WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 558,425: 92,445 62,341 180,034 246,617 254,084 519,096 496,459: 39,329 61,966
Old : 212,128: 34,982 67,678 45,456 115,660 79,610 196,098 192,745: 16,031 19,384
Other: 346,296: 93,194 30,394 98,846 130,958 174,474 322,998 303,714: 23,298 42,582
: : :
: : Changes in Commitments from: March 4, 2008 :
: 25,520: -105 -3,887 13,511 12,088 12,650 25,494 22,274: 26 3,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.2 32.2 44.2 45.5 93.0 88.9: 7.0 11.1
Old : 100.0: 16.5 31.9 21.4 54.5 37.5 92.4 90.9: 7.6 9.1
Other: 100.0: 26.9 8.8 28.5 37.8 50.4 93.3 87.7: 6.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 106 125 152 92 129 299 314:
Old : 313: 79 122 84 41 95 173 248:
Other: 325: 117 73 108 89 121 257 256:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 15.4 31.5 23.9 18.5 13.8 26.6 18.9
Old : 32.0 20.0 45.8 29.3 31.4 19.4 45.1 27.9
Other: 21.4 16.1 31.8 25.9 19.1 13.2 25.2 18.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 2,116,928: 371,069 79,372 592,358 925,284 1,142,964 1,888,710 1,814,694: 228,217 302,234
Old : 1,231,581: 200,628 120,625 328,717 564,351 624,244 1,093,696 1,073,585: 137,886 157,996
Other: 885,347: 242,290 30,597 191,792 360,933 518,720 795,015 741,109: 90,332 144,238
: : :
: : Changes in Commitments from: March 4, 2008 :
: 28,687: -15,507 -596 19,219 25,720 6,218 29,432 24,841: -746 3,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 3.7 28.0 43.7 54.0 89.2 85.7: 10.8 14.3
Old : 100.0: 16.3 9.8 26.7 45.8 50.7 88.8 87.2: 11.2 12.8
Other: 100.0: 27.4 3.5 21.7 40.8 58.6 89.8 83.7: 10.2 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 832: 260 119 256 296 385 657 684:
Old : 791: 200 161 210 261 355 572 627:
Other: 664: 176 91 138 187 352 408 540:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 17.5 21.3 23.4 10.9 11.6 16.1 15.1
Old : 14.4 15.9 22.9 22.7 14.3 12.1 20.8 16.0
Other: 15.6 20.2 26.3 26.6 11.2 13.6 17.7 17.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 15,637: 3,495 1,979 1,254 7,570 11,250 12,319 14,484: 3,319 1,154
Old : 10,013: 2,977 1,971 454 4,448 7,008 7,879 9,434: 2,134 579
Other: 5,624: 759 249 559 3,122 4,242 4,440 5,050: 1,185 575
: : :
: : Changes in Commitments from: March 4, 2008 :
: -620: -890 -35 212 834 -632 156 -455: -776 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 12.7 8.0 48.4 71.9 78.8 92.6: 21.2 7.4
Old : 100.0: 29.7 19.7 4.5 44.4 70.0 78.7 94.2: 21.3 5.8
Other: 100.0: 13.5 4.4 9.9 55.5 75.4 78.9 89.8: 21.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 25 4 8 16 12 43 22:
Old : 47: 21 6 4 11 11 33 20:
Other: 25: 6 5 6 10 12 21 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 : 28.2 52.1 43.4 72.2 22.2 41.7 34.2 57.6
Old : 29.6 62.0 47.2 80.9 29.6 60.5 47.2 79.4
Other: 56.1 48.6 68.7 70.5 45.2 43.2 51.0 57.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 791,692: 138,333 34,223 230,096 321,285 395,686 689,714 660,005: 101,978 131,687
Old : 512,099: 89,371 35,130 144,754 209,168 257,586 443,292 437,470: 68,807 74,629
Other: 279,593: 69,434 19,565 64,871 112,117 138,100 246,422 222,536: 33,171 57,057
: : :
: : Changes in Commitments from: March 4, 2008 :
: -20,338: -11,183 2,637 -9,241 4,256 -9,336 -16,168 -15,940: -4,170 -4,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 4.3 29.1 40.6 50.0 87.1 83.4: 12.9 16.6
Old : 100.0: 17.5 6.9 28.3 40.8 50.3 86.6 85.4: 13.4 14.6
Other: 100.0: 24.8 7.0 23.2 40.1 49.4 88.1 79.6: 11.9 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 189 112 184 137 219 397 463:
Old : 526: 182 112 145 122 209 354 421:
Other: 394: 110 80 80 96 183 243 308:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 21.9 25.1 28.8 12.0 16.3 17.7 19.8
Old : 17.6 23.7 26.8 32.0 14.9 19.0 22.1 24.0
Other: 22.7 19.5 33.2 28.3 16.4 14.1 23.9 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,256: 19,757 2,895 1,141 3 3,576 20,901 7,612: 3,355 16,644
