WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 563,305: 90,181 60,466 189,038 248,710 256,941 527,929 506,446: 35,376 56,859
Old : 203,285: 34,430 65,497 45,206 109,267 75,475 188,902 186,177: 14,383 17,107
Other: 360,021: 92,415 31,633 107,168 139,444 181,467 339,027 320,268: 20,993 39,752
: : :
: : Changes in Commitments from: March 11, 2008 :
: 4,881: -2,264 -1,874 9,004 2,093 2,857 8,833 9,987: -3,953 -5,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 10.7 33.6 44.2 45.6 93.7 89.9: 6.3 10.1
Old : 100.0: 16.9 32.2 22.2 53.8 37.1 92.9 91.6: 7.1 8.4
Other: 100.0: 25.7 8.8 29.8 38.7 50.4 94.2 89.0: 5.8 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 109 130 162 88 130 306 325:
Old : 311: 85 116 78 36 95 164 246:
Other: 337: 111 86 120 87 121 261 272:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 15.1 31.2 24.0 18.1 13.1 26.1 18.1
Old : 31.3 19.3 44.7 28.1 30.7 18.5 44.0 26.7
Other: 21.4 16.3 32.1 25.9 19.1 13.2 25.2 18.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 2,116,132: 333,483 84,123 630,578 956,332 1,127,232 1,920,394 1,841,933: 195,738 274,198
Old : 1,221,754: 170,184 127,563 353,420 585,380 604,276 1,108,984 1,085,259: 112,770 136,495
Other: 894,378: 237,867 31,128 202,590 370,952 522,957 811,409 756,674: 82,968 137,703
: : :
: : Changes in Commitments from: March 11, 2008 :
: -796: -37,586 4,751 38,221 31,049 -15,732 31,683 27,239: -32,479 -28,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 4.0 29.8 45.2 53.3 90.8 87.0: 9.2 13.0
Old : 100.0: 13.9 10.4 28.9 47.9 49.5 90.8 88.8: 9.2 11.2
Other: 100.0: 26.6 3.5 22.7 41.5 58.5 90.7 84.6: 9.3 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 816: 246 129 258 295 378 649 678:
Old : 772: 180 174 211 261 346 564 618:
Other: 658: 174 92 139 194 349 418 533:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.9 22.4 23.5 10.7 10.8 16.4 14.2
Old : 15.0 16.4 23.9 23.1 14.0 11.3 20.8 14.9
Other: 16.5 20.4 27.4 26.8 11.4 13.4 18.0 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 15,727: 2,501 1,893 1,493 8,617 11,723 12,611 15,109: 3,116 618
Old : 9,786: 1,956 1,936 578 5,286 7,196 7,820 9,710: 1,966 76
Other: 5,941: 834 246 626 3,331 4,526 4,791 5,399: 1,150 542
: : :
: : Changes in Commitments from: March 11, 2008 :
: 90: -994 -86 239 1,048 472 293 625: -203 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.0 9.5 54.8 74.5 80.2 96.1: 19.8 3.9
Old : 100.0: 20.0 19.8 5.9 54.0 73.5 79.9 99.2: 20.1 0.8
Other: 100.0: 14.0 4.1 10.5 56.1 76.2 80.6 90.9: 19.4 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 21 3 8 16 13 40 22:
Old : 44: 18 5 4 11 12 30 20:
Other: 27: 9 3 6 10 13 22 19:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 52.6 45.5 73.9 22.4 42.1 32.3 56.2
Old : 31.3 62.2 50.8 82.3 31.3 60.8 47.7 78.1
Other: 54.2 48.9 67.2 70.2 43.9 43.0 49.7 57.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 806,666: 139,614 37,562 275,009 344,118 415,408 758,741 727,979: 47,926 78,688
Old : 517,185: 84,531 36,239 178,593 223,749 266,067 486,873 480,899: 30,312 36,286
Other: 289,481: 73,751 19,992 77,747 120,369 149,341 271,868 247,080: 17,613 42,401
: : :
: : Changes in Commitments from: March 11, 2008 :
: 14,975: 1,281 3,339 44,913 22,833 19,722 69,027 67,974: -54,052 -52,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 4.7 34.1 42.7 51.5 94.1 90.2: 5.9 9.8
Old : 100.0: 16.3 7.0 34.5 43.3 51.4 94.1 93.0: 5.9 7.0
Other: 100.0: 25.5 6.9 26.9 41.6 51.6 93.9 85.4: 6.1 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 185 108 182 141 217 395 457:
Old : 510: 166 113 145 126 207 349 415:
Other: 382: 107 71 78 95 182 233 302:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 24.7 30.9 33.6 11.4 15.0 16.7 18.3
Old : 21.7 26.9 32.8 36.3 14.6 16.7 20.2 21.2
Other: 25.2 22.9 36.8 33.1 15.0 14.4 23.2 18.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,918: 19,237 2,483 1,135 3 3,863 20,375 7,481: 3,543 16,437
