WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 499,507: 90,172 71,461 142,087 234,343 231,926 466,601 445,474: 32,906 54,033
Old : 464,133: 83,622 78,053 129,052 220,960 208,656 433,634 415,760: 30,499 48,372
Other: 35,374: 16,878 3,737 2,706 13,382 23,270 32,967 29,713: 2,407 5,661
: : :
: : Changes in Commitments from: April 29, 2008 :
: 1,817: 2,104 8,989 -3,300 3,896 -1,153 2,699 4,537: -882 -2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.3 28.4 46.9 46.4 93.4 89.2: 6.6 10.8
Old : 100.0: 18.0 16.8 27.8 47.6 45.0 93.4 89.6: 6.6 10.4
Other: 100.0: 47.7 10.6 7.7 37.8 65.8 93.2 84.0: 6.8 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 102 134 153 87 124 296 317:
Old : 380: 100 137 143 86 123 286 314:
Other: 156: 33 36 16 24 79 66 122:
:----------------------------------------------------------------------------------------------------
: 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 15.7 33.1 24.3 19.7 14.0 29.0 20.4
Old : 23.2 15.0 34.8 23.8 20.7 13.2 30.7 19.7
Other: 40.9 28.9 54.3 39.7 40.6 28.1 52.9 37.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 2,106,567: 339,585 99,686 657,769 922,568 1,064,069 1,919,922 1,821,524: 186,645 285,043
Old : 1,000,383: 177,792 139,463 273,254 460,433 471,981 911,479 884,698: 88,904 115,685
Other: 1,106,184: 258,354 56,784 287,954 462,135 592,088 1,008,443 936,825: 97,741 169,359
: : :
: : Changes in Commitments from: April 29, 2008 :
: -8,813: 7,773 -5,448 -9,159 3,099 6,401 1,713 -8,206: -10,526 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 4.7 31.2 43.8 50.5 91.1 86.5: 8.9 13.5
Old : 100.0: 17.8 13.9 27.3 46.0 47.2 91.1 88.4: 8.9 11.6
Other: 100.0: 23.4 5.1 26.0 41.8 53.5 91.2 84.7: 8.8 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 896: 255 159 285 311 420 694 763:
Old : 834: 206 181 204 252 368 556 666:
Other: 772: 209 121 190 221 400 496 652:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 14.6 22.0 20.8 10.2 6.9 15.7 10.9
Old : 14.7 14.3 23.2 21.2 14.2 9.4 22.1 13.3
Other: 16.4 17.1 26.8 24.2 10.8 9.9 16.5 13.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 16,497: 3,955 605 673 8,373 13,972 13,001 15,249: 3,496 1,247
Old : 16,497: 3,955 605 673 8,373 13,972 13,001 15,249: 3,496 1,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 1,535: 816 177 -104 785 1,252 1,497 1,324: 38 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.7 4.1 50.8 84.7 78.8 92.4: 21.2 7.6
Old : 100.0: 24.0 3.7 4.1 50.8 84.7 78.8 92.4: 21.2 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 : 49: 22 5 6 14 15 38 24:
Old : 49: 22 5 6 14 15 38 24:
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 : 32.5 55.2 48.2 74.0 30.0 47.8 43.8 64.1
Old : 32.5 55.2 48.2 74.0 30.0 47.8 43.8 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 642,804: 129,538 28,432 197,315 258,556 324,268 585,410 550,015: 57,394 92,789
Old : 315,863: 75,935 26,573 79,095 130,375 174,772 285,405 280,440: 30,458 35,423
Other: 326,941: 77,339 25,595 94,484 128,181 149,496 300,005 269,575: 26,937 57,366
: : :
: : Changes in Commitments from: April 29, 2008 :
: -18,275: -2,599 -2,323 -11,456 -5,203 -3,606 -19,259 -17,385: 984 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.4 30.7 40.2 50.4 91.1 85.6: 8.9 14.4
Old : 100.0: 24.0 8.4 25.0 41.3 55.3 90.4 88.8: 9.6 11.2
Other: 100.0: 23.7 7.8 28.9 39.2 45.7 91.8 82.5: 8.2 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 506: 168 104 182 121 208 366 434:
Old : 453: 138 106 110 97 182 284 350:
Other: 412: 112 94 115 99 182 267 341:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 24.1 29.4 31.3 13.0 13.8 19.2 17.7
Old : 25.0 27.8 36.3 37.0 20.4 20.8 29.4 27.8
Other: 20.7 22.6 31.7 31.6 10.6 12.4 18.3 16.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,989: 17,825 1,860 1,649 2 3,412 19,476 6,921: 2,513 15,068
