WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 606,226: 102,229 73,603 210,197 252,921 257,565 565,348 541,365: 40,878 64,860
Old : 292,094: 43,506 78,149 86,072 141,067 100,312 270,644 264,533: 21,449 27,560
Other: 314,132: 96,790 33,521 86,059 111,855 157,253 294,703 276,832: 19,429 37,300
: : :
: : Changes in Commitments from: February 12, 2008 :
: -1,737: -536 -2,256 4,235 -1,433 1,533 2,266 3,512: -4,003 -5,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.1 34.7 41.7 42.5 93.3 89.3: 6.7 10.7
Old : 100.0: 14.9 26.8 29.5 48.3 34.3 92.7 90.6: 7.3 9.4
Other: 100.0: 30.8 10.7 27.4 35.6 50.1 93.8 88.1: 6.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 121 139 187 96 132 343 352:
Old : 356: 98 144 123 54 105 232 294:
Other: 350: 130 82 108 86 120 267 267:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 15.2 28.7 23.4 17.4 13.5 25.4 18.2
Old : 23.0 16.5 35.1 25.6 22.6 14.1 33.7 20.5
Other: 22.5 17.7 32.6 27.0 19.7 16.1 26.6 21.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 2,157,730: 392,010 74,345 666,698 875,636 1,105,069 1,934,343 1,846,112: 223,387 311,618
Old : 1,390,967: 214,022 116,409 439,810 590,033 659,239 1,243,865 1,215,458: 147,101 175,509
Other: 766,763: 244,175 24,124 160,701 285,602 445,830 690,478 630,654: 76,285 136,109
: : :
: : Changes in Commitments from: February 12, 2008 :
: 58,304: 12,981 -6,938 37,946 8,553 37,387 59,479 68,396: -1,176 -10,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 3.4 30.9 40.6 51.2 89.6 85.6: 10.4 14.4
Old : 100.0: 15.4 8.4 31.6 42.4 47.4 89.4 87.4: 10.6 12.6
Other: 100.0: 31.8 3.1 21.0 37.2 58.1 90.1 82.2: 9.9 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 823: 260 117 271 298 380 664 693:
Old : 788: 202 158 231 268 353 592 641:
Other: 641: 170 91 133 185 337 406 513:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 16.8 19.0 22.7 9.8 11.3 14.9 14.8
Old : 12.5 15.4 20.4 22.4 12.0 11.1 17.9 15.0
Other: 14.5 20.0 25.8 25.8 12.0 14.2 18.5 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 15,695: 4,071 2,140 962 6,334 11,048 11,366 14,150: 4,328 1,545
Old : 11,523: 3,681 1,924 657 4,230 7,924 8,569 10,506: 2,954 1,018
Other: 4,171: 392 218 302 2,103 3,124 2,798 3,644: 1,374 528
: : :
: : Changes in Commitments from: February 12, 2008 :
: 520: 213 40 293 -284 459 222 791: 298 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 13.6 6.1 40.4 70.4 72.4 90.2: 27.6 9.8
Old : 100.0: 31.9 16.7 5.7 36.7 68.8 74.4 91.2: 25.6 8.8
Other: 100.0: 9.4 5.2 7.3 50.4 74.9 67.1 87.4: 32.9 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 22 8 10 17 13 45 25:
Old : 50: 22 7 8 13 13 39 24:
Other: 23: 6 3 6 10 12 19 18:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 47.5 37.4 71.2 19.0 37.6 31.9 59.1
Old : 25.4 56.2 41.6 72.5 25.4 54.7 41.6 70.7
Other: 49.9 52.7 60.3 69.5 40.7 44.3 44.1 57.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 878,378: 172,437 33,019 276,057 319,344 426,995 767,838 736,071: 110,540 142,308
Old : 611,029: 116,417 39,265 193,447 221,211 290,747 531,075 523,458: 79,954 87,571
Other: 267,349: 79,744 17,477 58,887 98,132 136,248 236,763 212,612: 30,586 54,737
: : :
: : Changes in Commitments from: February 12, 2008 :
: 37,133: 5,735 2,366 13,676 8,134 17,386 27,544 33,427: 9,589 3,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.8 31.4 36.4 48.6 87.4 83.8: 12.6 16.2
Old : 100.0: 19.1 6.4 31.7 36.2 47.6 86.9 85.7: 13.1 14.3
Other: 100.0: 29.8 6.5 22.0 36.7 51.0 88.6 79.5: 11.4 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 191 132 209 151 215 454 477:
Old : 557: 177 140 185 128 203 403 450:
Other: 386: 105 82 70 97 177 240 292:
:----------------------------------------------------------------------------------------------------
: 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 21.7 25.7 29.0 13.1 16.1 18.4 19.8
