WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 508,301: 81,564 78,214 155,232 239,471 216,344 476,267 449,790: 32,033 58,511
Old : 467,277: 73,343 81,562 143,179 220,729 191,615 437,252 416,357: 30,025 50,920
Other: 41,024: 16,330 4,761 3,944 18,742 24,728 39,016 33,433: 2,008 7,591
: : :
: : Changes in Commitments from: May 27, 2008 :
: 7,893: 390 -2,853 6,064 -1,112 1,423 5,341 4,634: 2,552 3,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 15.4 30.5 47.1 42.6 93.7 88.5: 6.3 11.5
Old : 100.0: 15.7 17.5 30.6 47.2 41.0 93.6 89.1: 6.4 10.9
Other: 100.0: 39.8 11.6 9.6 45.7 60.3 95.1 81.5: 4.9 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 98 135 143 83 117 278 312:
Old : 366: 97 135 139 82 115 274 307:
Other: 144: 27 34 24 24 71 63 119:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 13.6 32.0 22.4 18.1 11.4 27.8 16.9
Old : 21.7 13.6 33.0 22.5 19.2 11.0 29.0 16.7
Other: 39.3 24.4 57.2 34.8 38.1 20.2 53.1 28.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 2,131,857: 316,887 69,828 711,331 913,646 1,050,963 1,941,864 1,832,122: 189,993 299,735
Old : 903,332: 159,892 116,532 264,371 396,724 416,781 820,987 797,684: 82,345 105,649
Other: 1,228,525: 240,729 37,030 363,226 516,922 634,182 1,120,877 1,034,439: 107,648 194,086
: : :
: : Changes in Commitments from: May 27, 2008 :
: 22,227: -4,687 -3,588 24,722 -11,197 -12,659 8,838 8,475: 13,389 13,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 3.3 33.4 42.9 49.3 91.1 85.9: 8.9 14.1
Old : 100.0: 17.7 12.9 29.3 43.9 46.1 90.9 88.3: 9.1 11.7
Other: 100.0: 19.6 3.0 29.6 42.1 51.6 91.2 84.2: 8.8 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 851: 232 154 277 293 408 652 736:
Old : 780: 180 172 201 235 360 524 632:
Other: 758: 189 136 199 219 390 496 645:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 14.6 21.6 20.7 9.3 6.1 14.7 9.8
Old : 14.2 14.8 23.0 22.0 14.0 10.1 21.4 13.8
Other: 15.9 15.1 25.4 21.9 9.7 8.3 15.0 11.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 17,157: 2,835 496 1,067 9,920 14,025 13,823 15,589: 3,334 1,568
Old : 17,157: 2,835 496 1,067 9,920 14,025 13,823 15,589: 3,334 1,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 601: -170 162 135 982 15 948 312: -347 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 2.9 6.2 57.8 81.7 80.6 90.9: 19.4 9.1
Old : 100.0: 16.5 2.9 6.2 57.8 81.7 80.6 90.9: 19.4 9.1
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 : 51: 19 8 9 18 17 43 28:
Old : 51: 19 8 9 18 17 43 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 : 36.0 53.6 50.7 72.8 35.1 48.2 47.2 64.2
Old : 36.0 53.6 50.7 72.8 35.1 48.2 47.2 64.2
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, June 3, 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 : 664,023: 135,910 21,940 219,968 251,711 327,765 607,589 569,673: 56,434 94,351
Old : 298,192: 73,976 24,309 93,901 103,323 149,801 271,201 268,011: 26,992 30,182
Other: 365,831: 90,092 25,790 97,908 148,388 177,964 336,388 301,662: 29,443 64,169
: : :
: : Changes in Commitments from: May 27, 2008 :
: 15,935: 6,254 -7 9,490 2,555 5,222 18,299 14,705: -2,364 1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.3 33.1 37.9 49.4 91.5 85.8: 8.5 14.2
Old : 100.0: 24.8 8.2 31.5 34.6 50.2 90.9 89.9: 9.1 10.1
Other: 100.0: 24.6 7.0 26.8 40.6 48.6 92.0 82.5: 8.0 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 164 124 199 130 208 397 452:
Old : 477: 150 118 131 105 182 322 369:
Other: 444: 121 110 131 104 190 294 370:
:----------------------------------------------------------------------------------------------------
