WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 607,963: 102,765 75,859 205,963 254,355 256,032 563,082 537,854: 44,881 70,109
Old : 303,554: 48,200 79,051 90,160 139,826 102,344 278,187 271,556: 25,367 31,999
Other: 304,408: 90,907 33,150 79,460 114,528 153,688 284,895 266,298: 19,514 38,110
: : :
: : Changes in Commitments from: February 5, 2008 :
: -2,325: 3,948 7,399 -7,332 -567 1,912 -3,951 1,979: 1,626 -4,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.5 33.9 41.8 42.1 92.6 88.5: 7.4 11.5
Old : 100.0: 15.9 26.0 29.7 46.1 33.7 91.6 89.5: 8.4 10.5
Other: 100.0: 29.9 10.9 26.1 37.6 50.5 93.6 87.5: 6.4 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 126 131 178 94 132 336 344:
Old : 364: 106 136 120 56 108 236 294:
Other: 339: 116 85 104 86 120 255 264:
:----------------------------------------------------------------------------------------------------
: 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 14.7 28.5 22.8 17.4 12.6 25.2 17.2
Old : 21.7 15.8 33.4 24.8 21.3 13.5 32.1 19.4
Other: 24.4 18.3 34.6 27.6 20.6 15.2 28.7 20.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 2,099,426: 379,029 81,283 628,752 867,083 1,067,681 1,874,864 1,777,716: 224,562 321,710
Old : 1,382,796: 208,277 119,379 424,771 594,891 650,364 1,227,938 1,194,514: 154,858 188,283
Other: 716,630: 232,153 23,304 142,581 272,192 417,317 646,926 583,202: 69,704 133,428
: : :
: : Changes in Commitments from: February 5, 2008 :
: 30,040: -547 -540 27,814 10,944 6,900 38,212 34,174: -8,172 -4,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 3.9 29.9 41.3 50.9 89.3 84.7: 10.7 15.3
Old : 100.0: 15.1 8.6 30.7 43.0 47.0 88.8 86.4: 11.2 13.6
Other: 100.0: 32.4 3.3 19.9 38.0 58.2 90.3 81.4: 9.7 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 811: 247 124 259 301 376 657 677:
Old : 779: 184 176 227 270 348 587 632:
Other: 633: 168 90 127 179 333 393 506:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 16.2 18.4 21.9 9.4 10.9 14.5 14.3
Old : 11.7 15.1 19.4 21.8 11.2 10.8 17.1 14.2
Other: 15.2 19.0 26.4 24.8 12.5 14.4 19.6 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,175: 3,858 2,100 669 6,618 10,589 11,144 13,358: 4,031 1,817
Old : 11,941: 3,599 2,042 533 4,847 7,857 8,980 10,433: 2,961 1,508
Other: 3,234: 264 64 129 1,770 2,731 2,164 2,925: 1,069 309
: : :
: : Changes in Commitments from: February 5, 2008 :
: 259: 151 56 -126 -199 -190 -173 -260: 432 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 13.8 4.4 43.6 69.8 73.4 88.0: 26.6 12.0
Old : 100.0: 30.1 17.1 4.5 40.6 65.8 75.2 87.4: 24.8 12.6
Other: 100.0: 8.2 2.0 4.0 54.7 84.5 66.9 90.5: 33.1 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 8 8 17 14 41 24:
Old : 47: 20 6 7 13 14 36 24:
Other: 20: 4 3 5 8 12 15 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 : 25.3 46.0 39.4 70.7 19.4 36.6 32.3 57.5
Old : 24.1 52.0 39.6 70.0 24.1 48.8 39.6 66.8
Other: 57.2 63.6 65.2 77.5 48.1 55.8 48.2 66.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 841,245: 166,702 30,653 262,381 311,210 409,609 740,294 702,643: 100,951 138,602
Old : 592,145: 113,766 37,520 186,860 219,108 281,339 519,734 505,719: 72,412 86,426
Other: 249,100: 75,572 15,769 52,885 92,103 128,270 220,560 196,924: 28,539 52,175
: : :
: : Changes in Commitments from: February 5, 2008 :
: 3,139: -3,983 -1,312 9,753 3,408 402 9,178 8,843: -6,039 -5,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.6 31.2 37.0 48.7 88.0 83.5: 12.0 16.5
Old : 100.0: 19.2 6.3 31.6 37.0 47.5 87.8 85.4: 12.2 14.6
Other: 100.0: 30.3 6.3 21.2 37.0 51.5 88.5 79.1: 11.5 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 556: 202 107 201 145 205 437 455:
Old : 533: 177 126 175 126 194 390 427:
Other: 365: 102 74 70 88 169 222 284:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 22.0 25.9 29.7 13.3 16.0 18.8 19.5
Old : 17.3 22.4 26.8 30.9 14.1 17.3 20.7 21.3