Old : 8,038: 5,116 1,793 643 3 1,157 5,762 3,593: 2,276 4,445
Other: 15,880: 14,497 1,066 116 0 2,706 14,613 3,888: 1,267 11,992
: : :
: : Changes in Commitments from: March 11, 2008 :
: -338: -520 -412 -6 0 287 -526 -131: 188 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 10.4 4.7 0.0 16.2 85.2 31.3: 14.8 68.7
Old : 100.0: 63.6 22.3 8.0 0.0 14.4 71.7 44.7: 28.3 55.3
Other: 100.0: 91.3 6.7 0.7 0.0 17.0 92.0 24.5: 8.0 75.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 10 11 1 11 18 29:
Old : 35: 13 11 8 1 11 16 28:
Other: 30: 11 8 3 0 11 12 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 : 61.4 8.4 76.0 15.2 59.6 8.4 73.2 14.8
Old : 39.5 17.7 60.4 27.2 37.3 14.7 57.0 23.3
Other: 76.6 8.0 89.8 13.7 76.6 8.0 89.7 13.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 354,364: 35,958 22,499 102,112 189,060 217,842 327,130 342,453: 27,234 11,911
Old : 266,843: 36,107 31,775 60,861 146,546 164,364 243,514 257,000: 23,329 9,843
Other: 87,521: 15,911 6,783 25,192 42,513 53,479 83,616 85,454: 3,905 2,068
: : :
: : Changes in Commitments from: March 11, 2008 :
: -1,259: -9,511 2,399 6,612 9,140 -4,796 6,240 4,215: -7,500 -5,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 6.3 28.8 53.4 61.5 92.3 96.6: 7.7 3.4
Old : 100.0: 13.5 11.9 22.8 54.9 61.6 91.3 96.3: 8.7 3.7
Other: 100.0: 18.2 7.8 28.8 48.6 61.1 95.5 97.6: 4.5 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 57 39 59 68 66 160 140:
Old : 190: 55 49 52 65 63 149 136:
Other: 114: 35 20 32 45 35 96 72:
:----------------------------------------------------------------------------------------------------
: 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 30.9 28.9 44.3 12.5 24.2 19.6 31.1
Old : 18.2 35.1 29.5 46.4 16.5 29.4 25.3 37.8
Other: 33.0 38.5 46.7 60.1 17.3 25.9 27.2 37.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 1,169,831: 182,826 183,984 113,875 722,989 676,610 1,019,689 974,470: 150,142 195,362
Old : 1,169,831: 182,826 183,984 113,875 722,989 676,610 1,019,689 974,470: 150,142 195,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 8,123: -16,900 -3,054 12,788 682 -11,325 -3,429 -1,591: 11,552 9,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.7 9.7 61.8 57.8 87.2 83.3: 12.8 16.7
Old : 100.0: 15.6 15.7 9.7 61.8 57.8 87.2 83.3: 12.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 35 56 60 89 95 162 173:
Old : 202: 35 56 60 89 95 162 173:
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 : 24.5 28.6 34.9 35.8 21.3 25.0 28.5 30.0
Old : 24.5 28.6 34.9 35.8 21.3 25.0 28.5 30.0
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 18, 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 : 255,117: 40,944 14,293 47,228 135,760 179,471 223,933 240,992: 31,184 14,125
Old : 167,398: 28,895 16,886 25,955 90,673 113,561 145,523 156,402: 21,875 10,996
Other: 87,720: 16,875 2,233 16,447 45,088 65,911 78,410 84,591: 9,310 3,129
: : :
: : Changes in Commitments from: March 11, 2008 :
: -2,172: -3,959 5,123 -1,429 12,103 190 6,716 3,885: -8,888 -6,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.6 18.5 53.2 70.3 87.8 94.5: 12.2 5.5
Old : 100.0: 17.3 10.1 15.5 54.2 67.8 86.9 93.4: 13.1 6.6
Other: 100.0: 19.2 2.5 18.8 51.4 75.1 89.4 96.4: 10.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 48 34 45 71 64 150 120:
Old : 170: 45 39 41 64 62 137 117:
Other: 111: 28 17 23 57 33 100 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 : 25.7 37.9 33.4 52.0 20.4 36.2 27.5 43.4
Old : 29.7 34.7 36.7 46.2 28.0 33.0 34.5 42.0
Other: 24.6 51.7 36.1 66.1 21.6 43.8 30.8 57.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 21,012: 7,175 365 1,379 8,221 18,337 16,774 20,081: 4,237 930
Old : 14,193: 5,821 388 808 4,338 12,339 10,967 13,535: 3,226 658
Other: 6,819: 1,599 223 325 3,883 5,998 5,807 6,546: 1,012 273