Old : 5,649: 3,904 1,092 326 0 890 4,230 2,308: 1,419 3,341
Other: 16,340: 15,114 1,961 130 2 2,522 15,246 4,613: 1,094 11,727
: : :
: : Changes in Commitments from: April 29, 2008 :
: 554: -850 -382 1,079 1 151 230 848: 324 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 8.5 7.5 0.0 15.5 88.6 31.5: 11.4 68.5
Old : 100.0: 69.1 19.3 5.8 0.0 15.8 74.9 40.9: 25.1 59.1
Other: 100.0: 92.5 12.0 0.8 0.0 15.4 93.3 28.2: 6.7 71.8
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 16 7 11 1 10 19 26:
Old : 33: 15 8 3 0 10 15 21:
Other: 28: 10 9 6 1 9 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 : 64.8 9.6 78.5 16.5 64.0 8.7 74.3 15.0
Old : 38.0 23.8 59.1 33.2 35.7 23.6 55.7 31.5
Other: 77.4 9.2 91.7 15.8 77.4 9.2 91.5 15.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 305,808: 33,663 16,959 81,977 162,529 190,051 278,169 288,987: 27,640 16,821
Old : 192,219: 31,204 27,058 32,107 107,309 119,866 170,619 179,030: 21,600 13,189
Other: 113,589: 20,398 7,839 31,932 55,220 70,186 107,550 109,957: 6,040 3,632
: : :
: : Changes in Commitments from: April 29, 2008 :
: -14,844: -2,468 -1,666 -5,663 -6,961 -6,324 -15,092 -13,654: 249 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 5.5 26.8 53.1 62.1 91.0 94.5: 9.0 5.5
Old : 100.0: 16.2 14.1 16.7 55.8 62.4 88.8 93.1: 11.2 6.9
Other: 100.0: 18.0 6.9 28.1 48.6 61.8 94.7 96.8: 5.3 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 47 37 55 67 63 152 130:
Old : 173: 48 42 40 63 59 135 119:
Other: 125: 35 21 29 51 42 98 81:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 33.9 31.1 47.7 13.3 28.3 20.6 35.4
Old : 18.9 40.2 30.7 52.2 18.4 37.6 29.9 46.4
Other: 29.2 38.7 41.8 59.5 13.2 29.7 23.2 37.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 1,063,590: 120,713 150,149 84,266 722,314 625,625 927,292 860,039: 136,297 203,550
Old : 1,063,590: 120,713 150,149 84,266 722,314 625,625 927,292 860,039: 136,297 203,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 23,665: 9,433 7,380 -485 10,542 11,337 19,490 18,232: 4,175 5,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.1 7.9 67.9 58.8 87.2 80.9: 12.8 19.1
Old : 100.0: 11.3 14.1 7.9 67.9 58.8 87.2 80.9: 12.8 19.1
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 : 192: 45 42 56 82 93 151 167:
Old : 192: 45 42 56 82 93 151 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 29.4 40.0 36.9 21.5 21.7 29.4 26.7
Old : 29.7 29.4 40.0 36.9 21.5 21.7 29.4 26.7
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, May 6, 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 : 227,040: 42,365 10,407 39,135 112,609 159,838 194,109 209,379: 32,931 17,661
Old : 123,199: 32,418 10,575 13,798 56,610 85,566 102,826 109,939: 20,373 13,260
Other: 103,841: 16,921 6,805 18,363 55,999 74,272 91,283 99,440: 12,558 4,402
: : :
: : Changes in Commitments from: April 29, 2008 :
: -10,417: -478 -1,260 -1,323 -2,956 -4,605 -4,757 -7,187: -5,660 -3,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.6 17.2 49.6 70.4 85.5 92.2: 14.5 7.8
Old : 100.0: 26.3 8.6 11.2 45.9 69.5 83.5 89.2: 16.5 10.8
Other: 100.0: 16.3 6.6 17.7 53.9 71.5 87.9 95.8: 12.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 53 29 55 75 66 156 129:
Old : 164: 51 32 38 62 60 129 114:
Other: 127: 33 22 33 58 40 109 80:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 41.8 29.1 52.1 14.4 38.6 21.9 44.1
Old : 22.1 39.6 30.4 49.2 21.4 38.3 29.2 47.2
Other: 20.8 49.0 33.1 62.1 18.6 42.6 29.6 54.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 20,540: 4,674 733 1,917 9,904 15,919 16,495 18,569: 4,045 1,971
Old : 9,487: 3,475 966 547 3,507 6,486 7,530 8,000: 1,957 1,487
Other: 11,053: 1,836 403 732 6,396 9,433 8,965 10,569: 2,088 484
: : :
