WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 578,008: 107,983 77,021 181,199 239,573 245,613 528,755 503,833: 49,253 74,175
Old : 330,893: 61,375 80,099 90,788 148,541 118,309 300,704 289,196: 30,188 41,697
Other: 247,116: 80,654 30,968 56,364 91,032 127,305 228,051 214,637: 19,065 32,478
: : :
: : Changes in Commitments from: January 8, 2008 :
: 13,890: 12,992 870 12,549 -12,162 -1,707 13,378 11,712: 512 2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.3 31.3 41.4 42.5 91.5 87.2: 8.5 12.8
Old : 100.0: 18.5 24.2 27.4 44.9 35.8 90.9 87.4: 9.1 12.6
Other: 100.0: 32.6 12.5 22.8 36.8 51.5 92.3 86.9: 7.7 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 127 137 181 96 134 351 350:
Old : 389: 98 162 127 66 109 257 310:
Other: 331: 132 66 85 81 117 249 236:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 15.6 27.7 22.8 17.8 12.4 25.6 17.6
Old : 20.3 14.8 31.9 23.3 20.1 12.7 31.0 18.2
Other: 25.9 19.6 37.6 28.4 23.4 17.6 33.5 24.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,979,178: 379,970 79,747 553,705 834,453 1,034,230 1,768,128 1,667,682: 211,050 311,496
Old : 1,378,858: 236,287 118,054 390,212 605,634 683,769 1,232,134 1,192,035: 146,724 186,823
Other: 600,320: 207,875 25,885 99,300 228,819 350,461 535,994 475,647: 64,326 124,673
: : :
: : Changes in Commitments from: January 8, 2008 :
: 143,761: 2,076 -967 90,138 44,202 45,137 136,416 134,308: 7,345 9,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.0 28.0 42.2 52.3 89.3 84.3: 10.7 15.7
Old : 100.0: 17.1 8.6 28.3 43.9 49.6 89.4 86.5: 10.6 13.5
Other: 100.0: 34.6 4.3 16.5 38.1 58.4 89.3 79.2: 10.7 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 782: 271 96 224 284 364 628 627:
Old : 751: 215 135 189 255 339 563 580:
Other: 582: 159 69 98 161 316 351 455:
:----------------------------------------------------------------------------------------------------
: 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 16.7 17.6 22.3 9.8 12.6 14.8 16.4
Old : 12.3 16.7 19.6 22.8 11.6 12.6 17.9 17.2
Other: 15.1 18.5 26.4 24.1 13.2 14.2 20.4 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,617: 4,075 1,275 675 5,851 11,425 10,601 13,375: 4,016 1,242
Old : 12,612: 3,929 1,307 542 4,915 9,628 9,386 11,476: 3,226 1,136
Other: 2,005: 244 67 35 936 1,797 1,215 1,899: 790 107
: : :
: : Changes in Commitments from: January 8, 2008 :
: 995: 16 626 252 259 327 527 1,204: 468 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 8.7 4.6 40.0 78.2 72.5 91.5: 27.5 8.5
Old : 100.0: 31.2 10.4 4.3 39.0 76.3 74.4 91.0: 25.6 9.0
Other: 100.0: 12.2 3.3 1.7 46.7 89.6 60.6 94.7: 39.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 24 5 9 17 13 46 24:
Old : 52: 24 6 8 14 13 43 23:
Other: 18: 5 2 3 8 11 14 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 48.5 37.0 72.6 22.5 40.7 34.5 64.0
Old : 26.1 47.0 40.0 71.7 26.1 44.3 40.0 68.7
Other: 53.4 75.6 58.2 87.6 42.9 68.4 43.5 75.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 791,022: 167,146 32,652 220,182 301,753 408,726 689,081 661,560: 101,941 129,462
Old : 600,020: 125,238 42,090 170,019 227,029 299,089 522,286 511,199: 77,734 88,821
Other: 191,002: 64,161 12,815 27,909 74,724 109,637 166,795 150,361: 24,207 40,641
: : :
: : Changes in Commitments from: January 8, 2008 :
: 25,180: 591 1,336 12,076 4,969 6,001 17,636 19,412: 7,544 5,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 4.1 27.8 38.1 51.7 87.1 83.6: 12.9 16.4
Old : 100.0: 20.9 7.0 28.3 37.8 49.8 87.0 85.2: 13.0 14.8
Other: 100.0: 33.6 6.7 14.6 39.1 57.4 87.3 78.7: 12.7 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 182 108 159 146 215 409 424:
Old : 520: 155 121 147 131 210 369 413:
Other: 353: 97 62 54 80 176 199 270:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 22.7 25.8 30.8 12.6 16.4 18.2 19.9
