WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 500,407: 81,174 81,067 149,169 240,584 214,921 470,926 445,156: 29,481 55,251
Old : 462,354: 75,418 85,713 137,083 222,765 190,886 435,266 413,681: 27,088 48,673
Other: 38,054: 14,174 3,772 3,667 17,819 24,035 35,661 31,475: 2,393 6,579
: : :
: : Changes in Commitments from: May 20, 2008 :
: -9,222: -9,456 -178 594 358 -11,672 -8,504 -11,256: -718 2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.2 29.8 48.1 42.9 94.1 89.0: 5.9 11.0
Old : 100.0: 16.3 18.5 29.6 48.2 41.3 94.1 89.5: 5.9 10.5
Other: 100.0: 37.2 9.9 9.6 46.8 63.2 93.7 82.7: 6.3 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 101 133 142 83 115 274 309:
Old : 362: 97 135 136 82 114 268 306:
Other: 139: 28 30 21 22 72 58 116:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 13.9 32.6 23.1 18.7 11.8 28.2 17.2
Old : 22.7 13.8 34.1 22.7 19.9 11.3 29.9 16.9
Other: 41.8 25.3 56.5 36.3 40.4 21.9 51.8 30.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 2,109,630: 321,574 73,416 686,609 924,842 1,063,622 1,933,026 1,823,648: 176,604 285,983
Old : 927,196: 169,123 132,758 256,778 423,054 432,106 848,956 821,642: 78,240 105,554
Other: 1,182,435: 249,768 37,976 332,514 501,788 631,516 1,084,070 1,002,006: 98,364 180,429
: : :
: : Changes in Commitments from: May 20, 2008 :
: -4,453: -4,450 -552 4,567 2,484 -3,716 2,601 299: -7,053 -4,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 3.5 32.5 43.8 50.4 91.6 86.4: 8.4 13.6
Old : 100.0: 18.2 14.3 27.7 45.6 46.6 91.6 88.6: 8.4 11.4
Other: 100.0: 21.1 3.2 28.1 42.4 53.4 91.7 84.7: 8.3 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 862: 245 147 276 290 409 657 739:
Old : 787: 191 170 196 234 361 524 635:
Other: 758: 199 132 194 214 387 490 640:
:----------------------------------------------------------------------------------------------------
: 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 15.0 21.8 21.0 9.7 6.5 15.3 10.2
Old : 14.8 14.7 23.9 21.6 14.5 10.2 22.9 13.7
Other: 16.2 16.2 25.7 23.3 10.2 9.3 15.4 12.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 16,556: 3,005 334 932 8,938 14,011 12,874 15,277: 3,681 1,279
Old : 16,556: 3,005 334 932 8,938 14,011 12,874 15,277: 3,681 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -102: -265 -109 138 -32 -460 -159 -432: 56 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 2.0 5.6 54.0 84.6 77.8 92.3: 22.2 7.7
Old : 100.0: 18.1 2.0 5.6 54.0 84.6 77.8 92.3: 22.2 7.7
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 : 48: 23 3 8 16 15 41 24:
Old : 48: 23 3 8 16 15 41 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 : 35.2 55.9 49.6 75.1 33.6 49.5 45.6 65.8
Old : 35.2 55.9 49.6 75.1 33.6 49.5 45.6 65.8
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 27, 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 : 648,088: 129,655 21,947 210,478 249,156 322,543 589,290 554,968: 58,799 93,120
Old : 296,133: 66,371 28,609 83,385 117,344 152,137 267,101 264,131: 29,032 32,002
Other: 351,955: 93,066 23,120 97,310 131,812 170,407 322,188 290,837: 29,767 61,118
: : :
: : Changes in Commitments from: May 20, 2008 :
: 3,886: -2,155 586 5,246 -430 -2,945 2,660 2,886: 1,226 1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.4 32.5 38.4 49.8 90.9 85.6: 9.1 14.4
Old : 100.0: 22.4 9.7 28.2 39.6 51.4 90.2 89.2: 9.8 10.8
Other: 100.0: 26.4 6.6 27.6 37.5 48.4 91.5 82.6: 8.5 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 515: 167 109 192 124 206 377 445:
Old : 470: 143 119 120 101 181 301 366:
Other: 428: 126 95 125 98 190 280 361:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 22.7 28.5 30.6 12.4 13.3 18.5 17.7