Other: 22.8 21.5 35.4 32.2 15.7 15.2 25.2 20.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,228: 21,335 4,479 190 2 2,713 21,527 7,382: 3,701 17,846
Old : 11,525: 8,953 4,055 137 2 1,296 9,092 5,488: 2,433 6,037
Other: 13,703: 12,432 474 3 0 1,417 12,435 1,894: 1,268 11,809
: : :
: : Changes in Commitments from: February 5, 2008 :
: -144: 1,123 108 -40 0 -120 1,083 -52: -1,227 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 17.8 0.8 0.0 10.8 85.3 29.3: 14.7 70.7
Old : 100.0: 77.7 35.2 1.2 0.0 11.2 78.9 47.6: 21.1 52.4
Other: 100.0: 90.7 3.5 0.0 0.0 10.3 90.7 13.8: 9.3 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 17 9 7 1 6 19 21:
Old : 32: 17 9 5 1 6 19 19:
Other: 20: 10 4 2 0 6 10 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 14.8 74.2 21.7 60.7 14.8 73.6 21.7
Old : 42.9 29.0 60.5 37.8 42.9 29.0 59.6 37.7
Other: 79.2 7.8 90.6 13.1 79.2 7.8 90.6 13.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 342,671: 55,927 22,979 87,695 165,828 215,545 309,450 326,219: 33,221 16,452
Old : 296,366: 55,329 29,174 68,593 142,204 183,179 266,126 280,946: 30,240 15,420
Other: 46,305: 13,914 7,120 5,786 23,625 32,367 43,325 45,273: 2,981 1,032
: : :
: : Changes in Commitments from: February 5, 2008 :
: 1,641: 763 -809 1,380 2,072 1,117 4,214 1,688: -2,573 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 6.7 25.6 48.4 62.9 90.3 95.2: 9.7 4.8
Old : 100.0: 18.7 9.8 23.1 48.0 61.8 89.8 94.8: 10.2 5.2
Other: 100.0: 30.0 15.4 12.5 51.0 69.9 93.6 97.8: 6.4 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 70 40 63 62 64 170 144:
Old : 209: 71 46 57 59 64 161 144:
Other: 105: 31 19 21 40 30 81 61:
:----------------------------------------------------------------------------------------------------
: 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 35.7 27.1 46.3 15.4 27.7 22.1 35.1
Old : 18.9 35.4 29.1 46.2 17.6 32.3 24.4 38.8
Other: 32.5 47.4 46.2 62.8 29.9 44.8 43.0 58.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 1,270,282: 220,065 197,496 133,064 754,677 730,976 1,107,806 1,061,536: 162,477 208,746
Old : 1,270,282: 220,065 197,496 133,064 754,677 730,976 1,107,806 1,061,536: 162,477 208,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -12,441: 3,862 -18,665 1,742 -15,230 -3,701 -9,626 -20,623: -2,816 8,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.5 10.5 59.4 57.5 87.2 83.6: 12.8 16.4
Old : 100.0: 17.3 15.5 10.5 59.4 57.5 87.2 83.6: 12.8 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 : 203: 39 52 57 85 94 157 170:
Old : 203: 39 52 57 85 94 157 170:
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 : 23.9 24.8 34.6 32.3 20.2 22.3 27.8 26.9
Old : 23.9 24.8 34.6 32.3 20.2 22.3 27.8 26.9
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, February 12, 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 : 270,010: 57,113 13,006 47,783 121,112 187,788 226,008 248,577: 44,002 21,433
Old : 201,489: 48,310 12,275 31,315 87,384 138,921 167,008 182,511: 34,481 18,978
Other: 68,521: 11,289 3,216 13,983 33,728 48,867 59,000 66,065: 9,521 2,456
: : :
: : Changes in Commitments from: February 5, 2008 :
: 1,849: 1,676 -1,714 1,346 -791 1,607 2,232 1,239: -382 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.8 17.7 44.9 69.5 83.7 92.1: 16.3 7.9
Old : 100.0: 24.0 6.1 15.5 43.4 68.9 82.9 90.6: 17.1 9.4
Other: 100.0: 16.5 4.7 20.4 49.2 71.3 86.1 96.4: 13.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 73 27 48 72 68 170 127:
Old : 190: 66 34 46 63 68 158 125:
Other: 98: 27 13 21 52 24 87 50:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 41.9 26.9 51.0 12.0 36.6 19.4 42.0
Old : 21.0 37.0 29.6 46.4 17.7 36.1 26.3 43.5
Other: 21.9 57.4 35.4 69.8 20.9 50.4 31.9 60.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,286: 8,092 345 1,705 7,444 18,151 17,241 20,202: 4,045 1,085
Old : 16,612: 6,813 370 1,120 5,372 14,293 13,306 15,783: 3,306 829
Other: 4,674: 1,593 289 271 2,071 3,858 3,935 4,419: 739 256
