 -62,039: 3,457 15,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.8 0.6 69.6 69.8 88.5 86.1: 11.5 13.9
Old : 100.0: 18.4 15.8 0.6 69.6 69.8 88.5 86.1: 11.5 13.9
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 : 200: 36 37 13 93 82 135 126:
Old : 200: 36 37 13 93 82 135 126:
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 44.0 34.5 53.7 20.4 43.0 31.4 50.2
Old : 22.6 44.0 34.5 53.7 20.4 43.0 31.4 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 17, 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 : 1,965,019: 302,610 308,638 47,059 1,348,638 1,189,848 1,698,307 1,545,545: 266,712 419,474
Old : 1,965,019: 302,610 308,638 47,059 1,348,638 1,189,848 1,698,307 1,545,545: 266,712 419,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -69,605: -17,178 12,546 -6,556 -33,753 -98,109 -57,487 -92,119: -12,118 22,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 15.7 2.4 68.6 60.6 86.4 78.7: 13.6 21.3
Old : 100.0: 15.4 15.7 2.4 68.6 60.6 86.4 78.7: 13.6 21.3
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 : 261: 49 53 32 102 112 167 183:
Old : 261: 49 53 32 102 112 167 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 25.2 42.7 34.6 34.0 23.0 40.5 31.7
Old : 35.5 25.2 42.7 34.6 34.0 23.0 40.5 31.7
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, June 17, 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 : 1,709,257: 461,219 155,625 35,171 995,488 1,229,025 1,491,878 1,419,821: 217,379 289,436
Old : 1,709,257: 461,219 155,625 35,171 995,488 1,229,025 1,491,878 1,419,821: 217,379 289,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 31,727: -6,064 -27,549 -2,535 32,023 48,599 23,424 18,515: 8,303 13,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.1 2.1 58.2 71.9 87.3 83.1: 12.7 16.9
Old : 100.0: 27.0 9.1 2.1 58.2 71.9 87.3 83.1: 12.7 16.9
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 : 176: 34 34 15 85 71 124 115:
Old : 176: 34 34 15 85 71 124 115:
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 : 24.5 37.2 36.0 48.2 17.4 30.1 28.5 36.8
Old : 24.5 37.2 36.0 48.2 17.4 30.1 28.5 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, June 17, 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 : 746,411: 334,792 33,938 36,802 310,997 628,209 682,591 698,949: 63,820 47,462
Old : 746,411: 334,792 33,938 36,802 310,997 628,209 682,591 698,949: 63,820 47,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 122,594: 103,983 16,675 -11,369 19,354 107,229 111,968 112,535: 10,626 10,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 4.5 4.9 41.7 84.2 91.4 93.6: 8.6 6.4
Old : 100.0: 44.9 4.5 4.9 41.7 84.2 91.4 93.6: 8.6 6.4
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 : 137: 54 14 34 61 51 125 91:
Old : 137: 54 14 34 61 51 125 91:
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 : 30.3 44.1 40.4 60.4 28.9 41.9 36.0 56.0
Old : 30.3 44.1 40.4 60.4 28.9 41.9 36.0 56.0
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 17, 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 : 50,440: 17,464 14,559 4,602 17,818 20,195 39,884 39,356: 10,556 11,084
Old : 50,440: 17,464 14,559 4,602 17,818 20,195 39,884 39,356: 10,556 11,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 17,203: 1,201 1,058 4,108 6,659 6,373 11,968 11,539: 5,235 5,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 28.9 9.1 35.3 40.0 79.1 78.0: 20.9 22.0
Old : 100.0: 34.6 28.9 9.1 35.3 40.0 79.1 78.0: 20.9 22.0
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 : 59: 16 23 16 14 14 43 40:
Old : 59: 16 23 16 14 14 43 40:
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 : 25.8 27.0 44.8 45.4 25.3 21.9 37.2 33.5
Old : 25.8 27.0 44.8 45.4 25.3 21.9 37.2 33.5
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 17, 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 : 138,556: 39,434 51,190 15,268 66,674 55,730 121,376 122,188: 17,180 16,368
Old : 138,556: 39,434 51,190 15,268 66,674 55,730 121,376 122,188: 17,180 16,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 30,220: 356 4,356 13,749 13,133 10,245 27,238 28,350: 2,982 1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 36.9 11.0 48.1 40.2 87.6 88.2: 12.4 11.8
Old : 100.0: 28.5 36.9 11.0 48.1 40.2 87.6 88.2: 12.4 11.8
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 : 126: 44 44 31 31 27 87 90:
Old : 126: 44 44 31 31 27 87 90:
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 : 31.0 35.0 43.0 48.1 25.5 31.3 35.2 41.2
Old : 31.0 35.0 43.0 48.1 25.5 31.3 35.2 41.2
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 17, 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 : 51,844: 13,236 5,964 857 37,375 44,670 51,468 51,491: 376 353
Old : 51,844: 13,236 5,964 857 37,375 44,670 51,468 51,491: 376 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -10,870: -1,475 2,500 -367 -8,955 -12,767 -10,797 -10,634: -73 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 11.5 1.7 72.1 86.2 99.3 99.3: 0.7 0.7
Old : 100.0: 25.5 11.5 1.7 72.1 86.2 99.3 99.3: 0.7 0.7
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 : 41: 9 12 3 16 11 26 25:
Old : 41: 9 12 3 16 11 26 25:
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 : 68.3 79.7 84.3 93.2 52.6 57.3 61.7 66.1
Old : 68.3 79.7 84.3 93.2 52.6 57.3 61.7 66.1
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 17, 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 : 59,515: 17,096 2,891 0 42,413 56,374 59,509 59,265: 6 250
Old : 59,515: 17,096 2,891 0 42,413 56,374 59,509 59,265: 6 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -11,114: 1,320 305 -2,121 -7,664 -4,251 -8,465 -6,067: -2,649 -5,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 4.9 0.0 71.3 94.7 100.0 99.6: 0.0 0.4
Old : 100.0: 28.7 4.9 0.0 71.3 94.7 100.0 99.6: 0.0 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: 5 6 0 11 9 16 15:
Old : 27: 5 6 0 11 9 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 : 86.6 97.0 97.1 98.6 86.4 96.8 97.0 98.4
Old : 86.6 97.0 97.1 98.6 86.4 96.8 97.0 98.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2008