: 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 22.5 27.9 31.2 12.0 13.3 18.0 18.3
Old : 21.2 27.4 30.8 36.1 16.1 20.3 22.8 26.6
Other: 21.4 20.6 31.3 30.4 11.1 10.7 19.0 15.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,703: 18,589 2,136 1,301 2 3,613 19,892 7,050: 3,811 16,653
Old : 6,032: 3,973 1,659 31 0 697 4,004 2,387: 2,028 3,645
Other: 17,671: 15,862 1,723 24 2 2,916 15,888 4,663: 1,783 13,008
: : :
: : Changes in Commitments from: May 27, 2008 :
: 952: -34 -123 124 0 -9 90 -8: 862 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 9.0 5.5 0.0 15.2 83.9 29.7: 16.1 70.3
Old : 100.0: 65.9 27.5 0.5 0.0 11.6 66.4 39.6: 33.6 60.4
Other: 100.0: 89.8 9.8 0.1 0.0 16.5 89.9 26.4: 10.1 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 8 9 1 10 15 26:
Old : 29: 12 8 3 0 9 13 19:
Other: 25: 8 7 5 1 10 9 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 : 63.2 11.0 77.5 16.9 63.0 8.4 74.6 14.1
Old : 45.2 29.4 58.2 35.6 45.1 29.2 58.1 35.4
Other: 75.8 9.1 89.9 15.6 75.7 9.1 89.8 15.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 304,569: 39,256 20,191 84,196 147,100 180,419 270,551 284,805: 34,018 19,764
Old : 183,199: 31,886 29,260 34,520 94,094 105,804 160,500 169,584: 22,699 13,615
Other: 121,370: 25,945 9,506 31,100 53,006 74,615 110,052 115,221: 11,318 6,149
: : :
: : Changes in Commitments from: May 27, 2008 :
: 5,067: -916 -252 6,671 1,433 -243 7,187 6,175: -2,121 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.6 27.6 48.3 59.2 88.8 93.5: 11.2 6.5
Old : 100.0: 17.4 16.0 18.8 51.4 57.8 87.6 92.6: 12.4 7.4
Other: 100.0: 21.4 7.8 25.6 43.7 61.5 90.7 94.9: 9.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 53 42 59 65 67 160 141:
Old : 184: 58 43 43 58 60 136 129:
Other: 133: 33 30 31 52 44 106 85:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 29.6 24.6 42.0 13.1 26.0 20.6 32.8
Old : 15.6 32.8 26.6 43.9 15.6 30.8 26.0 39.2
Other: 18.0 38.1 29.7 55.3 14.9 29.0 23.3 39.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 1,030,329: 130,560 140,792 89,554 685,000 587,513 905,115 817,859: 125,214 212,470
Old : 1,030,329: 130,560 140,792 89,554 685,000 587,513 905,115 817,859: 125,214 212,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -34,607: -14,890 -11,775 16,834 -26,782 -33,854 -24,838 -28,795: -9,769 -5,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.7 8.7 66.5 57.0 87.8 79.4: 12.2 20.6
Old : 100.0: 12.7 13.7 8.7 66.5 57.0 87.8 79.4: 12.2 20.6
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 : 186: 41 39 57 80 91 148 160:
Old : 186: 41 39 57 80 91 148 160:
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 : 25.2 25.7 36.7 33.6 18.9 19.0 27.0 23.7
Old : 25.2 25.7 36.7 33.6 18.9 19.0 27.0 23.7
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, June 3, 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 : 229,375: 45,372 7,231 46,831 104,098 158,300 196,300 212,362: 33,075 17,013
Old : 118,004: 29,346 11,064 18,021 51,899 77,469 99,267 106,554: 18,737 11,450
Other: 111,371: 26,201 6,343 18,634 52,198 80,831 97,034 105,808: 14,337 5,563
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,626: 3,607 -488 2,621 -4,360 -804 1,868 1,330: 757 1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.2 20.4 45.4 69.0 85.6 92.6: 14.4 7.4
Old : 100.0: 24.9 9.4 15.3 44.0 65.6 84.1 90.3: 15.9 9.7
Other: 100.0: 23.5 5.7 16.7 46.9 72.6 87.1 95.0: 12.9 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 66 23 58 68 67 160 134:
Old : 167: 55 33 45 60 61 141 116:
Other: 129: 42 17 37 54 43 110 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 : 17.7 38.7 25.2 48.4 11.0 34.0 17.2 38.9