Old : 23.5 27.8 34.5 35.6 19.5 20.5 27.1 26.6
Other: 19.7 20.9 29.8 30.0 10.5 11.2 17.5 14.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,751: 18,623 2,259 1,177 2 3,622 19,802 7,058: 2,949 15,693
Old : 5,435: 4,091 1,631 15 0 735 4,106 2,381: 1,329 3,054
Other: 17,316: 15,663 1,759 31 2 2,887 15,696 4,677: 1,620 12,639
: : :
: : Changes in Commitments from: May 20, 2008 :
: 341: 519 248 -145 0 33 374 136: -33 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 9.9 5.2 0.0 15.9 87.0 31.0: 13.0 69.0
Old : 100.0: 75.3 30.0 0.3 0.0 13.5 75.5 43.8: 24.5 56.2
Other: 100.0: 90.5 10.2 0.2 0.0 16.7 90.6 27.0: 9.4 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 9 11 1 10 17 28:
Old : 32: 13 10 3 0 9 15 20:
Other: 26: 8 8 5 1 10 9 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 : 64.9 9.8 80.1 16.5 64.8 8.9 77.4 15.3
Old : 48.5 29.0 62.5 38.2 48.3 29.0 62.3 38.2
Other: 76.3 9.2 90.6 15.7 76.2 9.2 90.5 15.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 299,502: 40,172 20,443 77,525 145,667 180,662 263,364 278,629: 36,138 20,873
Old : 184,264: 34,939 27,613 30,744 93,629 110,969 159,312 169,326: 24,952 14,938
Other: 115,238: 24,374 11,971 27,640 52,038 69,693 104,052 109,304: 11,186 5,935
: : :
: : Changes in Commitments from: May 20, 2008 :
: -1,049: 2,313 2,870 -3,200 -2,254 -1,655 -3,140 -1,984: 2,091 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.8 25.9 48.6 60.3 87.9 93.0: 12.1 7.0
Old : 100.0: 19.0 15.0 16.7 50.8 60.2 86.5 91.9: 13.5 8.1
Other: 100.0: 21.2 10.4 24.0 45.2 60.5 90.3 94.9: 9.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 54 33 51 66 66 151 130:
Old : 176: 61 33 35 60 60 132 117:
Other: 130: 30 31 30 50 45 100 86:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 31.3 24.7 44.1 13.6 26.9 21.4 34.0
Old : 16.5 36.5 28.0 48.5 16.5 34.5 27.0 43.7
Other: 18.4 37.2 30.5 52.7 13.5 25.5 22.6 36.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 1,064,936: 145,450 152,567 72,720 711,782 621,367 929,953 846,654: 134,983 218,282
Old : 1,064,936: 145,450 152,567 72,720 711,782 621,367 929,953 846,654: 134,983 218,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -12,943: -22,823 -7,077 -14,478 22,125 -12,477 -15,176 -34,033: 2,233 21,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.3 6.8 66.8 58.3 87.3 79.5: 12.7 20.5
Old : 100.0: 13.7 14.3 6.8 66.8 58.3 87.3 79.5: 12.7 20.5
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 : 176: 38 39 49 75 86 134 153:
Old : 176: 38 39 49 75 86 134 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 26.7 38.7 36.2 18.9 19.9 27.6 24.7
Old : 26.1 26.7 38.7 36.2 18.9 19.9 27.6 24.7
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 27, 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 : 226,749: 41,765 7,719 44,210 108,457 159,104 194,432 211,032: 32,317 15,717
Old : 116,832: 29,243 11,892 15,684 52,717 78,587 97,643 106,163: 19,188 10,669
Other: 109,917: 22,426 5,730 18,622 55,741 80,517 96,789 104,870: 13,129 5,048
: : :
: : Changes in Commitments from: May 20, 2008 :
: -510: 1,881 444 633 -1,638 -131 876 947: -1,386 -1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.4 19.5 47.8 70.2 85.7 93.1: 14.3 6.9
Old : 100.0: 25.0 10.2 13.4 45.1 67.3 83.6 90.9: 16.4 9.1
Other: 100.0: 20.4 5.2 16.9 50.7 73.3 88.1 95.4: 11.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 56 28 60 71 65 158 134:
Old : 164: 47 36 44 58 58 132 116:
Other: 131: 40 17 39 57 42 114 87:
:----------------------------------------------------------------------------------------------------
: 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 40.3 28.3 49.0 14.3 36.0 20.7 41.3
