WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 564,118: 94,991 76,152 168,650 251,735 247,320 515,376 492,122: 48,741 71,996
Old : 334,521: 55,723 84,366 83,557 166,017 126,800 305,297 294,723: 29,223 39,798
Other: 229,597: 71,530 24,048 52,831 85,718 120,519 210,079 197,399: 19,518 32,198
: : :
: : Changes in Commitments from: December 31, 2007 :
: 23,439: 3,636 721 11,344 2,833 6,192 17,812 18,257: 5,627 5,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.5 29.9 44.6 43.8 91.4 87.2: 8.6 12.8
Old : 100.0: 16.7 25.2 25.0 49.6 37.9 91.3 88.1: 8.7 11.9
Other: 100.0: 31.2 10.5 23.0 37.3 52.5 91.5 86.0: 8.5 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 127 125 165 95 135 331 342:
Old : 376: 110 135 122 65 106 250 297:
Other: 311: 111 63 78 80 119 231 226:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 16.1 29.9 23.5 19.8 13.0 27.6 18.2
Old : 24.2 16.7 36.0 25.1 24.2 14.1 35.6 19.7
Other: 26.1 19.1 37.9 28.5 24.0 17.2 33.7 23.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 1,835,417: 377,894 80,714 463,567 790,251 989,093 1,631,712 1,533,374: 203,705 302,043
Old : 1,285,770: 241,368 111,013 318,926 576,668 666,753 1,136,961 1,096,692: 148,809 189,079
Other: 549,647: 188,254 21,429 92,913 213,583 322,340 494,751 436,682: 54,896 112,964
: : :
: : Changes in Commitments from: December 31, 2007 :
: 109,379: 13,006 -1,062 54,319 28,653 43,655 95,979 96,913: 13,401 12,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 4.4 25.3 43.1 53.9 88.9 83.5: 11.1 16.5
Old : 100.0: 18.8 8.6 24.8 44.8 51.9 88.4 85.3: 11.6 14.7
Other: 100.0: 34.3 3.9 16.9 38.9 58.6 90.0 79.4: 10.0 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 752: 244 101 208 271 354 590 605:
Old : 724: 202 134 174 246 327 527 560:
Other: 556: 147 64 89 150 311 327 437:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 18.0 18.1 23.7 9.9 14.0 15.1 17.9
Old : 12.2 17.9 19.9 24.0 11.8 14.0 18.2 18.5
Other: 16.6 19.2 28.6 25.0 14.5 15.0 22.1 18.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 13,622: 4,059 650 423 5,592 11,098 10,074 12,171: 3,548 1,451
Old : 12,152: 3,845 649 409 4,825 9,844 9,079 10,901: 3,073 1,251
Other: 1,470: 215 2 13 767 1,254 995 1,270: 475 201
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,561: 1,124 -81 -54 -256 1,514 813 1,379: 748 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 4.8 3.1 41.1 81.5 74.0 89.3: 26.0 10.7
Old : 100.0: 31.6 5.3 3.4 39.7 81.0 74.7 89.7: 25.3 10.3
Other: 100.0: 14.6 0.1 0.9 52.1 85.3 67.7 86.4: 32.3 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 5 7 18 13 43 22:
Old : 48: 21 5 7 15 13 40 22:
Other: 15: 2 3 3 7 10 12 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 50.1 39.4 74.7 23.8 43.2 37.0 66.3
Old : 26.6 50.3 41.4 74.2 26.6 47.6 41.4 70.9
Other: 60.6 75.8 66.6 83.3 55.8 73.7 58.5 77.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 765,842: 166,555 31,317 208,106 296,784 402,725 671,445 642,148: 94,398 123,695
Old : 596,858: 126,321 41,639 163,197 232,750 302,066 522,268 506,902: 74,590 89,957
Other: 168,984: 60,640 10,084 24,503 64,034 100,659 149,177 135,246: 19,807 33,738
: : :
: : Changes in Commitments from: December 31, 2007 :
: 31,853: 988 4,731 8,980 11,622 11,527 21,589 25,237: 10,264 6,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 4.1 27.2 38.8 52.6 87.7 83.8: 12.3 16.2
Old : 100.0: 21.2 7.0 27.3 39.0 50.6 87.5 84.9: 12.5 15.1
Other: 100.0: 35.9 6.0 14.5 37.9 59.6 88.3 80.0: 11.7 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 538: 184 106 170 145 216 414 425:
Old : 518: 156 123 153 129 212 373 412:
Other: 347: 93 60 49 78 173 193 262:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 23.3 26.3 31.4 13.8 18.1 19.8 21.6
Old : 17.2 22.7 26.8 31.0 14.7 17.7 22.1 21.6