Old : 21.5 32.5 29.3 42.4 19.8 29.9 27.0 38.8
Other: 16.7 48.6 28.7 61.2 15.9 43.7 25.9 55.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 20,473: 4,235 800 2,126 10,751 15,940 17,113 18,867: 3,360 1,606
Old : 8,165: 2,584 595 906 3,352 5,651 6,842 7,152: 1,323 1,013
Other: 12,307: 2,121 676 749 7,399 10,289 10,270 11,714: 2,037 593
: : :
: : Changes in Commitments from: May 27, 2008 :
: -64: -401 -189 143 805 231 547 185: -611 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 3.9 10.4 52.5 77.9 83.6 92.2: 16.4 7.8
Old : 100.0: 31.7 7.3 11.1 41.0 69.2 83.8 87.6: 16.2 12.4
Other: 100.0: 17.2 5.5 6.1 60.1 83.6 83.4 95.2: 16.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 26 11 15 36 28 68 50:
Old : 57: 18 10 6 17 19 37 33:
Other: 63: 15 10 11 32 16 54 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 : 22.8 57.3 35.7 69.4 13.8 39.8 24.0 45.4
Old : 32.9 48.4 54.9 66.8 24.6 33.2 37.1 43.5
Other: 26.1 72.4 44.1 80.4 21.6 60.2 37.6 66.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 1,046,084: 197,595 256,971 18,232 710,023 664,302 925,850 939,505: 120,234 106,579
Old : 1,046,084: 197,595 256,971 18,232 710,023 664,302 925,850 939,505: 120,234 106,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -67,823: -49,542 -2,973 -22,301 -13,466 -36,971 -85,309 -62,245: 17,486 -5,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.6 1.7 67.9 63.5 88.5 89.8: 11.5 10.2
Old : 100.0: 18.9 24.6 1.7 67.9 63.5 88.5 89.8: 11.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 46 40 27 104 93 166 144:
Old : 216: 46 40 27 104 93 166 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 47.1 34.8 56.5 19.2 46.7 30.6 55.1
Old : 22.8 47.1 34.8 56.5 19.2 46.7 30.6 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 2,723,600: 319,476 263,994 344,107 1,757,600 1,664,258 2,421,183 2,272,360: 302,418 451,241
Old : 2,723,600: 319,476 263,994 344,107 1,757,600 1,664,258 2,421,183 2,272,360: 302,418 451,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 120,200: -2,923 -17,011 61,472 69,988 64,030 128,537 108,491: -8,337 11,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.7 12.6 64.5 61.1 88.9 83.4: 11.1 16.6
Old : 100.0: 11.7 9.7 12.6 64.5 61.1 88.9 83.4: 11.1 16.6
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 : 282: 50 67 77 120 145 215 246:
Old : 282: 50 67 77 120 145 215 246:
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 : 32.4 21.2 38.3 29.0 29.1 17.1 34.6 22.7
Old : 32.4 21.2 38.3 29.0 29.1 17.1 34.6 22.7
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, June 3, 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 : 1,878,988: 498,270 187,507 102,254 1,072,772 1,313,608 1,673,296 1,603,370: 205,692 275,619
Old : 1,878,988: 498,270 187,507 102,254 1,072,772 1,313,608 1,673,296 1,603,370: 205,692 275,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 4,091: -58,411 -5,624 -2,466 104,729 51,721 43,852 43,631: -39,761 -39,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.0 5.4 57.1 69.9 89.1 85.3: 10.9 14.7
Old : 100.0: 26.5 10.0 5.4 57.1 69.9 89.1 85.3: 10.9 14.7
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 : 183: 36 42 36 83 88 139 146:
Old : 183: 36 42 36 83 88 139 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 35.0 32.6 45.1 14.1 26.3 24.9 31.9
Old : 20.9 35.0 32.6 45.1 14.1 26.3 24.9 31.9
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, June 3, 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 : 695,658: 206,708 23,409 124,949 310,713 505,451 642,369 653,808: 53,289 41,850