Old : 8,001: 5,368 1,926 515 3 1,088 5,886 3,529: 2,115 4,472
Other: 16,255: 14,859 1,439 156 0 2,488 15,015 4,083: 1,240 12,172
: : :
: : Changes in Commitments from: March 4, 2008 :
: -763: -428 23 -217 3 258 -642 64: -121 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 11.9 4.7 0.0 14.7 86.2 31.4: 13.8 68.6
Old : 100.0: 67.1 24.1 6.4 0.0 13.6 73.6 44.1: 26.4 55.9
Other: 100.0: 91.4 8.9 1.0 0.0 15.3 92.4 25.1: 7.6 74.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 11 12 1 10 21 30:
Old : 37: 14 13 8 1 10 18 28:
Other: 32: 12 10 3 0 10 12 23:
:----------------------------------------------------------------------------------------------------
: 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 : 60.1 8.6 75.2 15.4 58.4 8.6 73.2 15.3
Old : 41.6 17.4 60.6 27.6 41.6 15.2 58.6 23.8
Other: 74.6 8.0 88.1 13.6 74.6 8.0 88.0 13.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 355,624: 45,469 20,100 95,501 179,920 222,638 320,890 338,239: 34,734 17,385
Old : 271,661: 43,286 29,818 55,815 141,645 171,123 240,745 256,755: 30,916 14,905
Other: 83,963: 17,649 5,747 24,220 38,275 51,516 80,145 81,483: 3,818 2,480
: : :
: : Changes in Commitments from: March 4, 2008 :
: 4,124: -8,381 -2,363 9,482 10,797 -724 11,898 6,394: -7,773 -2,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.7 26.9 50.6 62.6 90.2 95.1: 9.8 4.9
Old : 100.0: 15.9 11.0 20.5 52.1 63.0 88.6 94.5: 11.4 5.5
Other: 100.0: 21.0 6.8 28.8 45.6 61.4 95.5 97.0: 4.5 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 65 37 59 63 63 166 135:
Old : 194: 64 46 52 60 60 155 131:
Other: 113: 36 20 29 42 34 92 69:
:----------------------------------------------------------------------------------------------------
: 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 32.4 28.7 45.6 12.2 26.1 18.8 34.4
Old : 17.6 36.9 27.8 47.8 16.7 32.7 25.7 42.1
Other: 36.2 36.8 49.2 59.0 21.2 26.8 30.0 40.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 1,161,708: 199,725 187,038 101,087 722,307 687,935 1,023,119 976,060: 138,590 185,648
Old : 1,161,708: 199,725 187,038 101,087 722,307 687,935 1,023,119 976,060: 138,590 185,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -78,634: -1,001 -18,862 -11,381 -54,330 -24,847 -66,712 -55,091: -11,922 -23,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.1 8.7 62.2 59.2 88.1 84.0: 11.9 16.0
Old : 100.0: 17.2 16.1 8.7 62.2 59.2 88.1 84.0: 11.9 16.0
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 : 204: 36 57 59 91 94 165 172:
Old : 204: 36 57 59 91 94 165 172:
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 : 24.9 28.9 36.1 36.2 21.1 25.1 29.9 29.9
Old : 24.9 28.9 36.1 36.2 21.1 25.1 29.9 29.9
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, March 11, 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 : 257,290: 44,903 9,169 48,657 123,657 179,281 217,217 237,107: 40,073 20,182
Old : 169,498: 34,635 10,817 25,224 80,499 116,195 140,358 152,236: 29,140 17,262
Other: 87,791: 16,266 4,350 17,434 43,158 63,086 76,859 84,871: 10,932 2,921
: : :
: : Changes in Commitments from: March 4, 2008 :
: -12,196: -16,085 -467 -1,164 11,590 -9,333 -5,659 -10,964: -6,537 -1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 3.6 18.9 48.1 69.7 84.4 92.2: 15.6 7.8
Old : 100.0: 20.4 6.4 14.9 47.5 68.6 82.8 89.8: 17.2 10.2
Other: 100.0: 18.5 5.0 19.9 49.2 71.9 87.5 96.7: 12.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 52 29 46 70 65 154 117:
Old : 170: 53 28 42 63 62 141 112:
Other: 112: 29 17 23 58 33 98 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 38.9 30.9 52.1 17.1 37.3 24.3 44.5
Old : 27.4 37.3 34.7 47.0 25.2 36.0 31.2 44.9
Other: 22.7 49.6 35.2 65.4 21.1 42.8 29.7 56.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 20,513: 7,570 201 1,155 7,781 18,174 16,506 19,529: 4,008 984
Old : 14,174: 6,268 156 726 4,292 12,564 11,287 13,446: 2,887 728