: : :
: : Changes in Commitments from: February 5, 2008 :
: 604: 251 -30 -188 541 829 604 611: -1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 1.6 8.0 35.0 85.3 81.0 94.9: 19.0 5.1
Old : 100.0: 41.0 2.2 6.7 32.3 86.0 80.1 95.0: 19.9 5.0
Other: 100.0: 34.1 6.2 5.8 44.3 82.5 84.2 94.5: 15.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 37 5 14 29 21 69 37:
Old : 72: 33 4 11 27 19 62 32:
Other: 40: 15 4 5 14 12 29 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 65.8 27.3 78.7 16.0 60.9 26.8 67.9
Old : 17.7 66.0 31.1 80.2 17.7 62.7 30.1 71.4
Other: 41.6 71.7 57.3 84.1 37.7 60.5 49.9 71.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 1,328,422: 353,997 342,822 32,015 803,173 840,277 1,189,185 1,215,114: 139,237 113,308
Old : 1,328,422: 353,997 342,822 32,015 803,173 840,277 1,189,185 1,215,114: 139,237 113,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 70,309: 36,065 1,965 2,211 40,538 56,042 78,814 60,218: -8,505 10,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 25.8 2.4 60.5 63.3 89.5 91.5: 10.5 8.5
Old : 100.0: 26.6 25.8 2.4 60.5 63.3 89.5 91.5: 10.5 8.5
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 : 250: 69 48 35 103 95 187 164:
Old : 250: 69 48 35 103 95 187 164:
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 : 17.1 48.9 29.4 58.6 14.9 46.9 25.8 53.0
Old : 17.1 48.9 29.4 58.6 14.9 46.9 25.8 53.0
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, February 12, 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 : 3,658,586: 567,294 329,231 651,905 2,078,558 2,206,632 3,297,757 3,187,768: 360,829 470,818
Old : 3,658,586: 567,294 329,231 651,905 2,078,558 2,206,632 3,297,757 3,187,768: 360,829 470,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -39,786: -13,588 7,285 -18,888 -1,186 -37,268 -33,662 -48,870: -6,124 9,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.0 17.8 56.8 60.3 90.1 87.1: 9.9 12.9
Old : 100.0: 15.5 9.0 17.8 56.8 60.3 90.1 87.1: 9.9 12.9
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 : 323: 60 79 83 142 156 243 277:
Old : 323: 60 79 83 142 156 243 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 18.2 35.0 26.8 20.3 14.9 26.3 19.1
Old : 27.3 18.2 35.0 26.8 20.3 14.9 26.3 19.1
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, February 12, 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 : 2,499,444: 441,828 529,163 261,346 1,525,720 1,463,743 2,228,894 2,254,252: 270,550 245,192
Old : 2,499,444: 441,828 529,163 261,346 1,525,720 1,463,743 2,228,894 2,254,252: 270,550 245,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 49,954: 43,294 35,456 -8,082 16,146 14,547 51,358 41,922: -1,404 8,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.2 10.5 61.0 58.6 89.2 90.2: 10.8 9.8
Old : 100.0: 17.7 21.2 10.5 61.0 58.6 89.2 90.2: 10.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 50 50 53 104 96 182 172:
Old : 229: 50 50 53 104 96 182 172:
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 : 17.2 41.4 27.3 51.4 13.9 35.8 21.3 41.7
Old : 17.2 41.4 27.3 51.4 13.9 35.8 21.3 41.7
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, February 12, 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 : 493,701: 51,146 31,244 167,178 247,820 262,716 466,144 461,138: 27,557 32,563
Old : 493,701: 51,146 31,244 167,178 247,820 262,716 466,144 461,138: 27,557 32,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 20,812: -327 13,712 1,550 17,303 6,135 18,526 21,398: 2,286 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.3 33.9 50.2 53.2 94.4 93.4: 5.6 6.6
Old : 100.0: 10.4 6.3 33.9 50.2 53.2 94.4 93.4: 5.6 6.6
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 : 140: 25 38 40 61 68 109 126:
Old : 140: 25 38 40 61 68 109 126:
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 : 24.8 22.1 38.5 36.8 16.3 12.2 22.1 18.3
Old : 24.8 22.1 38.5 36.8 16.3 12.2 22.1 18.3