Old : 695,658: 206,708 23,409 124,949 310,713 505,451 642,369 653,808: 53,289 41,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -214,285: -2,374 -8,142 -116,215 -89,236 -81,097 -207,824 -205,454: -6,461 -8,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 3.4 18.0 44.7 72.7 92.3 94.0: 7.7 6.0
Old : 100.0: 29.7 3.4 18.0 44.7 72.7 92.3 94.0: 7.7 6.0
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 : 138: 59 13 44 61 51 129 101:
Old : 138: 59 13 44 61 51 129 101:
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 : 22.7 32.6 36.6 47.8 19.7 29.8 25.2 38.6
Old : 22.7 32.6 36.6 47.8 19.7 29.8 25.2 38.6
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, June 3, 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 : 32,685: 16,305 12,966 679 10,826 12,958 27,810 26,602: 4,875 6,083
Old : 32,685: 16,305 12,966 679 10,826 12,958 27,810 26,602: 4,875 6,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 450: -536 -158 113 975 16 552 -28: -102 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 39.7 2.1 33.1 39.6 85.1 81.4: 14.9 18.6
Old : 100.0: 49.9 39.7 2.1 33.1 39.6 85.1 81.4: 14.9 18.6
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 : 54: 15 21 11 13 9 38 31:
Old : 54: 15 21 11 13 9 38 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 33.5 56.6 54.9 37.9 32.3 55.3 49.2
Old : 37.9 33.5 56.6 54.9 37.9 32.3 55.3 49.2
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, June 3, 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 : 121,074: 39,833 53,064 3,346 63,396 52,082 106,576 108,492: 14,499 12,582
Old : 121,074: 39,833 53,064 3,346 63,396 52,082 106,576 108,492: 14,499 12,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 7,070: 1,533 11,698 -1,143 7,562 -2,858 7,952 7,697: -882 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 43.8 2.8 52.4 43.0 88.0 89.6: 12.0 10.4
Old : 100.0: 32.9 43.8 2.8 52.4 43.0 88.0 89.6: 12.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 44 47 21 20 22 71 83:
Old : 124: 44 47 21 20 22 71 83:
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 : 39.9 37.2 52.4 48.1 38.9 36.3 48.8 46.9
Old : 39.9 37.2 52.4 48.1 38.9 36.3 48.8 46.9
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, June 3, 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 : 61,287: 15,489 4,675 1,217 44,305 55,279 61,011 61,171: 276 116
Old : 61,287: 15,489 4,675 1,217 44,305 55,279 61,011 61,171: 276 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 1,932: -2,986 223 -216 5,086 2,080 1,884 2,087: 48 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.6 2.0 72.3 90.2 99.5 99.8: 0.5 0.2
Old : 100.0: 25.3 7.6 2.0 72.3 90.2 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 12 3 18 11 28 25:
Old : 43: 9 12 3 18 11 28 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 : 58.4 84.0 80.9 95.2 43.7 59.7 57.4 66.0
Old : 58.4 84.0 80.9 95.2 43.7 59.7 57.4 66.0
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, June 3, 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 : 45,238: 9,961 1,476 401 34,869 43,217 45,231 45,094: 7 144
Old : 45,238: 9,961 1,476 401 34,869 43,217 45,231 45,094: 7 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 4,542: 84 -113 351 4,106 4,366 4,541 4,604: 1 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.3 0.9 77.1 95.5 100.0 99.7: 0.0 0.3
Old : 100.0: 22.0 3.3 0.9 77.1 95.5 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 7 1 12 8 17 16:
Old : 27: 5 7 1 12 8 17 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 : 83.2 95.5 93.8 98.1 82.6 94.1 92.4 95.9
Old : 83.2 95.5 93.8 98.1 82.6 94.1 92.4 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2008