WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 506,539: 81,496 77,475 157,244 231,094 211,809 469,834 446,528: 36,705 60,011
Old : 452,945: 67,743 76,408 144,149 206,475 180,132 418,367 400,690: 34,577 52,255
Other: 53,594: 23,271 10,585 3,577 24,619 31,677 51,467 45,839: 2,128 7,755
: : :
: : Changes in Commitments from: June 10, 2008 :
: 3,191: -2,653 -6,186 736 364 6,879 -1,554 1,428: 4,745 1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.3 31.0 45.6 41.8 92.8 88.2: 7.2 11.8
Old : 100.0: 15.0 16.9 31.8 45.6 39.8 92.4 88.5: 7.6 11.5
Other: 100.0: 43.4 19.8 6.7 45.9 59.1 96.0 85.5: 4.0 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 108 116 155 81 116 295 311:
Old : 373: 115 111 149 80 114 291 304:
Other: 150: 21 47 17 25 72 58 126:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 13.3 31.7 22.3 17.2 11.9 27.1 17.3
Old : 21.5 13.8 32.6 22.3 18.7 11.9 28.0 16.8
Other: 56.0 25.3 70.1 36.6 53.5 18.5 64.6 27.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 2,337,654: 333,874 69,216 854,561 941,515 1,116,529 2,129,949 2,040,306: 207,705 297,347
Old : 907,942: 144,081 81,115 317,838 365,160 415,586 827,079 814,540: 80,862 93,402
Other: 1,429,712: 260,788 59,097 465,727 576,355 700,943 1,302,870 1,225,767: 126,842 203,945
: : :
: : Changes in Commitments from: June 10, 2008 :
: 110,426: -16,876 3,976 86,762 38,808 22,840 108,694 113,578: 1,732 -3,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.0 36.6 40.3 47.8 91.1 87.3: 8.9 12.7
Old : 100.0: 15.9 8.9 35.0 40.2 45.8 91.1 89.7: 8.9 10.3
Other: 100.0: 18.2 4.1 32.6 40.3 49.0 91.1 85.7: 8.9 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 885: 248 155 316 293 409 690 773:
Old : 778: 197 145 225 223 364 529 648:
Other: 804: 211 157 222 227 389 535 681:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 15.2 21.4 21.6 8.8 6.5 13.8 9.7
Old : 13.9 15.8 22.4 23.1 12.5 9.4 19.1 12.5
Other: 15.2 14.8 23.8 21.8 9.0 7.3 13.8 9.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 17,901: 3,623 375 1,001 9,642 15,096 14,266 16,472: 3,635 1,429
Old : 17,901: 3,623 375 1,001 9,642 15,096 14,266 16,472: 3,635 1,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 919: 647 -56 30 -310 840 367 814: 552 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.1 5.6 53.9 84.3 79.7 92.0: 20.3 8.0
Old : 100.0: 20.2 2.1 5.6 53.9 84.3 79.7 92.0: 20.3 8.0
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 : 53: 22 7 9 20 17 47 28:
Old : 53: 22 7 9 20 17 47 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 : 33.6 57.0 47.5 74.8 33.6 52.1 45.6 66.1
Old : 33.6 57.0 47.5 74.8 33.6 52.1 45.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 733,117: 146,547 26,919 258,397 260,673 351,480 665,616 636,795: 67,500 96,322
Old : 262,450: 70,651 16,125 105,026 59,768 113,600 235,446 234,751: 27,004 27,699
Other: 470,666: 105,886 40,784 123,380 200,905 237,880 430,171 402,044: 40,496 68,622
: : :
: : Changes in Commitments from: June 10, 2008 :
: 33,924: -29 1,030 22,749 9,084 7,301 31,804 31,080: 2,120 2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.7 35.2 35.6 47.9 90.8 86.9: 9.2 13.1
Old : 100.0: 26.9 6.1 40.0 22.8 43.3 89.7 89.4: 10.3 10.6
Other: 100.0: 22.5 8.7 26.2 42.7 50.5 91.4 85.4: 8.6 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 178 137 205 134 209 417 465:
Old : 461: 152 105 136 103 182 312 369:
Other: 472: 135 126 145 101 192 315 390:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 22.0 27.1 30.5 11.6 13.4 17.4 17.5
Old : 18.2 23.3 26.2 31.5 7.6 14.3 11.3 19.0
