WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 503,348: 84,149 83,661 156,509 230,730 204,930 471,388 445,100: 31,960 58,248
Old : 451,634: 71,682 83,505 141,863 208,082 175,930 421,627 401,298: 30,007 50,336
Other: 51,714: 23,684 11,373 3,429 22,648 29,000 49,761 43,802: 1,953 7,912
: : :
: : Changes in Commitments from: June 3, 2008 :
: -4,953: 2,585 5,447 1,277 -8,741 -11,414 -4,879 -4,690: -74 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.6 31.1 45.8 40.7 93.7 88.4: 6.3 11.6
Old : 100.0: 15.9 18.5 31.4 46.1 39.0 93.4 88.9: 6.6 11.1
Other: 100.0: 45.8 22.0 6.6 43.8 56.1 96.2 84.7: 3.8 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 112 119 146 80 117 284 308:
Old : 369: 120 115 143 79 115 281 304:
Other: 145: 20 47 19 24 69 58 122:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 13.7 31.7 22.6 17.7 11.8 27.5 16.4
Old : 21.6 14.0 32.6 22.7 19.3 11.7 28.5 16.2
Other: 56.0 23.2 70.1 34.0 54.5 17.3 65.6 25.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 2,227,228: 350,749 65,240 767,799 902,706 1,093,689 2,021,255 1,926,728: 205,973 300,500
Old : 912,460: 165,755 89,347 291,316 364,567 426,265 821,638 806,928: 90,822 105,532
Other: 1,314,768: 254,759 45,657 406,719 538,139 667,424 1,199,616 1,119,800: 115,151 194,968
: : :
: : Changes in Commitments from: June 3, 2008 :
: 95,371: 33,862 -4,588 56,468 -10,939 42,726 79,390 94,606: 15,980 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 2.9 34.5 40.5 49.1 90.8 86.5: 9.2 13.5
Old : 100.0: 18.2 9.8 31.9 40.0 46.7 90.0 88.4: 10.0 11.6
Other: 100.0: 19.4 3.5 30.9 40.9 50.8 91.2 85.2: 8.8 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 867: 250 143 294 295 411 669 754:
Old : 777: 205 145 208 229 360 516 639:
Other: 780: 208 138 212 224 392 517 663:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 14.9 21.0 21.1 9.2 7.1 14.4 10.6
Old : 13.8 15.4 22.4 22.6 12.8 10.3 20.2 13.8
Other: 15.3 15.3 24.6 22.3 9.8 8.1 14.8 10.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 16,982: 2,976 431 971 9,952 14,255 13,900 15,658: 3,083 1,325
Old : 16,982: 2,976 431 971 9,952 14,255 13,900 15,658: 3,083 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -174: 141 -65 -96 32 230 77 69: -251 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.5 5.7 58.6 83.9 81.8 92.2: 18.2 7.8
Old : 100.0: 17.5 2.5 5.7 58.6 83.9 81.8 92.2: 18.2 7.8
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 : 50: 24 3 9 17 16 43 26:
Old : 50: 24 3 9 17 16 43 26:
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 : 35.9 55.0 50.7 74.7 35.4 49.7 46.8 65.8
Old : 35.9 55.0 50.7 74.7 35.4 49.7 46.8 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, June 10, 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 : 699,193: 146,576 25,889 235,647 251,589 344,179 633,813 605,715: 65,380 93,478
Old : 276,258: 73,901 20,535 93,505 80,082 135,402 247,489 249,443: 28,769 26,815
Other: 422,935: 100,897 33,576 113,920 171,507 208,777 386,324 356,272: 36,611 66,663
: : :
: : Changes in Commitments from: June 3, 2008 :
: 35,169: 10,666 3,949 15,680 -122 16,413 26,224 36,042: 8,946 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 3.7 33.7 36.0 49.2 90.6 86.6: 9.4 13.4
Old : 100.0: 26.8 7.4 33.8 29.0 49.0 89.6 90.3: 10.4 9.7
Other: 100.0: 23.9 7.9 26.9 40.6 49.4 91.3 84.2: 8.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 537: 180 117 198 135 214 405 459:
Old : 473: 163 103 128 106 185 320 366:
Other: 451: 123 117 138 103 193 298 379:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 22.6 27.0 30.8 11.6 13.7 17.4 18.2
Old : 17.0 24.8 26.7 33.4 9.7 17.3 16.4 23.0