Other: 26.9 25.4 40.6 37.9 20.8 22.4 31.8 29.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,320: 17,335 3,211 818 0 1,987 18,153 6,016: 4,167 16,304
Old : 11,682: 8,063 2,922 516 0 1,028 8,579 4,466: 3,103 7,216
Other: 10,638: 9,573 590 1 0 959 9,574 1,550: 1,064 9,088
: : :
: : Changes in Commitments from: December 31, 2007 :
: -76: 392 263 -1,148 -6 770 -762 -115: 686 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 14.4 3.7 0.0 8.9 81.3 27.0: 18.7 73.0
Old : 100.0: 69.0 25.0 4.4 0.0 8.8 73.4 38.2: 26.6 61.8
Other: 100.0: 90.0 5.5 0.0 0.0 9.0 90.0 14.6: 10.0 85.4
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 16 9 10 0 6 19 22:
Old : 29: 15 9 8 0 5 17 20:
Other: 22: 12 4 1 0 6 12 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 10.7 71.7 17.5 58.6 10.7 70.3 17.0
Old : 43.6 17.6 61.1 27.2 42.4 16.9 57.3 25.5
Other: 79.3 7.9 88.7 13.2 79.3 7.9 88.7 13.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 330,139: 70,045 16,327 66,986 160,845 231,027 297,877 314,340: 32,262 15,799
Old : 294,011: 69,473 22,521 53,582 140,350 203,060 263,405 279,163: 30,605 14,848
Other: 36,128: 11,621 4,855 2,355 20,495 27,967 34,471 35,177: 1,657 951
: : :
: : Changes in Commitments from: December 31, 2007 :
: 9,208: 1,456 -225 5,184 1,035 6,743 7,675 11,701: 1,533 -2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.9 20.3 48.7 70.0 90.2 95.2: 9.8 4.8
Old : 100.0: 23.6 7.7 18.2 47.7 69.1 89.6 94.9: 10.4 5.1
Other: 100.0: 32.2 13.4 6.5 56.7 77.4 95.4 97.4: 4.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 70 40 56 62 63 165 135:
Old : 202: 70 47 52 59 62 158 134:
Other: 79: 26 15 15 25 22 58 46:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 38.9 25.7 50.2 16.4 32.5 23.4 41.7
Old : 18.9 38.8 28.0 50.4 18.4 37.3 25.1 45.1
Other: 39.5 61.2 57.2 74.3 37.7 59.6 54.4 72.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 1,182,772: 197,603 193,260 95,844 736,223 695,369 1,029,671 984,472: 153,101 198,299
Old : 1,182,772: 197,603 193,260 95,844 736,223 695,369 1,029,671 984,472: 153,101 198,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 119,408: 54,947 26,649 18,613 40,773 44,290 114,333 89,553: 5,075 29,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.3 8.1 62.2 58.8 87.1 83.2: 12.9 16.8
Old : 100.0: 16.7 16.3 8.1 62.2 58.8 87.1 83.2: 12.9 16.8
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 : 186: 39 42 53 81 84 146 153:
Old : 186: 39 42 53 81 84 146 153:
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 26.9 34.5 37.4 20.8 22.8 28.8 29.7
Old : 22.9 26.9 34.5 37.4 20.8 22.8 28.8 29.7
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 256,025: 74,183 11,406 38,407 96,429 185,397 209,019 235,209: 47,006 20,815
Old : 218,885: 69,229 14,580 27,311 81,156 158,301 177,695 200,191: 41,190 18,694
Other: 37,140: 10,773 2,645 5,277 15,273 27,096 31,323 35,018: 5,816 2,122
: : :
: : Changes in Commitments from: December 31, 2007 :
: -9,403: -3,435 -37 -3,770 -6,376 -7,071 -13,580 -10,878: 4,177 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 4.5 15.0 37.7 72.4 81.6 91.9: 18.4 8.1
Old : 100.0: 31.6 6.7 12.5 37.1 72.3 81.2 91.5: 18.8 8.5
Other: 100.0: 29.0 7.1 14.2 41.1 73.0 84.3 94.3: 15.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 80 35 55 68 64 180 129:
Old : 198: 73 40 51 62 63 166 127:
Other: 90: 27 15 17 42 17 79 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 : 20.9 42.0 28.0 52.1 12.1 36.4 18.7 43.6
Old : 23.0 40.0 30.3 50.4 17.8 37.8 25.1 45.7
Other: 21.3 57.9 35.3 70.3 20.4 54.9 33.2 65.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 18,743: 7,983 272 1,314 5,737 16,378 15,034 17,964: 3,709 779
Old : 16,789: 7,892 321 904 4,514 14,925 13,309 16,151: 3,480 639