Other: 24.0 23.1 33.3 31.8 16.4 14.1 24.3 19.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,975: 18,441 2,715 1,218 2 3,695 19,661 7,628: 3,314 15,347
Old : 4,537: 3,114 1,689 204 0 593 3,318 2,486: 1,219 2,051
Other: 18,438: 15,969 1,668 372 2 3,102 16,343 5,142: 2,095 13,296
: : :
: : Changes in Commitments from: June 10, 2008 :
: -1,199: -1,100 21 1 0 -92 -1,099 -70: -100 -1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 11.8 5.3 0.0 16.1 85.6 33.2: 14.4 66.8
Old : 100.0: 68.6 37.2 4.5 0.0 13.1 73.1 54.8: 26.9 45.2
Other: 100.0: 86.6 9.0 2.0 0.0 16.8 88.6 27.9: 11.4 72.1
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 10 11 1 10 14 30:
Old : 32: 11 11 4 0 10 12 24:
Other: 28: 10 8 7 1 10 12 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 : 65.4 10.3 78.9 17.0 65.3 8.7 77.1 15.1
Old : 48.5 31.2 67.0 44.9 48.3 27.3 66.1 41.0
Other: 73.8 9.1 88.1 15.5 73.7 9.1 86.2 15.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 325,169: 44,727 18,360 98,581 146,140 188,971 289,448 305,912: 35,722 19,258
Old : 151,484: 38,790 18,027 34,624 57,649 87,320 131,063 139,971: 20,421 11,513
Other: 173,685: 28,847 23,244 41,046 88,491 101,651 158,384 165,941: 15,301 7,744
: : :
: : Changes in Commitments from: June 10, 2008 :
: 7,917: 4,080 -4,005 9,216 -4,666 3,142 8,630 8,353: -712 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 5.6 30.3 44.9 58.1 89.0 94.1: 11.0 5.9
Old : 100.0: 25.6 11.9 22.9 38.1 57.6 86.5 92.4: 13.5 7.6
Other: 100.0: 16.6 13.4 23.6 50.9 58.5 91.2 95.5: 8.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 68 28 63 64 65 165 136:
Old : 170: 62 31 45 58 58 137 117:
Other: 148: 41 36 42 47 49 113 104:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 26.2 25.2 40.4 12.2 21.4 19.1 31.2
Old : 16.3 25.5 26.8 39.4 12.7 23.1 19.9 33.7
Other: 24.1 36.5 34.9 52.4 20.7 31.9 30.0 40.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 1,014,876: 106,331 174,335 90,658 702,480 555,728 899,469 820,720: 115,407 194,156
Old : 1,014,876: 106,331 174,335 90,658 702,480 555,728 899,469 820,720: 115,407 194,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,280: -1,651 12,633 -2,814 12,353 1,728 7,888 11,547: -6,608 -10,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.2 8.9 69.2 54.8 88.6 80.9: 11.4 19.1
Old : 100.0: 10.5 17.2 8.9 69.2 54.8 88.6 80.9: 11.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 37 51 57 81 88 151 164:
Old : 196: 37 51 57 81 88 151 164:
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 : 25.6 20.3 37.6 28.6 17.9 12.2 24.9 17.6
Old : 25.6 20.3 37.6 28.6 17.9 12.2 24.9 17.6
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 17, 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 : 258,011: 63,250 4,592 58,502 94,786 175,935 216,539 239,029: 41,473 18,982
Old : 132,819: 42,899 6,924 21,569 45,892 93,034 110,360 121,526: 22,459 11,293
Other: 125,193: 32,081 9,398 25,204 48,894 82,901 106,179 117,503: 19,014 7,690
: : :
: : Changes in Commitments from: June 10, 2008 :
: 20,807: 11,572 -1,658 9,815 -2,075 12,862 19,312 21,018: 1,495 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 1.8 22.7 36.7 68.2 83.9 92.6: 16.1 7.4
Old : 100.0: 32.3 5.2 16.2 34.6 70.0 83.1 91.5: 16.9 8.5
Other: 100.0: 25.6 7.5 20.1 39.1 66.2 84.8 93.9: 15.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 78 27 64 71 74 180 145:
Old : 184: 63 32 49 65 66 156 123:
Other: 165: 60 22 47 60 52 140 107:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 34.3 18.5 45.4 7.5 31.0 12.1 36.2
Old : 15.1 32.2 23.3 42.8 13.9 28.0 21.1 37.5