Other: 22.3 21.7 30.9 30.5 13.8 12.0 21.2 16.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,174: 19,541 2,694 1,217 2 3,787 20,760 7,698: 3,414 16,476
Old : 5,696: 3,757 1,578 228 0 766 3,985 2,572: 1,711 3,124
Other: 18,478: 16,405 1,737 368 2 3,021 16,775 5,126: 1,703 13,352
: : :
: : Changes in Commitments from: June 3, 2008 :
: 471: 952 558 -84 0 174 868 648: -397 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 11.1 5.0 0.0 15.7 85.9 31.8: 14.1 68.2
Old : 100.0: 66.0 27.7 4.0 0.0 13.4 70.0 45.2: 30.0 54.8
Other: 100.0: 88.8 9.4 2.0 0.0 16.3 90.8 27.7: 9.2 72.3
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 10 12 1 10 19 30:
Old : 35: 14 12 3 0 9 16 22:
Other: 28: 10 8 6 1 10 11 24:
:----------------------------------------------------------------------------------------------------
: 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 : 62.7 10.7 76.2 16.8 62.6 8.8 75.3 14.7
Old : 38.4 26.3 54.1 37.8 38.2 22.7 53.3 34.2
Other: 73.8 9.0 89.5 15.3 73.7 8.8 87.5 15.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 317,252: 40,647 22,366 89,365 150,807 185,828 280,818 297,559: 36,434 19,693
Old : 168,352: 29,109 28,450 32,096 83,410 95,420 144,615 155,965: 23,737 12,387
Other: 148,900: 28,659 11,037 40,147 67,397 90,409 136,203 141,593: 12,698 7,307
: : :
: : Changes in Commitments from: June 3, 2008 :
: 12,683: 1,391 2,175 5,169 3,707 5,410 10,266 12,754: 2,417 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.0 28.2 47.5 58.6 88.5 93.8: 11.5 6.2
Old : 100.0: 17.3 16.9 19.1 49.5 56.7 85.9 92.6: 14.1 7.4
Other: 100.0: 19.2 7.4 27.0 45.3 60.7 91.5 95.1: 8.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 55 35 60 64 66 157 139:
Old : 179: 58 41 42 60 58 137 123:
Other: 135: 38 28 36 48 48 106 93:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 27.1 24.9 41.4 12.6 23.1 19.9 31.2
Old : 15.4 26.9 26.2 40.6 14.9 22.5 24.0 32.8
Other: 22.2 40.0 33.2 57.1 18.3 35.2 25.2 43.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 1,013,596: 107,982 161,702 93,471 690,127 554,000 891,581 809,173: 122,015 204,423
Old : 1,013,596: 107,982 161,702 93,471 690,127 554,000 891,581 809,173: 122,015 204,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -16,733: -22,578 20,909 3,917 5,127 -33,513 -13,534 -8,686: -3,199 -8,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.0 9.2 68.1 54.7 88.0 79.8: 12.0 20.2
Old : 100.0: 10.7 16.0 9.2 68.1 54.7 88.0 79.8: 12.0 20.2
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 : 193: 39 48 62 81 88 151 168:
Old : 193: 39 48 62 81 88 151 168:
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 23.4 37.1 31.7 19.1 16.4 26.3 21.6
Old : 25.5 23.4 37.1 31.7 19.1 16.4 26.3 21.6
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 10, 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 : 237,204: 51,678 6,250 48,687 96,861 163,074 197,226 218,011: 39,978 19,193
Old : 124,568: 36,590 9,295 17,857 47,084 85,302 101,531 112,454: 23,037 12,114
Other: 112,636: 25,363 7,231 20,554 49,778 77,772 95,695 105,557: 16,941 7,079
: : :
: : Changes in Commitments from: June 3, 2008 :
: 7,829: 6,305 -981 1,857 -7,236 4,774 926 5,649: 6,904 2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.6 20.5 40.8 68.7 83.1 91.9: 16.9 8.1
Old : 100.0: 29.4 7.5 14.3 37.8 68.5 81.5 90.3: 18.5 9.7
Other: 100.0: 22.5 6.4 18.2 44.2 69.0 85.0 93.7: 15.0 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 72 24 58 67 65 166 130:
Old : 172: 63 29 47 61 56 149 109:
Other: 135: 49 16 41 54 44 118 89:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 36.7 21.9 47.1 8.9 32.9 13.9 37.6
Old : 17.3 34.8 25.4 45.4 16.2 31.5 23.4 41.3