: : Changes in Commitments from: April 29, 2008 :
: -3,352: -2,206 -180 109 -757 -2,812 -2,854 -2,883: -498 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 3.6 9.3 48.2 77.5 80.3 90.4: 19.7 9.6
Old : 100.0: 36.6 10.2 5.8 37.0 68.4 79.4 84.3: 20.6 15.7
Other: 100.0: 16.6 3.6 6.6 57.9 85.3 81.1 95.6: 18.9 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 28 11 18 37 26 73 49:
Old : 70: 22 13 10 21 20 48 38:
Other: 59: 18 7 9 29 15 52 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 56.5 31.1 68.0 13.9 47.4 23.3 53.5
Old : 25.7 45.4 39.9 63.0 24.8 40.1 37.6 56.1
Other: 27.4 75.7 43.7 84.0 25.2 62.8 37.7 68.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 1,174,403: 232,509 167,140 32,906 783,492 858,108 1,048,907 1,058,154: 125,496 116,249
Old : 1,174,403: 232,509 167,140 32,906 783,492 858,108 1,048,907 1,058,154: 125,496 116,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 38,710: 38,041 -2,283 5,563 -6,274 31,247 37,330 34,526: 1,380 4,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 14.2 2.8 66.7 73.1 89.3 90.1: 10.7 9.9
Old : 100.0: 19.8 14.2 2.8 66.7 73.1 89.3 90.1: 10.7 9.9
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 : 234: 46 42 29 115 100 175 157:
Old : 234: 46 42 29 115 100 175 157:
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 : 25.0 49.9 36.5 57.1 22.8 49.6 33.2 55.8
Old : 25.0 49.9 36.5 57.1 22.8 49.6 33.2 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 2,819,580: 260,912 353,441 379,390 1,865,123 1,660,499 2,505,425 2,393,329: 314,155 426,250
Old : 2,819,580: 260,912 353,441 379,390 1,865,123 1,660,499 2,505,425 2,393,329: 314,155 426,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 86,344: 13,255 41,978 26,154 21,698 24,101 61,106 92,233: 25,238 -5,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.5 13.5 66.1 58.9 88.9 84.9: 11.1 15.1
Old : 100.0: 9.3 12.5 13.5 66.1 58.9 88.9 84.9: 11.1 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 : 280: 47 76 78 126 138 219 247:
Old : 280: 47 76 78 126 138 219 247:
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 : 35.1 20.8 41.1 29.6 31.4 17.0 35.6 24.1
Old : 35.1 20.8 41.1 29.6 31.4 17.0 35.6 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 2,092,022: 566,657 179,274 147,477 1,146,505 1,478,328 1,860,640 1,805,079: 231,382 286,943
Old : 2,092,022: 566,657 179,274 147,477 1,146,505 1,478,328 1,860,640 1,805,079: 231,382 286,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -3,499: -19,650 -27,746 18,153 10,871 -52,635 9,375 -62,228: -12,873 58,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.6 7.0 54.8 70.7 88.9 86.3: 11.1 13.7
Old : 100.0: 27.1 8.6 7.0 54.8 70.7 88.9 86.3: 11.1 13.7
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 : 198: 46 37 45 87 98 147 166:
Old : 198: 46 37 45 87 98 147 166:
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 : 21.9 37.9 33.8 46.0 16.8 27.6 26.3 33.0
Old : 21.9 37.9 33.8 46.0 16.8 27.6 26.3 33.0
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, May 6, 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 : 773,749: 176,121 50,286 211,229 334,715 465,203 722,065 726,718: 51,684 47,030
Old : 773,749: 176,121 50,286 211,229 334,715 465,203 722,065 726,718: 51,684 47,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -98,350: 45,149 -8,899 -61,412 -82,888 -29,461 -99,151 -99,772: 801 1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 6.5 27.3 43.3 60.1 93.3 93.9: 6.7 6.1
Old : 100.0: 22.8 6.5 27.3 43.3 60.1 93.3 93.9: 6.7 6.1
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 : 144: 51 24 53 63 53 131 117:
Old : 144: 51 24 53 63 53 131 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 23.4 42.0 36.8 16.6 16.0 20.5 24.1
Old : 30.7 23.4 42.0 36.8 16.6 16.0 20.5 24.1