: : :
: : Changes in Commitments from: March 11, 2008 :
: 498: -396 164 224 440 163 269 552: 230 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 1.7 6.6 39.1 87.3 79.8 95.6: 20.2 4.4
Old : 100.0: 41.0 2.7 5.7 30.6 86.9 77.3 95.4: 22.7 4.6
Other: 100.0: 23.5 3.3 4.8 56.9 88.0 85.2 96.0: 14.8 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 35 5 15 29 21 66 39:
Old : 65: 28 6 11 17 19 47 34:
Other: 49: 16 4 7 21 11 39 22:
:----------------------------------------------------------------------------------------------------
: 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 67.7 29.3 79.7 16.8 60.7 27.9 70.3
Old : 22.4 66.1 36.9 79.8 21.6 59.3 34.7 72.0
Other: 34.5 75.5 52.4 87.2 33.5 67.8 49.1 77.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 1,147,740: 267,439 202,733 27,333 717,580 806,383 1,012,352 1,036,449: 135,388 111,291
Old : 1,147,740: 267,439 202,733 27,333 717,580 806,383 1,012,352 1,036,449: 135,388 111,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -43,632: -45,432 -34,801 -3,364 -6,562 16,709 -55,357 -21,455: 11,725 -22,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 17.7 2.4 62.5 70.3 88.2 90.3: 11.8 9.7
Old : 100.0: 23.3 17.7 2.4 62.5 70.3 88.2 90.3: 11.8 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 57 43 34 100 100 168 166:
Old : 235: 57 43 34 100 100 168 166:
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 : 23.8 45.2 34.6 53.6 22.0 44.6 31.7 52.6
Old : 23.8 45.2 34.6 53.6 22.0 44.6 31.7 52.6
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 18, 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 : 3,145,825: 303,935 272,626 554,434 1,938,475 1,864,713 2,796,844 2,691,773: 348,981 454,052
Old : 3,145,825: 303,935 272,626 554,434 1,938,475 1,864,713 2,796,844 2,691,773: 348,981 454,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 164,054: -125,993 -25,389 88,915 205,805 76,362 168,727 139,888: -4,673 24,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.7 17.6 61.6 59.3 88.9 85.6: 11.1 14.4
Old : 100.0: 9.7 8.7 17.6 61.6 59.3 88.9 85.6: 11.1 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 : 287: 55 67 77 126 147 217 256:
Old : 287: 55 67 77 126 147 217 256:
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 : 31.9 21.9 39.2 29.9 25.8 18.7 31.1 22.5
Old : 31.9 21.9 39.2 29.9 25.8 18.7 31.1 22.5
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 18, 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 : 2,198,341: 580,606 283,676 165,377 1,177,215 1,482,464 1,923,199 1,931,517: 275,143 266,825
Old : 2,198,341: 580,606 283,676 165,377 1,177,215 1,482,464 1,923,199 1,931,517: 275,143 266,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 16,568: 61,157 -110,852 9,887 -36,916 118,915 34,128 17,950: -17,561 -1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.9 7.5 53.6 67.4 87.5 87.9: 12.5 12.1
Old : 100.0: 26.4 12.9 7.5 53.6 67.4 87.5 87.9: 12.5 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 : 213: 55 42 40 94 91 162 161:
Old : 213: 55 42 40 94 91 162 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 39.1 28.6 49.0 17.1 33.4 26.3 38.4
Old : 18.3 39.1 28.6 49.0 17.1 33.4 26.3 38.4
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 18, 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 : 450,484: 101,488 34,369 109,297 209,245 272,615 420,030 416,281: 30,453 34,203
Old : 450,484: 101,488 34,369 109,297 209,245 272,615 420,030 416,281: 30,453 34,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 77,749: 14,642 -10,309 31,233 35,848 60,504 81,723 81,428: -3,974 -3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 7.6 24.3 46.4 60.5 93.2 92.4: 6.8 7.6
Old : 100.0: 22.5 7.6 24.3 46.4 60.5 93.2 92.4: 6.8 7.6
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 : 116: 23 25 36 50 56 94 100:
Old : 116: 23 25 36 50 56 94 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 21.3 40.2 35.9 17.9 12.8 25.5 21.2