Other: 16.7 42.7 27.5 54.5 14.2 37.7 22.4 48.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 19,885: 3,837 786 2,054 10,468 15,392 16,359 18,232: 3,527 1,653
Old : 7,284: 2,351 607 844 2,667 4,886 5,862 6,337: 1,422 947
Other: 12,602: 1,872 566 823 7,801 10,506 10,497 11,895: 2,105 707
: : :
: : Changes in Commitments from: June 3, 2008 :
: -587: -399 -14 -73 -283 -548 -754 -635: 167 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 4.0 10.3 52.6 77.4 82.3 91.7: 17.7 8.3
Old : 100.0: 32.3 8.3 11.6 36.6 67.1 80.5 87.0: 19.5 13.0
Other: 100.0: 14.9 4.5 6.5 61.9 83.4 83.3 94.4: 16.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 13 15 37 27 65 49:
Old : 51: 12 11 7 15 18 32 31:
Other: 63: 16 8 9 33 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 : 22.7 54.7 35.8 67.6 14.4 39.7 24.9 46.7
Old : 35.3 48.4 55.7 64.2 28.6 34.9 43.5 46.8
Other: 28.1 70.9 45.6 79.3 22.7 57.9 38.2 64.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 986,512: 179,534 189,648 26,102 676,989 657,159 882,626 872,910: 103,886 113,602
Old : 986,512: 179,534 189,648 26,102 676,989 657,159 882,626 872,910: 103,886 113,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -59,572: -18,061 -67,323 7,871 -33,034 -7,143 -43,224 -66,595: -16,348 7,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.2 2.6 68.6 66.6 89.5 88.5: 10.5 11.5
Old : 100.0: 18.2 19.2 2.6 68.6 66.6 89.5 88.5: 10.5 11.5
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 : 217: 42 43 31 103 94 160 154:
Old : 217: 42 43 31 103 94 160 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 42.5 33.6 52.5 19.3 42.0 30.2 51.1
Old : 22.1 42.5 33.6 52.5 19.3 42.0 30.2 51.1
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 10, 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 : 2,706,778: 288,342 269,506 414,450 1,694,270 1,591,073 2,397,063 2,275,030: 309,715 431,748
Old : 2,706,778: 288,342 269,506 414,450 1,694,270 1,591,073 2,397,063 2,275,030: 309,715 431,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -16,822: -31,133 5,511 70,344 -63,330 -73,185 -24,120 2,670: 7,298 -19,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.0 15.3 62.6 58.8 88.6 84.0: 11.4 16.0
Old : 100.0: 10.7 10.0 15.3 62.6 58.8 88.6 84.0: 11.4 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 51 62 71 123 141 211 238:
Old : 273: 51 62 71 123 141 211 238:
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 : 30.8 20.9 36.8 28.9 27.7 17.3 32.7 23.0
Old : 30.8 20.9 36.8 28.9 27.7 17.3 32.7 23.0
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 10, 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 : 1,817,194: 462,006 179,297 104,363 1,036,621 1,251,251 1,602,990 1,534,911: 214,204 282,284
Old : 1,817,194: 462,006 179,297 104,363 1,036,621 1,251,251 1,602,990 1,534,911: 214,204 282,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -61,794: -36,263 -8,210 2,109 -36,151 -62,357 -70,305 -68,459: 8,511 6,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 9.9 5.7 57.0 68.9 88.2 84.5: 11.8 15.5
Old : 100.0: 25.4 9.9 5.7 57.0 68.9 88.2 84.5: 11.8 15.5
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 : 182: 32 44 35 81 85 132 145:
Old : 182: 32 44 35 81 85 132 145:
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 : 21.5 32.9 33.1 42.5 14.9 23.6 26.0 28.6
Old : 21.5 32.9 33.1 42.5 14.9 23.6 26.0 28.6
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, June 10, 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 : 732,950: 235,142 21,669 116,727 325,675 554,178 677,544 692,574: 55,406 40,376