Old : 23.4 34.2 32.0 43.7 22.9 33.3 30.9 41.3
Other: 19.1 49.3 31.4 62.7 18.4 44.2 28.9 57.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 20,537: 4,637 990 1,983 9,946 15,709 16,566 18,682: 3,971 1,855
Old : 9,237: 3,017 1,168 576 3,815 6,206 7,408 7,951: 1,829 1,287
Other: 11,300: 2,291 492 736 6,130 9,503 9,158 10,731: 2,142 569
: : :
: : Changes in Commitments from: May 20, 2008 :
: 235: -24 167 24 -15 -40 -15 151: 249 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.8 9.7 48.4 76.5 80.7 91.0: 19.3 9.0
Old : 100.0: 32.7 12.6 6.2 41.3 67.2 80.2 86.1: 19.8 13.9
Other: 100.0: 20.3 4.4 6.5 54.3 84.1 81.0 95.0: 19.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 27 10 15 39 30 72 51:
Old : 64: 17 12 6 19 22 40 36:
Other: 64: 19 7 10 30 17 53 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 54.9 33.2 66.6 13.9 41.8 23.9 47.8
Old : 29.6 44.5 45.2 62.1 26.3 34.4 40.5 48.1
Other: 25.8 72.8 42.4 81.0 22.7 58.5 34.7 64.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 1,113,907: 247,137 259,944 40,533 723,489 701,274 1,011,159 1,001,750: 102,748 112,156
Old : 1,113,907: 247,137 259,944 40,533 723,489 701,274 1,011,159 1,001,750: 102,748 112,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -79,041: -21,109 27,642 -6,561 -43,887 -109,097 -71,556 -88,017: -7,485 8,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 23.3 3.6 65.0 63.0 90.8 89.9: 9.2 10.1
Old : 100.0: 22.2 23.3 3.6 65.0 63.0 90.8 89.9: 9.2 10.1
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 : 217: 43 45 36 98 95 161 156:
Old : 217: 43 45 36 98 95 161 156:
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 : 25.4 45.3 37.7 53.1 22.5 45.1 33.0 51.9
Old : 25.4 45.3 37.7 53.1 22.5 45.1 33.0 51.9
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 27, 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 : 2,603,400: 322,398 281,005 282,635 1,687,612 1,600,228 2,292,645 2,163,868: 310,754 439,531
Old : 2,603,400: 322,398 281,005 282,635 1,687,612 1,600,228 2,292,645 2,163,868: 310,754 439,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -267,660: -13,155 -29,806 -133,921 -117,106 -120,310 -264,182 -284,037: -3,477 16,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.8 10.9 64.8 61.5 88.1 83.1: 11.9 16.9
Old : 100.0: 12.4 10.8 10.9 64.8 61.5 88.1 83.1: 11.9 16.9
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 : 263: 50 63 67 122 132 209 226:
Old : 263: 50 63 67 122 132 209 226:
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 : 33.0 22.6 39.2 31.7 30.3 18.5 35.4 26.3
Old : 33.0 22.6 39.2 31.7 30.3 18.5 35.4 26.3
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 27, 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 : 1,874,897: 556,680 193,131 104,720 968,043 1,261,887 1,629,444 1,559,739: 245,453 315,158
Old : 1,874,897: 556,680 193,131 104,720 968,043 1,261,887 1,629,444 1,559,739: 245,453 315,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -120,770: -12,072 -9,155 -51,808 -77,649 -110,988 -141,529 -171,951: 20,759 51,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.3 5.6 51.6 67.3 86.9 83.2: 13.1 16.8
Old : 100.0: 29.7 10.3 5.6 51.6 67.3 86.9 83.2: 13.1 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 40 39 38 80 89 137 149:
Old : 186: 40 39 38 80 89 137 149:
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 : 18.5 34.1 31.2 44.0 13.7 25.4 25.5 31.6
Old : 18.5 34.1 31.2 44.0 13.7 25.4 25.5 31.6
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 27, 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 : 909,943: 209,081 31,550 241,163 399,949 586,548 850,193 859,262: 59,749 50,681