Old : 16.1 22.6 25.3 30.4 13.0 16.0 20.1 20.0
Other: 26.1 23.9 40.7 35.4 20.1 20.1 31.6 26.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,935: 19,357 3,658 432 7 2,988 19,796 7,078: 4,139 16,857
Old : 11,927: 8,854 3,497 87 7 1,444 8,948 5,028: 2,979 6,899
Other: 12,008: 10,848 506 0 0 1,544 10,848 2,050: 1,160 9,958
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,615: 2,022 447 -386 7 1,001 1,643 1,062: -28 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 15.3 1.8 0.0 12.5 82.7 29.6: 17.3 70.4
Old : 100.0: 74.2 29.3 0.7 0.1 12.1 75.0 42.2: 25.0 57.8
Other: 100.0: 90.3 4.2 0.0 0.0 12.9 90.3 17.1: 9.7 82.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 18 9 8 1 8 21 23:
Old : 34: 16 11 5 1 7 19 21:
Other: 23: 12 3 0 0 8 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 : 57.9 12.9 69.5 19.2 57.8 12.9 68.6 19.2
Old : 41.3 22.0 56.2 29.8 41.2 22.0 56.0 29.8
Other: 77.1 8.9 89.0 14.3 77.1 8.9 89.0 14.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 333,217: 64,610 16,367 74,294 159,582 224,818 298,486 315,479: 34,731 17,738
Old : 293,127: 64,775 22,186 59,307 136,276 195,352 260,358 276,845: 32,769 16,282
Other: 40,090: 11,752 6,098 3,070 23,306 29,466 38,128 38,634: 1,962 1,456
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,079: -5,435 40 7,308 -1,263 -6,209 610 1,139: 2,469 1,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 4.9 22.3 47.9 67.5 89.6 94.7: 10.4 5.3
Old : 100.0: 22.1 7.6 20.2 46.5 66.6 88.8 94.4: 11.2 5.6
Other: 100.0: 29.3 15.2 7.7 58.1 73.5 95.1 96.4: 4.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 68 35 54 63 62 163 128:
Old : 193: 72 38 48 60 61 156 125:
Other: 83: 21 20 18 28 24 61 51:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 39.1 24.1 49.9 14.0 31.8 20.7 40.2
Old : 17.2 39.8 26.6 49.9 15.9 37.5 22.9 45.0
Other: 39.3 57.4 55.8 72.6 37.9 56.0 53.8 70.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,275,690: 227,876 205,556 112,045 765,330 748,531 1,105,251 1,066,132: 170,439 209,558
Old : 1,275,690: 227,876 205,556 112,045 765,330 748,531 1,105,251 1,066,132: 170,439 209,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 92,918: 30,273 12,296 16,201 29,106 53,163 75,580 81,659: 17,338 11,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.1 8.8 60.0 58.7 86.6 83.6: 13.4 16.4
Old : 100.0: 17.9 16.1 8.8 60.0 58.7 86.6 83.6: 13.4 16.4
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 : 200: 37 51 57 89 92 159 167:
Old : 200: 37 51 57 89 92 159 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 25.4 34.4 35.6 20.8 22.3 28.7 28.8
Old : 23.0 25.4 34.4 35.6 20.8 22.3 28.7 28.8
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 15, 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 : 266,205: 68,235 12,733 40,052 110,487 193,910 218,774 246,695: 47,431 19,510
Old : 222,554: 59,998 14,388 29,498 91,803 160,962 181,299 204,847: 41,255 17,706
Other: 43,651: 12,434 2,542 6,358 18,684 32,948 37,475 41,847: 6,176 1,804
: : :
: : Changes in Commitments from: January 8, 2008 :
: 10,180: -5,948 1,327 1,645 14,058 8,513 9,755 11,485: 425 -1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 4.8 15.0 41.5 72.8 82.2 92.7: 17.8 7.3
Old : 100.0: 27.0 6.5 13.3 41.2 72.3 81.5 92.0: 18.5 8.0
Other: 100.0: 28.5 5.8 14.6 42.8 75.5 85.9 95.9: 14.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 75 34 50 70 62 174 123:
Old : 191: 69 38 47 64 61 161 121:
Other: 95: 27 16 23 47 17 86 45:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 44.8 28.9 54.8 12.7 38.9 19.2 45.6
Old : 24.4 42.3 31.7 52.4 18.7 39.9 25.9 47.0
Other: 19.5 58.2 31.7 72.8 19.4 54.2 30.8 67.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 19,203: 8,153 364 1,363 5,997 16,658 15,513 18,386: 3,690 818