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, February 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,958: 3,119 2,375 1,297 1,620 6,084 6,036 9,756: 8,922 5,202
Old : 14,958: 3,119 2,375 1,297 1,620 6,084 6,036 9,756: 8,922 5,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -75: -297 76 76 525 741 304 893: -379 -968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 15.9 8.7 10.8 40.7 40.4 65.2: 59.6 34.8
Old : 100.0: 20.8 15.9 8.7 10.8 40.7 40.4 65.2: 59.6 34.8
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 : 22: 9 5 3 4 6 14 13:
Old : 22: 9 5 3 4 6 14 13:
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 : 20.1 42.5 32.5 56.7 18.1 42.1 25.0 52.3
Old : 20.1 42.5 32.5 56.7 18.1 42.1 25.0 52.3
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, February 12, 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 : 34,928: 15,342 12,497 2,389 13,041 12,341 30,772 27,227: 4,156 7,701
Old : 34,928: 15,342 12,497 2,389 13,041 12,341 30,772 27,227: 4,156 7,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 3,148: 2,019 -47 729 343 2,058 3,091 2,740: 57 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 35.8 6.8 37.3 35.3 88.1 78.0: 11.9 22.0
Old : 100.0: 43.9 35.8 6.8 37.3 35.3 88.1 78.0: 11.9 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 : 61: 24 17 12 14 10 44 33:
Old : 61: 24 17 12 14 10 44 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 : 30.4 34.0 47.1 52.5 30.4 34.0 46.2 52.5
Old : 30.4 34.0 47.1 52.5 30.4 34.0 46.2 52.5
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 with Delta-adjusted Options and Futures Combined, February 12, 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 : 98,524: 42,991 32,936 2,953 32,453 45,035 78,397 80,924: 20,126 17,599
Old : 98,524: 42,991 32,936 2,953 32,453 45,035 78,397 80,924: 20,126 17,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 7,162: 3,322 2,856 305 1,110 -94 4,737 3,066: 2,426 4,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 33.4 3.0 32.9 45.7 79.6 82.1: 20.4 17.9
Old : 100.0: 43.6 33.4 3.0 32.9 45.7 79.6 82.1: 20.4 17.9
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 : 119: 47 38 17 21 22 73 72:
Old : 119: 47 38 17 21 22 73 72:
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 : 26.1 27.0 41.1 40.7 25.6 27.0 40.5 40.2
Old : 26.1 27.0 41.1 40.7 25.6 27.0 40.5 40.2
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 with Delta-adjusted Options and Futures Combined, February 12, 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 : 55,484: 11,583 11,515 1,045 42,466 42,881 55,094 55,441: 390 43
Old : 55,484: 11,583 11,515 1,045 42,466 42,881 55,094 55,441: 390 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 4: -552 870 188 384 -437 20 621: -16 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 20.8 1.9 76.5 77.3 99.3 99.9: 0.7 0.1
Old : 100.0: 20.9 20.8 1.9 76.5 77.3 99.3 99.9: 0.7 0.1
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 : 51: 11 18 4 17 11 29 32:
Old : 51: 11 18 4 17 11 29 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 : 77.5 80.8 90.7 89.9 75.1 73.5 83.1 82.6
Old : 77.5 80.8 90.7 89.9 75.1 73.5 83.1 82.6
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, February 12, 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 : 16,082: 838 2,499 111 14,958 13,403 15,907 16,013: 175 69
Old : 16,082: 838 2,499 111 14,958 13,403 15,907 16,013: 175 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 718: -448 596 0 1,104 116 656 712: 62 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.5 0.7 93.0 83.3 98.9 99.6: 1.1 0.4
Old : 100.0: 5.2 15.5 0.7 93.0 83.3 98.9 99.6: 1.1 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: 6 6 1 8 8 14 15:
Old : 27: 6 6 1 8 8 14 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 : 89.1 85.3 95.8 95.2 88.7 85.3 93.9 93.8
Old : 89.1 85.3 95.8 95.2 88.7 85.3 93.9 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2008