Other: 1,954: 442 301 59 1,223 1,453 1,725 1,814: 229 140
: : :
: : Changes in Commitments from: December 31, 2007 :
: 58: 185 -172 62 -549 169 -302 59: 361 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 1.5 7.0 30.6 87.4 80.2 95.8: 19.8 4.2
Old : 100.0: 47.0 1.9 5.4 26.9 88.9 79.3 96.2: 20.7 3.8
Other: 100.0: 22.6 15.4 3.0 62.6 74.4 88.3 92.8: 11.7 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 33 4 12 24 19 60 32:
Old : 65: 31 4 10 21 17 55 28:
Other: 29: 8 5 3 8 10 18 17:
:----------------------------------------------------------------------------------------------------
: 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 73.2 31.7 83.0 18.0 68.9 31.3 75.9
Old : 19.7 75.4 34.1 85.4 19.7 73.4 34.1 82.0
Other: 48.9 66.0 69.2 82.1 34.3 41.6 52.4 57.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 1,065,764: 257,805 177,009 28,629 639,540 761,651 925,973 967,288: 139,790 98,476
Old : 1,065,764: 257,805 177,009 28,629 639,540 761,651 925,973 967,288: 139,790 98,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 60,000: 4,208 9,167 2,600 29,723 41,600 36,531 53,367: 23,469 6,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 16.6 2.7 60.0 71.5 86.9 90.8: 13.1 9.2
Old : 100.0: 24.2 16.6 2.7 60.0 71.5 86.9 90.8: 13.1 9.2
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 : 226: 56 45 29 93 92 166 150:
Old : 226: 56 45 29 93 92 166 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 42.9 26.1 50.6 14.7 39.3 23.8 45.3
Old : 15.5 42.9 26.1 50.6 14.7 39.3 23.8 45.3
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 3,038,370: 590,319 296,733 405,107 1,706,134 1,896,381 2,701,560 2,598,222: 336,810 440,148
Old : 3,038,370: 590,319 296,733 405,107 1,706,134 1,896,381 2,701,560 2,598,222: 336,810 440,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 268,111: -13,912 -15,809 73,011 179,099 157,482 238,198 214,684: 29,913 53,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 9.8 13.3 56.2 62.4 88.9 85.5: 11.1 14.5
Old : 100.0: 19.4 9.8 13.3 56.2 62.4 88.9 85.5: 11.1 14.5
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 : 286: 44 72 70 129 141 216 241:
Old : 286: 44 72 70 129 141 216 241:
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 : 26.5 22.2 34.1 30.1 21.0 18.7 26.5 24.4
Old : 26.5 22.2 34.1 30.1 21.0 18.7 26.5 24.4
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 2,214,645: 386,671 509,766 173,360 1,396,541 1,298,847 1,956,572 1,981,973: 258,072 232,672
Old : 2,214,645: 386,671 509,766 173,360 1,396,541 1,298,847 1,956,572 1,981,973: 258,072 232,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 171,754: 19,874 46,359 37,430 94,336 83,983 151,640 167,772: 20,114 3,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 23.0 7.8 63.1 58.6 88.3 89.5: 11.7 10.5
Old : 100.0: 17.5 23.0 7.8 63.1 58.6 88.3 89.5: 11.7 10.5
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 : 213: 43 44 47 99 91 169 156:
Old : 213: 43 44 47 99 91 169 156:
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 : 18.3 39.4 29.6 48.8 15.1 34.7 24.4 40.7
Old : 18.3 39.4 29.6 48.8 15.1 34.7 24.4 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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 : 487,018: 116,145 56,452 112,744 236,937 288,241 465,826 457,438: 21,192 29,580
Old : 487,018: 116,145 56,452 112,744 236,937 288,241 465,826 457,438: 21,192 29,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: -176,395: 12,945 -42,194 -46,837 -131,357 -80,276 -165,249 -169,307: -11,146 -7,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 11.6 23.1 48.7 59.2 95.6 93.9: 4.4 6.1
Old : 100.0: 23.8 11.6 23.1 48.7 59.2 95.6 93.9: 4.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 30 28 35 57 51 105 97:
Old : 124: 30 28 35 57 51 105 97:
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 22.6 42.1 37.2 19.1 16.3 26.6 26.4
Old : 25.8 22.6 42.1 37.2 19.1 16.3 26.6 26.4
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 18,586: 6,091 2,063 1,045 1,723 8,688 8,859 11,796: 9,727 6,790
Old : 18,586: 6,091 2,063 1,045 1,723 8,688 8,859 11,796: 9,727 6,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 1,519: -62 1,016 -149 522 -1,188 310 -321: 1,209 1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 11.1 5.6 9.3 46.7 47.7 63.5: 52.3 36.5
Old : 100.0: 32.8 11.1 5.6 9.3 46.7 47.7 63.5: 52.3 36.5
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 : 34: 15 7 7 5 10 24 20:
Old : 34: 15 7 7 5 10 24 20:
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 : 19.8 31.2 29.3 46.5 17.1 31.2 24.8 44.4
Old : 19.8 31.2 29.3 46.5 17.1 31.2 24.8 44.4
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 28,534: 9,037 14,059 1,518 12,729 8,424 23,284 24,001: 5,250 4,533
Old : 28,534: 9,037 14,059 1,518 12,729 8,424 23,284 24,001: 5,250 4,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 3,105: 2,018 627 1,230 -230 1,510 3,019 3,368: 87 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 49.3 5.3 44.6 29.5 81.6 84.1: 18.4 15.9
Old : 100.0: 31.7 49.3 5.3 44.6 29.5 81.6 84.1: 18.4 15.9
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 : 47: 14 16 10 11 8 31 28:
Old : 47: 14 16 10 11 8 31 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 : 39.6 46.0 58.2 63.1 39.5 46.0 57.2 62.9
Old : 39.6 46.0 58.2 63.1 39.5 46.0 57.2 62.9
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 81,983: 33,786 21,552 3,526 27,459 46,993 64,771 72,072: 17,212 9,912
Old : 81,983: 33,786 21,552 3,526 27,459 46,993 64,771 72,072: 17,212 9,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 9,807: 670 1,020 823 2,784 6,200 4,277 8,043: 5,531 1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 26.3 4.3 33.5 57.3 79.0 87.9: 21.0 12.1
Old : 100.0: 41.2 26.3 4.3 33.5 57.3 79.0 87.9: 21.0 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 43 28 13 22 19 71 54:
Old : 105: 43 28 13 22 19 71 54:
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 : 30.5 40.8 41.8 53.2 30.5 40.8 41.8 52.9
Old : 30.5 40.8 41.8 53.2 30.5 40.8 41.8 52.9
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 52,713: 8,644 10,539 1,277 42,488 40,766 52,409 52,582: 304 131
Old : 52,713: 8,644 10,539 1,277 42,488 40,766 52,409 52,582: 304 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 565: 510 -246 -375 412 1,067 547 446: 18 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.0 2.4 80.6 77.3 99.4 99.8: 0.6 0.2
Old : 100.0: 16.4 20.0 2.4 80.6 77.3 99.4 99.8: 0.6 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 : 47: 10 17 4 16 12 27 32:
Old : 47: 10 17 4 16 12 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 81.2 90.7 90.5 75.5 71.7 81.2 80.8
Old : 79.1 81.2 90.7 90.5 75.5 71.7 81.2 80.8
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 with Delta-adjusted Options and Futures Combined, January 8, 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 : 16,894: 9,784 3,981 251 6,766 12,625 16,801 16,857: 93 37
Old : 16,894: 9,784 3,981 251 6,766 12,625 16,801 16,857: 93 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 732: 31 -560 137 509 1,132 677 709: 55 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 23.6 1.5 40.0 74.7 99.4 99.8: 0.6 0.2
Old : 100.0: 57.9 23.6 1.5 40.0 74.7 99.4 99.8: 0.6 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 : 29: 6 8 2 9 8 16 17:
Old : 29: 6 8 2 9 8 16 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 : 86.1 75.5 95.9 95.2 83.8 72.7 90.4 88.7
Old : 86.1 75.5 95.9 95.2 83.8 72.7 90.4 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2008