Old : 16,862: 7,973 447 914 4,596 14,847 13,482 16,208: 3,380 654
Other: 2,341: 554 291 76 1,401 1,811 2,031 2,178: 311 163
: : :
: : Changes in Commitments from: January 8, 2008 :
: 460: 170 92 49 261 280 479 421: -19 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 1.9 7.1 31.2 86.7 80.8 95.7: 19.2 4.3
Old : 100.0: 47.3 2.7 5.4 27.3 88.1 80.0 96.1: 20.0 3.9
Other: 100.0: 23.6 12.4 3.3 59.8 77.4 86.7 93.0: 13.3 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 34 5 11 23 18 60 31:
Old : 66: 29 7 8 21 16 54 27:
Other: 35: 13 5 4 10 10 25 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 : 17.4 73.0 29.7 82.3 17.4 67.6 29.4 74.6
Old : 19.1 74.8 32.6 84.3 19.1 71.7 32.6 80.3
Other: 40.9 69.9 60.0 83.4 28.6 48.3 45.6 61.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,114,285: 317,650 176,517 36,766 602,053 792,609 956,469 1,005,892: 157,816 108,392
Old : 1,114,285: 317,650 176,517 36,766 602,053 792,609 956,469 1,005,892: 157,816 108,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 48,521: 59,845 -491 8,137 -37,487 30,958 30,495 38,604: 18,026 9,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 15.8 3.3 54.0 71.1 85.8 90.3: 14.2 9.7
Old : 100.0: 28.5 15.8 3.3 54.0 71.1 85.8 90.3: 14.2 9.7
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 : 244: 63 46 34 98 98 179 161:
Old : 244: 63 46 34 98 98 179 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 45.0 28.0 51.8 17.3 42.5 26.7 47.8
Old : 17.9 45.0 28.0 51.8 17.3 42.5 26.7 47.8
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 15, 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 : 3,380,281: 575,371 327,379 510,401 1,911,120 2,087,231 2,996,892 2,925,012: 383,389 455,269
Old : 3,380,281: 575,371 327,379 510,401 1,911,120 2,087,231 2,996,892 2,925,012: 383,389 455,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 341,911: -14,948 30,646 105,294 204,986 190,850 295,332 326,790: 46,579 15,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 9.7 15.1 56.5 61.7 88.7 86.5: 11.3 13.5
Old : 100.0: 17.0 9.7 15.1 56.5 61.7 88.7 86.5: 11.3 13.5
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 : 301: 55 73 77 133 144 229 253:
Old : 301: 55 73 77 133 144 229 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 21.4 34.3 29.1 19.7 18.2 24.7 23.7
Old : 26.6 21.4 34.3 29.1 19.7 18.2 24.7 23.7
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,359,038: 359,511 557,114 236,434 1,476,875 1,325,708 2,072,820 2,119,256: 286,219 239,782
Old : 2,359,038: 359,511 557,114 236,434 1,476,875 1,325,708 2,072,820 2,119,256: 286,219 239,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 144,394: -27,160 47,348 63,074 80,334 26,861 116,248 137,283: 28,146 7,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 23.6 10.0 62.6 56.2 87.9 89.8: 12.1 10.2
Old : 100.0: 15.2 23.6 10.0 62.6 56.2 87.9 89.8: 12.1 10.2
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 : 221: 38 53 50 104 99 175 170:
Old : 221: 38 53 50 104 99 175 170:
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 37.4 29.1 46.2 15.7 33.5 24.5 39.7
Old : 18.3 37.4 29.1 46.2 15.7 33.5 24.5 39.7
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 15, 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 : 579,255: 142,545 70,466 148,298 252,089 312,174 542,933 530,938: 36,322 48,317
Old : 579,255: 142,545 70,466 148,298 252,089 312,174 542,933 530,938: 36,322 48,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 92,237: 26,400 14,013 35,554 15,153 23,933 77,107 73,500: 15,130 18,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 12.2 25.6 43.5 53.9 93.7 91.7: 6.3 8.3
Old : 100.0: 24.6 12.2 25.6 43.5 53.9 93.7 91.7: 6.3 8.3
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 : 136: 26 38 34 58 64 102 118:
Old : 136: 26 38 34 58 64 102 118:
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 : 28.6 19.3 44.9 32.3 21.1 9.9 27.4 17.3
Old : 28.6 19.3 44.9 32.3 21.1 9.9 27.4 17.3
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 15, 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 : 17,430: 5,116 1,074 1,270 1,760 7,757 8,146 10,101: 9,284 7,329
Old : 17,430: 5,116 1,074 1,270 1,760 7,757 8,146 10,101: 9,284 7,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -1,156: -974 -989 225 37 -931 -713 -1,696: -444 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 6.2 7.3 10.1 44.5 46.7 58.0: 53.3 42.0
Old : 100.0: 29.4 6.2 7.3 10.1 44.5 46.7 58.0: 53.3 42.0
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 : 30: 13 6 6 4 9 20 18:
Old : 30: 13 6 6 4 9 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 33.8 28.6 47.7 14.6 33.3 22.8 41.9
Old : 17.3 33.8 28.6 47.7 14.6 33.3 22.8 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 30,321: 9,678 14,254 1,510 13,404 8,899 24,592 24,663: 5,730 5,658
Old : 30,321: 9,678 14,254 1,510 13,404 8,899 24,592 24,663: 5,730 5,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,787: 641 195 -8 675 475 1,308 662: 480 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 47.0 5.0 44.2 29.3 81.1 81.3: 18.9 18.7
Old : 100.0: 31.9 47.0 5.0 44.2 29.3 81.1 81.3: 18.9 18.7
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 : 49: 12 18 10 13 9 33 29:
Old : 49: 12 18 10 13 9 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 44.0 55.7 60.1 37.9 44.0 54.5 60.0
Old : 38.0 44.0 55.7 60.1 37.9 44.0 54.5 60.0
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 15, 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 : 84,403: 33,670 20,900 3,295 30,191 48,066 67,156 72,261: 17,247 12,142
Old : 84,403: 33,670 20,900 3,295 30,191 48,066 67,156 72,261: 17,247 12,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,419: -116 -652 -231 2,732 1,073 2,385 189: 35 2,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 24.8 3.9 35.8 56.9 79.6 85.6: 20.4 14.4
Old : 100.0: 39.9 24.8 3.9 35.8 56.9 79.6 85.6: 20.4 14.4
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 : 98: 40 25 13 22 19 64 55:
Old : 98: 40 25 13 22 19 64 55:
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 : 28.4 37.6 42.3 51.7 28.4 37.6 42.3 50.8
Old : 28.4 37.6 42.3 51.7 28.4 37.6 42.3 50.8
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 15, 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 : 56,250: 11,548 9,855 976 43,267 45,323 55,791 56,154: 459 96
Old : 56,250: 11,548 9,855 976 43,267 45,323 55,791 56,154: 459 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,537: 2,904 -684 -301 779 4,557 3,382 3,572: 155 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 17.5 1.7 76.9 80.6 99.2 99.8: 0.8 0.2
Old : 100.0: 20.5 17.5 1.7 76.9 80.6 99.2 99.8: 0.8 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 : 49: 12 16 4 16 13 28 33:
Old : 49: 12 16 4 16 13 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 81.6 90.6 91.7 75.5 71.0 80.2 81.1
Old : 78.7 81.6 90.6 91.7 75.5 71.0 80.2 81.1
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 16,573: 9,865 3,313 110 6,403 13,018 16,378 16,441: 195 132
Old : 16,573: 9,865 3,313 110 6,403 13,018 16,378 16,441: 195 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -321: 81 -668 -141 -363 393 -423 -416: 102 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 20.0 0.7 38.6 78.5 98.8 99.2: 1.2 0.8
Old : 100.0: 59.5 20.0 0.7 38.6 78.5 98.8 99.2: 1.2 0.8
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 : 30: 8 6 1 8 9 16 16:
Old : 30: 8 6 1 8 9 16 16:
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 : 87.3 80.4 95.5 95.6 84.9 80.4 92.1 93.7
Old : 87.3 80.4 95.5 95.6 84.9 80.4 92.1 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2008