Other: 14.1 40.0 23.0 52.7 11.2 35.6 18.6 46.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 19,595: 3,930 844 2,032 9,965 15,103 15,927 17,979: 3,668 1,615
Old : 6,750: 2,238 729 748 2,395 4,499 5,381 5,976: 1,368 773
Other: 12,845: 2,148 570 828 7,570 10,605 10,546 12,003: 2,299 842
: : :
: : Changes in Commitments from: June 10, 2008 :
: -290: 93 58 -22 -503 -289 -431 -253: 141 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.3 10.4 50.9 77.1 81.3 91.8: 18.7 8.2
Old : 100.0: 33.2 10.8 11.1 35.5 66.6 79.7 88.5: 20.3 11.5
Other: 100.0: 16.7 4.4 6.4 58.9 82.6 82.1 93.4: 17.9 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 24 14 16 35 27 66 51:
Old : 50: 14 9 7 14 16 31 29:
Other: 63: 20 7 10 30 17 53 32:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 54.5 35.2 66.6 14.7 40.0 25.0 47.0
Old : 34.7 48.3 54.4 65.8 29.1 35.9 44.4 47.8
Other: 27.4 69.5 44.5 78.2 22.3 56.8 37.4 63.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 947,964: 167,653 142,251 22,969 649,297 652,702 839,919 817,922: 108,045 130,042
Old : 947,964: 167,653 142,251 22,969 649,297 652,702 839,919 817,922: 108,045 130,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -38,548: -11,881 -47,397 -3,134 -27,693 -4,457 -42,707 -54,988: 4,159 16,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.0 2.4 68.5 68.9 88.6 86.3: 11.4 13.7
Old : 100.0: 17.7 15.0 2.4 68.5 68.9 88.6 86.3: 11.4 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 37 38 27 96 90 147 141:
Old : 203: 37 38 27 96 90 147 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 42.6 33.4 52.0 19.8 41.5 30.4 48.4
Old : 21.9 42.6 33.4 52.0 19.8 41.5 30.4 48.4
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 17, 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 : 2,643,285: 254,665 276,399 417,796 1,674,830 1,495,716 2,347,291 2,189,911: 295,994 453,374
Old : 2,643,285: 254,665 276,399 417,796 1,674,830 1,495,716 2,347,291 2,189,911: 295,994 453,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -63,493: -33,677 6,893 3,346 -19,440 -95,358 -49,771 -85,119: -13,722 21,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.5 15.8 63.4 56.6 88.8 82.8: 11.2 17.2
Old : 100.0: 9.6 10.5 15.8 63.4 56.6 88.8 82.8: 11.2 17.2
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 : 269: 36 69 74 122 139 208 234:
Old : 269: 36 69 74 122 139 208 234:
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 : 30.5 19.6 36.7 27.9 27.4 16.4 32.2 21.8
Old : 30.5 19.6 36.7 27.9 27.4 16.4 32.2 21.8
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 17, 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 : 1,874,382: 455,386 147,646 117,729 1,075,967 1,313,210 1,649,083 1,578,585: 225,299 295,796
Old : 1,874,382: 455,386 147,646 117,729 1,075,967 1,313,210 1,649,083 1,578,585: 225,299 295,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 57,188: -6,620 -31,651 13,366 39,346 61,960 46,092 43,675: 11,095 13,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.9 6.3 57.4 70.1 88.0 84.2: 12.0 15.8
Old : 100.0: 24.3 7.9 6.3 57.4 70.1 88.0 84.2: 12.0 15.8
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 : 177: 38 31 34 90 85 140 138:
Old : 177: 38 31 34 90 85 140 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 34.1 33.5 44.9 15.1 26.1 25.2 32.2
Old : 22.9 34.1 33.5 44.9 15.1 26.1 25.2 32.2
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 17, 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 : 872,490: 334,169 35,577 119,436 351,648 666,405 805,253 821,417: 67,237 51,073