Other: 6,340: 1,520 263 211 3,488 5,610 5,219 6,083: 1,120 256
: : :
: : Changes in Commitments from: March 4, 2008 :
: -54: -230 40 155 644 -150 569 45: -623 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 1.0 5.6 37.9 88.6 80.5 95.2: 19.5 4.8
Old : 100.0: 44.2 1.1 5.1 30.3 88.6 79.6 94.9: 20.4 5.1
Other: 100.0: 24.0 4.1 3.3 55.0 88.5 82.3 96.0: 17.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 33 6 13 28 21 64 37:
Old : 67: 27 7 10 19 19 50 32:
Other: 45: 14 5 6 19 11 35 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 : 17.2 69.1 29.6 81.0 17.2 62.3 28.5 72.1
Old : 22.3 67.6 36.8 81.1 21.6 61.4 35.0 74.2
Other: 36.3 77.0 53.7 87.5 34.6 68.7 50.0 78.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 1,191,372: 312,871 237,534 30,697 724,142 789,673 1,067,709 1,057,904: 123,663 133,468
Old : 1,191,372: 312,871 237,534 30,697 724,142 789,673 1,067,709 1,057,904: 123,663 133,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -140,735: -16,017 -89,958 -8,387 -108,809 -59,545 -133,213 -157,891: -7,522 17,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 19.9 2.6 60.8 66.3 89.6 88.8: 10.4 11.2
Old : 100.0: 26.3 19.9 2.6 60.8 66.3 89.6 88.8: 10.4 11.2
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 : 236: 59 41 35 106 103 180 165:
Old : 236: 59 41 35 106 103 180 165:
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 : 22.1 46.1 32.9 54.3 20.4 45.2 30.0 53.1
Old : 22.1 46.1 32.9 54.3 20.4 45.2 30.0 53.1
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, March 11, 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 : 2,981,772: 429,928 298,015 465,520 1,732,670 1,788,351 2,628,117 2,551,885: 353,655 429,886
Old : 2,981,772: 429,928 298,015 465,520 1,732,670 1,788,351 2,628,117 2,551,885: 353,655 429,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -115,848: -150,104 -34,386 37,086 -10,971 -144,942 -123,988 -142,242: 8,140 26,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.0 15.6 58.1 60.0 88.1 85.6: 11.9 14.4
Old : 100.0: 14.4 10.0 15.6 58.1 60.0 88.1 85.6: 11.9 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 : 290: 56 68 76 128 150 218 260:
Old : 290: 56 68 76 128 150 218 260:
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 : 29.8 22.2 37.3 30.2 24.2 19.7 30.0 24.5
Old : 29.8 22.2 37.3 30.2 24.2 19.7 30.0 24.5
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, March 11, 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 : 2,181,774: 519,449 394,528 155,490 1,214,131 1,363,548 1,889,070 1,913,566: 292,703 268,207
Old : 2,181,774: 519,449 394,528 155,490 1,214,131 1,363,548 1,889,070 1,913,566: 292,703 268,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -100,765: 11,355 -90,638 -7,052 -137,201 -6,773 -132,898 -104,463: 32,134 3,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.1 7.1 55.6 62.5 86.6 87.7: 13.4 12.3
Old : 100.0: 23.8 18.1 7.1 55.6 62.5 86.6 87.7: 13.4 12.3
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 : 207: 48 43 41 92 91 158 158:
Old : 207: 48 43 41 92 91 158 158:
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 : 18.7 40.0 30.2 50.2 16.9 34.8 26.0 40.0
Old : 18.7 40.0 30.2 50.2 16.9 34.8 26.0 40.0
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, March 11, 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 : 372,734: 86,846 44,678 78,064 173,397 212,111 338,308 334,853: 34,427 37,881
Old : 372,734: 86,846 44,678 78,064 173,397 212,111 338,308 334,853: 34,427 37,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 46,813: 11,011 14,588 6,959 23,567 19,950 41,537 41,498: 5,275 5,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 12.0 20.9 46.5 56.9 90.8 89.8: 9.2 10.2
Old : 100.0: 23.3 12.0 20.9 46.5 56.9 90.8 89.8: 9.2 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 : 105: 24 28 34 44 42 87 86:
Old : 105: 24 28 34 44 42 87 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 16.7 36.9 30.5 18.7 12.4 27.4 21.9
Old : 25.6 16.7 36.9 30.5 18.7 12.4 27.4 21.9
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, March 11, 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 : 16,092: 3,910 3,262 871 2,276 7,589 7,058 11,722: 9,034 4,370
Old : 16,092: 3,910 3,262 871 2,276 7,589 7,058 11,722: 9,034 4,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 230: 521 -85 277 126 567 924 759: -694 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 20.3 5.4 14.1 47.2 43.9 72.8: 56.1 27.2
Old : 100.0: 24.3 20.3 5.4 14.1 47.2 43.9 72.8: 56.1 27.2
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 : 25: 10 8 5 4 6 16 17:
Old : 25: 10 8 5 4 6 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 50.4 33.3 63.6 19.2 49.0 27.2 59.7
Old : 22.8 50.4 33.3 63.6 19.2 49.0 27.2 59.7
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, March 11, 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 : 38,317: 17,849 14,823 3,006 13,537 13,058 34,391 30,887: 3,926 7,430
Old : 38,317: 17,849 14,823 3,006 13,537 13,058 34,391 30,887: 3,926 7,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 1,065: 546 238 549 349 633 1,444 1,420: -379 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 38.7 7.8 35.3 34.1 89.8 80.6: 10.2 19.4
Old : 100.0: 46.6 38.7 7.8 35.3 34.1 89.8 80.6: 10.2 19.4
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 : 60: 23 17 18 15 10 49 34:
Old : 60: 23 17 18 15 10 49 34:
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 : 32.1 29.3 46.8 49.0 32.1 29.2 45.2 48.9
Old : 32.1 29.3 46.8 49.0 32.1 29.2 45.2 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 104,472: 55,912 39,718 2,400 30,712 49,720 89,024 91,839: 15,448 12,633
Old : 104,472: 55,912 39,718 2,400 30,712 49,720 89,024 91,839: 15,448 12,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -8,045: 6,743 -3,647 727 -4,978 4,303 2,493 1,384: -10,537 -9,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 38.0 2.3 29.4 47.6 85.2 87.9: 14.8 12.1
Old : 100.0: 53.5 38.0 2.3 29.4 47.6 85.2 87.9: 14.8 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 48 41 24 20 28 79 82:
Old : 128: 48 41 24 20 28 79 82:
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 : 29.1 27.4 46.2 39.2 28.6 27.4 45.7 39.0
Old : 29.1 27.4 46.2 39.2 28.6 27.4 45.7 39.0
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, March 11, 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 : 57,584: 6,756 3,726 2,009 47,698 50,910 56,463 56,645: 1,121 939
Old : 57,584: 6,756 3,726 2,009 47,698 50,910 56,463 56,645: 1,121 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 6,609: 469 -76 164 5,093 5,773 5,726 5,861: 883 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.5 3.5 82.8 88.4 98.1 98.4: 1.9 1.6
Old : 100.0: 11.7 6.5 3.5 82.8 88.4 98.1 98.4: 1.9 1.6
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 : 53: 11 17 5 20 12 32 33:
Old : 53: 11 17 5 20 12 32 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 : 73.7 82.4 86.4 88.5 64.1 65.1 69.1 70.2
Old : 73.7 82.4 86.4 88.5 64.1 65.1 69.1 70.2
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, March 11, 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 : 27,394: 2,939 5,064 160 24,158 22,037 27,257 27,261: 137 133
Old : 27,394: 2,939 5,064 160 24,158 22,037 27,257 27,261: 137 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 4,764: 914 1,814 -210 3,991 3,154 4,695 4,758: 69 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 18.5 0.6 88.2 80.4 99.5 99.5: 0.5 0.5
Old : 100.0: 10.7 18.5 0.6 88.2 80.4 99.5 99.5: 0.5 0.5
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 : 31: 7 7 2 12 8 20 16:
Old : 31: 7 7 2 12 8 20 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 : 81.7 90.5 92.3 96.6 71.8 76.7 78.4 81.8
Old : 81.7 90.5 92.3 96.6 71.8 76.7 78.4 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 14, 2008