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, May 6, 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 : 11,738: 2,570 1,858 476 2,471 6,886 5,517 9,220: 6,222 2,518
Old : 11,738: 2,570 1,858 476 2,471 6,886 5,517 9,220: 6,222 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,168: -1,072 -531 -236 -245 -202 -1,553 -969: 384 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 15.8 4.1 21.1 58.7 47.0 78.5: 53.0 21.5
Old : 100.0: 21.9 15.8 4.1 21.1 58.7 47.0 78.5: 53.0 21.5
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 : 21: 7 5 3 5 6 13 13:
Old : 21: 7 5 3 5 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 : 28.8 59.3 41.4 72.0 26.5 59.3 37.5 70.1
Old : 28.8 59.3 41.4 72.0 26.5 59.3 37.5 70.1
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, May 6, 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 : 31,479: 16,807 12,419 701 9,458 12,975 26,966 26,095: 4,513 5,384
Old : 31,479: 16,807 12,419 701 9,458 12,975 26,966 26,095: 4,513 5,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 719: 835 544 21 -41 -210 816 355: -97 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 39.5 2.2 30.0 41.2 85.7 82.9: 14.3 17.1
Old : 100.0: 53.4 39.5 2.2 30.0 41.2 85.7 82.9: 14.3 17.1
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: 16 20 11 11 6 36 28:
Old : 52: 16 20 11 11 6 36 28:
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 : 40.6 41.4 56.0 61.8 40.6 40.7 56.0 60.8
Old : 40.6 41.4 56.0 61.8 40.6 40.7 56.0 60.8
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, May 6, 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 : 106,445: 42,443 28,385 4,538 45,690 57,987 92,671 90,910: 13,774 15,535
Old : 106,445: 42,443 28,385 4,538 45,690 57,987 92,671 90,910: 13,774 15,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 2,645: 1,977 -120 2,055 -764 1,634 3,268 3,570: -624 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 26.7 4.3 42.9 54.5 87.1 85.4: 12.9 14.6
Old : 100.0: 39.9 26.7 4.3 42.9 54.5 87.1 85.4: 12.9 14.6
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 : 109: 44 35 17 18 21 72 63:
Old : 109: 44 35 17 18 21 72 63:
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 : 34.0 39.8 47.0 54.1 33.6 38.8 45.8 51.7
Old : 34.0 39.8 47.0 54.1 33.6 38.8 45.8 51.7
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, May 6, 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 : 49,081: 11,205 2,685 1,759 35,883 44,566 48,847 49,010: 234 71
Old : 49,081: 11,205 2,685 1,759 35,883 44,566 48,847 49,010: 234 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -5,612: 3,090 -123 913 -4,082 -6,419 -79 -5,629: -5,533 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 5.5 3.6 73.1 90.8 99.5 99.9: 0.5 0.1
Old : 100.0: 22.8 5.5 3.6 73.1 90.8 99.5 99.9: 0.5 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 : 45: 10 12 3 19 11 30 25:
Old : 45: 10 12 3 19 11 30 25:
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 : 64.7 81.1 79.6 94.0 56.3 67.9 66.2 74.6
Old : 64.7 81.1 79.6 94.0 56.3 67.9 66.2 74.6
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, May 6, 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 : 24,003: 4,172 673 20 19,802 23,188 23,994 23,881: 9 122
Old : 24,003: 4,172 673 20 19,802 23,188 23,994 23,881: 9 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -407: -1,117 -23 0 750 -376 -367 -399: -40 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 2.8 0.1 82.5 96.6 100.0 99.5: 0.0 0.5
Old : 100.0: 17.4 2.8 0.1 82.5 96.6 100.0 99.5: 0.0 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 : 29: 7 6 1 12 9 20 15:
Old : 29: 7 6 1 12 9 20 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 : 82.3 91.0 92.4 96.2 81.1 88.6 90.5 93.2
Old : 82.3 91.0 92.4 96.2 81.1 88.6 90.5 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 9, 2008