Old : 17.4 21.7 26.3 29.8 14.1 17.3 20.6 21.4
Other: 21.9 21.9 34.3 31.7 14.9 15.8 25.0 20.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,143: 20,960 3,837 408 0 2,777 21,368 7,022: 3,775 18,121
Old : 10,638: 7,628 3,409 321 0 1,112 7,949 4,842: 2,689 5,796
Other: 14,505: 13,409 505 10 0 1,665 13,419 2,180: 1,086 12,325
: : :
: : Changes in Commitments from: February 12, 2008 :
: -85: -375 -642 218 -2 64 -159 -360: 74 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 15.3 1.6 0.0 11.0 85.0 27.9: 15.0 72.1
Old : 100.0: 71.7 32.0 3.0 0.0 10.5 74.7 45.5: 25.3 54.5
Other: 100.0: 92.4 3.5 0.1 0.0 11.5 92.5 15.0: 7.5 85.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 17 5 9 0 7 18 20:
Old : 29: 16 6 8 0 7 18 19:
Other: 23: 12 4 1 0 7 12 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 : 61.7 16.4 73.4 22.4 61.0 16.4 72.4 22.4
Old : 41.9 32.1 60.3 38.4 41.1 32.0 58.6 38.3
Other: 77.7 8.0 90.8 13.3 77.7 8.0 90.7 13.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 353,482: 55,443 22,979 86,944 173,424 225,692 315,810 335,615: 37,672 17,867
Old : 302,337: 55,032 28,329 66,724 146,086 190,817 267,842 285,870: 34,495 16,467
Other: 51,145: 14,351 8,591 6,279 27,338 34,875 47,969 49,746: 3,177 1,400
: : :
: : Changes in Commitments from: February 12, 2008 :
: 10,811: -484 1 -751 7,596 10,147 6,360 9,396: 4,451 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.5 24.6 49.1 63.8 89.3 94.9: 10.7 5.1
Old : 100.0: 18.2 9.4 22.1 48.3 63.1 88.6 94.6: 11.4 5.4
Other: 100.0: 28.1 16.8 12.3 53.5 68.2 93.8 97.3: 6.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 73 49 64 64 68 181 151:
Old : 220: 73 53 59 61 67 173 150:
Other: 103: 31 18 18 40 30 78 59:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 36.6 26.1 47.9 14.8 29.1 21.5 36.9
Old : 18.0 35.9 27.3 47.5 17.2 32.6 24.1 39.5
Other: 34.2 44.5 46.7 61.1 30.3 42.9 42.8 56.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 1,322,001: 214,770 198,654 151,666 787,103 758,906 1,153,538 1,109,226: 168,463 212,775
Old : 1,322,001: 214,770 198,654 151,666 787,103 758,906 1,153,538 1,109,226: 168,463 212,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 51,719: -5,295 1,158 18,602 32,425 27,930 45,732 47,690: 5,986 4,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 15.0 11.5 59.5 57.4 87.3 83.9: 12.7 16.1
Old : 100.0: 16.2 15.0 11.5 59.5 57.4 87.3 83.9: 12.7 16.1
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 : 205: 47 48 59 86 95 164 171:
Old : 205: 47 48 59 86 95 164 171:
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 : 23.4 24.0 33.1 32.1 19.6 21.5 26.8 25.7
Old : 23.4 24.0 33.1 32.1 19.6 21.5 26.8 25.7
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, February 19, 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 : 269,766: 57,749 12,489 45,834 122,780 191,534 226,363 249,858: 43,403 19,909
Old : 200,760: 48,821 11,815 30,038 88,040 141,651 166,900 183,504: 33,861 17,256
Other: 69,006: 11,998 3,743 12,726 34,739 49,884 59,463 66,353: 9,543 2,653
: : :
: : Changes in Commitments from: February 12, 2008 :
: -244: 636 -517 -1,949 1,668 3,746 355 1,281: -599 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.6 17.0 45.5 71.0 83.9 92.6: 16.1 7.4
Old : 100.0: 24.3 5.9 15.0 43.9 70.6 83.1 91.4: 16.9 8.6
Other: 100.0: 17.4 5.4 18.4 50.3 72.3 86.2 96.2: 13.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 71 32 46 72 68 168 126:
Old : 189: 69 33 44 63 67 156 123:
Other: 98: 27 13 20 51 26 86 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 : 18.6 42.9 26.3 52.0 10.7 36.5 17.8 41.4
Old : 20.0 38.1 28.2 47.7 15.6 36.2 23.6 43.1
Other: 21.5 56.8 35.0 69.1 20.7 48.9 31.9 59.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 22,005: 8,270 313 2,037 7,382 18,599 17,688 20,949: 4,317 1,056
Old : 16,764: 7,023 353 1,474 4,756 14,088 13,254 15,915: 3,511 849