Old : 732,950: 235,142 21,669 116,727 325,675 554,178 677,544 692,574: 55,406 40,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 37,292: 28,434 -1,740 -8,221 14,962 48,727 35,175 38,766: 2,117 -1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 3.0 15.9 44.4 75.6 92.4 94.5: 7.6 5.5
Old : 100.0: 32.1 3.0 15.9 44.4 75.6 92.4 94.5: 7.6 5.5
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 : 133: 56 10 40 65 52 126 97:
Old : 133: 56 10 40 65 52 126 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 35.8 38.9 50.8 21.7 32.8 28.2 43.3
Old : 24.6 35.8 38.9 50.8 21.7 32.8 28.2 43.3
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 10, 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 : 34,400: 16,263 13,560 778 11,305 13,961 28,346 28,299: 6,054 6,101
Old : 34,400: 16,263 13,560 778 11,305 13,961 28,346 28,299: 6,054 6,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,715: -42 594 99 479 1,003 536 1,696: 1,178 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 39.4 2.3 32.9 40.6 82.4 82.3: 17.6 17.7
Old : 100.0: 47.3 39.4 2.3 32.9 40.6 82.4 82.3: 17.6 17.7
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 : 53: 14 21 11 12 10 36 32:
Old : 53: 14 21 11 12 10 36 32:
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 : 36.2 32.9 56.0 54.5 36.2 31.1 52.9 49.1
Old : 36.2 32.9 56.0 54.5 36.2 31.1 52.9 49.1
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 10, 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 : 117,319: 38,748 46,362 4,173 59,712 51,986 102,632 102,521: 14,686 14,798
Old : 117,319: 38,748 46,362 4,173 59,712 51,986 102,632 102,521: 14,686 14,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -3,756: -1,086 -6,701 827 -3,684 -96 -3,943 -5,971: 188 2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 39.5 3.6 50.9 44.3 87.5 87.4: 12.5 12.6
Old : 100.0: 33.0 39.5 3.6 50.9 44.3 87.5 87.4: 12.5 12.6
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: 46 38 22 25 23 76 78:
Old : 120: 46 38 22 25 23 76 78:
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 : 34.6 38.9 48.3 51.4 31.7 37.9 43.4 49.3
Old : 34.6 38.9 48.3 51.4 31.7 37.9 43.4 49.3
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 10, 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 : 62,714: 14,711 3,464 1,224 46,330 57,437 62,265 62,125: 449 589
Old : 62,714: 14,711 3,464 1,224 46,330 57,437 62,265 62,125: 449 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,427: -778 -1,211 7 2,025 2,158 1,254 954: 173 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.5 2.0 73.9 91.6 99.3 99.1: 0.7 0.9
Old : 100.0: 23.5 5.5 2.0 73.9 91.6 99.3 99.1: 0.7 0.9
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 : 46: 10 14 3 19 12 30 28:
Old : 46: 10 14 3 19 12 30 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 : 65.3 85.8 83.8 93.8 42.4 55.8 54.3 59.4
Old : 65.3 85.8 83.8 93.8 42.4 55.8 54.3 59.4
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 10, 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 : 70,629: 15,776 2,586 2,121 50,077 60,625 67,974 65,332: 2,655 5,297
Old : 70,629: 15,776 2,586 2,121 50,077 60,625 67,974 65,332: 2,655 5,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 25,391: 5,815 1,110 1,720 15,208 17,408 22,743 20,238: 2,648 5,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.7 3.0 70.9 85.8 96.2 92.5: 3.8 7.5
Old : 100.0: 22.3 3.7 3.0 70.9 85.8 96.2 92.5: 3.8 7.5
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 : 26: 5 6 2 9 10 15 17:
Old : 26: 5 6 2 9 10 15 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 : 76.0 86.7 89.9 91.1 75.6 81.2 85.1 82.7
Old : 76.0 86.7 89.9 91.1 75.6 81.2 85.1 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2008