Old : 872,490: 334,169 35,577 119,436 351,648 666,405 805,253 821,417: 67,237 51,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 139,541: 99,028 13,908 2,708 25,973 112,227 127,709 128,843: 11,831 10,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 4.1 13.7 40.3 76.4 92.3 94.1: 7.7 5.9
Old : 100.0: 38.3 4.1 13.7 40.3 76.4 92.3 94.1: 7.7 5.9
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 : 149: 56 18 43 69 56 138 106:
Old : 149: 56 18 43 69 56 138 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 37.9 40.4 52.1 27.5 35.5 33.8 47.1
Old : 29.3 37.9 40.4 52.1 27.5 35.5 33.8 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 51,717: 17,464 14,646 4,960 17,980 20,361 40,404 39,967: 11,313 11,750
Old : 51,717: 17,464 14,646 4,960 17,980 20,361 40,404 39,967: 11,313 11,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 17,317: 1,201 1,086 4,182 6,675 6,400 12,058 11,668: 5,260 5,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 28.3 9.6 34.8 39.4 78.1 77.3: 21.9 22.7
Old : 100.0: 33.8 28.3 9.6 34.8 39.4 78.1 77.3: 21.9 22.7
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 : 60: 16 24 18 14 14 45 41:
Old : 60: 16 24 18 14 14 45 41:
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 : 25.1 26.3 43.7 44.6 24.7 21.3 36.3 32.7
Old : 25.1 26.3 43.7 44.6 24.7 21.3 36.3 32.7
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 17, 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 : 147,604: 38,881 50,820 18,182 72,819 61,985 129,882 130,987: 17,722 16,617
Old : 147,604: 38,881 50,820 18,182 72,819 61,985 129,882 130,987: 17,722 16,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 30,285: 133 4,458 14,009 13,107 9,999 27,249 28,466: 3,036 1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 34.4 12.3 49.3 42.0 88.0 88.7: 12.0 11.3
Old : 100.0: 26.3 34.4 12.3 49.3 42.0 88.0 88.7: 12.0 11.3
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 : 128: 47 43 36 31 28 90 95:
Old : 128: 47 43 36 31 28 90 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 33.2 43.5 45.9 23.9 28.9 33.5 38.3
Old : 30.0 33.2 43.5 45.9 23.9 28.9 33.5 38.3
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 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 51,844: 13,236 5,964 857 37,375 44,670 51,468 51,491: 376 353
Old : 51,844: 13,236 5,964 857 37,375 44,670 51,468 51,491: 376 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -10,870: -1,475 2,500 -367 -8,955 -12,767 -10,797 -10,634: -73 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 11.5 1.7 72.1 86.2 99.3 99.3: 0.7 0.7
Old : 100.0: 25.5 11.5 1.7 72.1 86.2 99.3 99.3: 0.7 0.7
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 : 41: 9 12 3 16 11 26 25:
Old : 41: 9 12 3 16 11 26 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 : 68.3 79.7 84.3 93.2 52.6 57.3 61.7 66.1
Old : 68.3 79.7 84.3 93.2 52.6 57.3 61.7 66.1
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 17, 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 : 59,515: 17,096 2,891 0 42,413 56,374 59,509 59,265: 6 250
Old : 59,515: 17,096 2,891 0 42,413 56,374 59,509 59,265: 6 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -11,114: 1,320 305 -2,121 -7,664 -4,251 -8,465 -6,067: -2,649 -5,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 4.9 0.0 71.3 94.7 100.0 99.6: 0.0 0.4
Old : 100.0: 28.7 4.9 0.0 71.3 94.7 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 6 0 11 9 16 15:
Old : 27: 5 6 0 11 9 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.6 97.0 97.1 98.6 86.4 96.8 97.0 98.4
Old : 86.6 97.0 97.1 98.6 86.4 96.8 97.0 98.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2008