Old : 28.3 21.3 40.2 35.9 17.9 12.8 25.5 21.2
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 18, 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 : 16,560: 3,486 2,506 1,934 1,512 7,648 6,932 12,088: 9,628 4,472
Old : 16,560: 3,486 2,506 1,934 1,512 7,648 6,932 12,088: 9,628 4,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 469: -424 -756 1,063 -764 59 -126 366: 594 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.1 11.7 9.1 46.2 41.9 73.0: 58.1 27.0
Old : 100.0: 21.1 15.1 11.7 9.1 46.2 41.9 73.0: 58.1 27.0
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 : 23: 8 8 5 4 6 15 16:
Old : 23: 8 8 5 4 6 15 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 : 22.9 50.2 35.4 62.7 18.7 47.9 25.5 55.1
Old : 22.9 50.2 35.4 62.7 18.7 47.9 25.5 55.1
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 18, 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 : 47,131: 19,017 14,531 5,766 14,754 15,263 39,536 35,560: 7,595 11,571
Old : 47,131: 19,017 14,531 5,766 14,754 15,263 39,536 35,560: 7,595 11,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 8,814: 1,168 -292 2,760 1,217 2,205 5,145 4,674: 3,669 4,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 30.8 12.2 31.3 32.4 83.9 75.4: 16.1 24.6
Old : 100.0: 40.3 30.8 12.2 31.3 32.4 83.9 75.4: 16.1 24.6
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 : 67: 25 20 20 16 15 53 43:
Old : 67: 25 20 20 16 15 53 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 24.8 42.8 42.0 26.3 24.8 37.2 41.0
Old : 28.2 24.8 42.8 42.0 26.3 24.8 37.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 122,261: 54,274 38,730 7,018 42,807 58,738 104,099 104,485: 18,162 17,776
Old : 122,261: 54,274 38,730 7,018 42,807 58,738 104,099 104,485: 18,162 17,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: 17,790: -1,638 -989 4,618 12,095 9,017 15,075 12,647: 2,714 5,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 31.7 5.7 35.0 48.0 85.1 85.5: 14.9 14.5
Old : 100.0: 44.4 31.7 5.7 35.0 48.0 85.1 85.5: 14.9 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 42 43 33 29 34 86 95:
Old : 129: 42 43 33 29 34 86 95:
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 : 26.4 23.1 43.0 35.5 24.7 22.8 41.4 34.6
Old : 26.4 23.1 43.0 35.5 24.7 22.8 41.4 34.6
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 18, 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 : 51,500: 5,680 4,892 1,269 44,220 45,264 51,169 51,425: 331 75
Old : 51,500: 5,680 4,892 1,269 44,220 45,264 51,169 51,425: 331 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -6,084: -1,076 1,166 -740 -3,478 -5,646 -5,294 -5,220: -790 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.5 2.5 85.9 87.9 99.4 99.9: 0.6 0.1
Old : 100.0: 11.0 9.5 2.5 85.9 87.9 99.4 99.9: 0.6 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 : 46: 10 15 3 16 10 27 27:
Old : 46: 10 15 3 16 10 27 27:
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 : 80.3 82.4 89.8 91.5 72.7 73.6 79.9 81.5
Old : 80.3 82.4 89.8 91.5 72.7 73.6 79.9 81.5
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 18, 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 : 18,234: 2,107 3,969 298 15,745 13,893 18,150 18,160: 84 74
Old : 18,234: 2,107 3,969 298 15,745 13,893 18,150 18,160: 84 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -9,160: -832 -1,095 138 -8,413 -8,144 -9,107 -9,101: -53 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.8 1.6 86.3 76.2 99.5 99.6: 0.5 0.4
Old : 100.0: 11.6 21.8 1.6 86.3 76.2 99.5 99.6: 0.5 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 : 32: 7 9 3 10 8 19 18:
Old : 32: 7 9 3 10 8 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 82.2 92.3 91.8 80.1 74.9 85.5 84.1
Old : 84.3 82.2 92.3 91.8 80.1 74.9 85.5 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2008