Other: 5,240: 1,550 264 259 2,625 4,511 4,434 5,033: 806 207
: : :
: : Changes in Commitments from: February 12, 2008 :
: 719: 178 -32 331 -62 448 447 747: 272 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 1.4 9.3 33.5 84.5 80.4 95.2: 19.6 4.8
Old : 100.0: 41.9 2.1 8.8 28.4 84.0 79.1 94.9: 20.9 5.1
Other: 100.0: 29.6 5.0 4.9 50.1 86.1 84.6 96.1: 15.4 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 34 8 15 28 21 68 38:
Old : 70: 30 7 13 24 19 59 34:
Other: 40: 12 6 5 15 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 : 15.8 67.0 27.1 78.8 15.8 62.5 26.5 69.3
Old : 18.0 65.9 31.2 78.6 17.8 63.0 30.3 71.6
Other: 41.4 76.2 54.7 86.0 37.7 66.1 49.5 75.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 1,361,480: 363,570 365,074 38,489 817,403 844,548 1,219,463 1,248,111: 142,017 113,369
Old : 1,361,480: 363,570 365,074 38,489 817,403 844,548 1,219,463 1,248,111: 142,017 113,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 33,058: 9,574 22,252 6,474 14,230 4,270 30,278 32,997: 2,780 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 26.8 2.8 60.0 62.0 89.6 91.7: 10.4 8.3
Old : 100.0: 26.7 26.8 2.8 60.0 62.0 89.6 91.7: 10.4 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 : 249: 67 47 39 107 94 190 165:
Old : 249: 67 47 39 107 94 190 165:
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 : 16.1 47.9 28.6 57.7 13.0 46.2 23.4 53.7
Old : 16.1 47.9 28.6 57.7 13.0 46.2 23.4 53.7
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 19, 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 : 3,611,391: 550,378 347,878 618,280 2,110,645 2,214,215 3,279,302 3,180,373: 332,089 431,018
Old : 3,611,391: 550,378 347,878 618,280 2,110,645 2,214,215 3,279,302 3,180,373: 332,089 431,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -47,195: -16,916 18,647 -33,626 32,086 7,583 -18,455 -7,395: -28,740 -39,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 9.6 17.1 58.4 61.3 90.8 88.1: 9.2 11.9
Old : 100.0: 15.2 9.6 17.1 58.4 61.3 90.8 88.1: 9.2 11.9
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 : 319: 64 78 85 141 156 244 281:
Old : 319: 64 78 85 141 156 244 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 17.6 37.1 26.2 23.1 14.2 28.6 18.8
Old : 29.5 17.6 37.1 26.2 23.1 14.2 28.6 18.8
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 19, 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 : 2,561,521: 514,329 517,447 240,601 1,547,527 1,537,943 2,302,456 2,295,990: 259,064 265,530
Old : 2,561,521: 514,329 517,447 240,601 1,547,527 1,537,943 2,302,456 2,295,990: 259,064 265,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 62,077: 72,500 -11,715 -20,745 21,808 74,199 73,562 41,739: -11,485 20,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 20.2 9.4 60.4 60.0 89.9 89.6: 10.1 10.4
Old : 100.0: 20.1 20.2 9.4 60.4 60.0 89.9 89.6: 10.1 10.4
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 : 226: 53 46 55 103 98 181 175:
Old : 226: 53 46 55 103 98 181 175:
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 : 18.0 39.5 29.4 49.5 15.5 33.0 22.6 38.7
Old : 18.0 39.5 29.4 49.5 15.5 33.0 22.6 38.7
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 19, 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 : 505,150: 57,720 32,561 164,573 251,247 273,471 473,540 470,605: 31,609 34,544
Old : 505,150: 57,720 32,561 164,573 251,247 273,471 473,540 470,605: 31,609 34,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 11,449: 6,574 1,317 -2,605 3,427 10,755 7,397 9,468: 4,052 1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 6.4 32.6 49.7 54.1 93.7 93.2: 6.3 6.8
Old : 100.0: 11.4 6.4 32.6 49.7 54.1 93.7 93.2: 6.3 6.8
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 : 149: 30 41 45 64 68 116 134:
Old : 149: 30 41 45 64 68 116 134:
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 : 24.2 21.7 37.7 36.7 16.2 12.2 21.9 18.7
Old : 24.2 21.7 37.7 36.7 16.2 12.2 21.9 18.7
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 19, 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 : 14,698: 2,641 1,929 1,460 1,633 6,587 5,733 9,976: 8,965 4,723
Old : 14,698: 2,641 1,929 1,460 1,633 6,587 5,733 9,976: 8,965 4,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -259: -478 -446 162 13 503 -303 220: 44 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 13.1 9.9 11.1 44.8 39.0 67.9: 61.0 32.1
Old : 100.0: 18.0 13.1 9.9 11.1 44.8 39.0 67.9: 61.0 32.1
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 : 21: 9 4 3 4 6 13 13:
Old : 21: 9 4 3 4 6 13 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 44.4 32.2 58.9 16.2 44.0 22.9 53.9
Old : 20.1 44.4 32.2 58.9 16.2 44.0 22.9 53.9
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, February 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 33,982: 15,154 12,477 2,107 12,927 11,793 30,187 26,377: 3,795 7,605
Old : 33,982: 15,154 12,477 2,107 12,927 11,793 30,187 26,377: 3,795 7,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -946: -188 -20 -282 -114 -548 -585 -850: -362 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 36.7 6.2 38.0 34.7 88.8 77.6: 11.2 22.4
Old : 100.0: 44.6 36.7 6.2 38.0 34.7 88.8 77.6: 11.2 22.4
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 : 58: 23 15 11 14 10 42 31:
Old : 58: 23 15 11 14 10 42 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 33.2 47.7 52.7 31.6 33.1 46.9 52.6
Old : 31.6 33.2 47.7 52.7 31.6 33.1 46.9 52.6
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 19, 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 : 96,648: 43,203 36,041 2,167 35,708 43,867 81,077 82,075: 15,570 14,573
Old : 96,648: 43,203 36,041 2,167 35,708 43,867 81,077 82,075: 15,570 14,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -1,876: 212 3,105 -786 3,255 -1,169 2,680 1,150: -4,556 -3,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 37.3 2.2 36.9 45.4 83.9 84.9: 16.1 15.1
Old : 100.0: 44.7 37.3 2.2 36.9 45.4 83.9 84.9: 16.1 15.1
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 : 118: 46 39 16 20 22 72 71:
Old : 118: 46 39 16 20 22 72 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 26.3 47.7 39.9 30.7 26.3 47.2 39.7
Old : 31.2 26.3 47.7 39.9 30.7 26.3 47.2 39.7
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 19, 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 : 53,885: 10,057 10,563 910 42,565 42,374 53,532 53,847: 353 38
Old : 53,885: 10,057 10,563 910 42,565 42,374 53,532 53,847: 353 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -1,599: -1,526 -952 -135 99 -507 -1,562 -1,594: -37 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 19.6 1.7 79.0 78.6 99.3 99.9: 0.7 0.1
Old : 100.0: 18.7 19.6 1.7 79.0 78.6 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 : 52: 11 19 4 18 10 30 32:
Old : 52: 11 19 4 18 10 30 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 : 76.3 82.5 90.5 90.9 73.5 74.3 82.2 82.6
Old : 76.3 82.5 90.5 90.9 73.5 74.3 82.2 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 19, 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 : 16,011: 1,538 1,878 334 13,967 13,730 15,839 15,942: 172 69
Old : 16,011: 1,538 1,878 334 13,967 13,730 15,839 15,942: 172 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: -71: 700 -621 223 -991 327 -68 -71: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.7 2.1 87.2 85.8 98.9 99.6: 1.1 0.4
Old : 100.0: 9.6 11.7 2.1 87.2 85.8 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 : 29: 7 6 2 9 8 17 15:
Old : 29: 7 6 2 9 8 17 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 : 83.0 83.7 91.8 95.2 83.0 82.3 90.7 92.4
Old : 83.0 83.7 91.8 95.2 83.0 82.3 90.7 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2008