Old : 909,943: 209,081 31,550 241,163 399,949 586,548 850,193 859,262: 59,749 50,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 34,340: 18,368 -9,273 10,349 4,022 31,221 32,739 32,297: 1,601 2,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 3.5 26.5 44.0 64.5 93.4 94.4: 6.6 5.6
Old : 100.0: 23.0 3.5 26.5 44.0 64.5 93.4 94.4: 6.6 5.6
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 : 160: 61 20 55 74 57 149 122:
Old : 160: 61 20 55 74 57 149 122:
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 : 25.5 26.3 37.7 40.2 14.6 20.5 18.5 27.0
Old : 25.5 26.3 37.7 40.2 14.6 20.5 18.5 27.0
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 27, 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 : 32,235: 16,841 13,123 565 9,851 12,942 27,257 26,630: 4,978 5,605
Old : 32,235: 16,841 13,123 565 9,851 12,942 27,257 26,630: 4,978 5,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -575: -8 -69 -121 -139 -131 -268 -320: -307 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 40.7 1.8 30.6 40.1 84.6 82.6: 15.4 17.4
Old : 100.0: 52.2 40.7 1.8 30.6 40.1 84.6 82.6: 15.4 17.4
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 : 54: 16 21 10 11 7 36 29:
Old : 54: 16 21 10 11 7 36 29:
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 : 36.0 37.8 54.2 58.2 36.0 37.1 54.2 57.2
Old : 36.0 37.8 54.2 58.2 36.0 37.1 54.2 57.2
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 27, 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 : 114,005: 38,301 41,366 4,489 55,834 54,940 98,624 100,796: 15,381 13,209
Old : 114,005: 38,301 41,366 4,489 55,834 54,940 98,624 100,796: 15,381 13,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 910: -3,690 923 1,223 2,820 -321 353 1,824: 558 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 36.3 3.9 49.0 48.2 86.5 88.4: 13.5 11.6
Old : 100.0: 33.6 36.3 3.9 49.0 48.2 86.5 88.4: 13.5 11.6
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 : 120: 45 41 22 21 23 76 76:
Old : 120: 45 41 22 21 23 76 76:
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 : 35.4 39.3 47.8 50.5 35.0 38.3 45.2 49.4
Old : 35.4 39.3 47.8 50.5 35.0 38.3 45.2 49.4
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 27, 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 : 59,355: 18,475 4,452 1,433 39,219 53,199 59,127 59,084: 228 271
Old : 59,355: 18,475 4,452 1,433 39,219 53,199 59,127 59,084: 228 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -1,579: -353 -94 -40 -1,186 -1,565 -1,579 -1,699: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 7.5 2.4 66.1 89.6 99.6 99.5: 0.4 0.5
Old : 100.0: 31.1 7.5 2.4 66.1 89.6 99.6 99.5: 0.4 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 : 47: 11 14 3 19 11 31 27:
Old : 47: 11 14 3 19 11 31 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 : 59.0 83.4 80.3 94.7 42.3 59.2 56.9 65.0
Old : 59.0 83.4 80.3 94.7 42.3 59.2 56.9 65.0
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 27, 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 : 40,696: 9,877 1,589 50 30,763 38,851 40,690 40,490: 6 206
Old : 40,696: 9,877 1,589 50 30,763 38,851 40,690 40,490: 6 206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -471: 298 21 40 -809 -603 -471 -542: 0 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 3.9 0.1 75.6 95.5 100.0 99.5: 0.0 0.5
Old : 100.0: 24.3 3.9 0.1 75.6 95.5 100.0 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 : 30: 7 7 1 12 9 19 17:
Old : 30: 7 7 1 12 9 19 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 : 86.3 95.2 95.4 97.6 85.7 94.9 94.7 97.0
Old : 86.3 95.2 95.4 97.6 85.7 94.9 94.7 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30,2008