WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 440,593: 78,427 71,649 114,264 213,377 196,821 406,068 382,735: 34,525 57,859
Old : 383,665: 64,405 69,927 100,043 187,430 164,306 351,878 334,277: 31,786 49,388
Other: 56,929: 24,288 11,988 3,955 25,946 32,515 54,190 48,458: 2,739 8,471
: : :
: : Changes in Commitments from: June 17, 2008 :
: -65,946: -3,068 -5,826 -42,980 -17,717 -14,988 -63,766 -63,794: -2,180 -2,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 16.3 25.9 48.4 44.7 92.2 86.9: 7.8 13.1
Old : 100.0: 16.8 18.2 26.1 48.9 42.8 91.7 87.1: 8.3 12.9
Other: 100.0: 42.7 21.1 6.9 45.6 57.1 95.2 85.1: 4.8 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 94 103 137 70 105 262 281:
Old : 343: 94 107 130 70 102 258 273:
Other: 150: 22 46 20 25 70 58 128:
:----------------------------------------------------------------------------------------------------
: 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 14.4 35.3 23.1 19.5 13.3 31.1 20.0
Old : 24.7 14.6 35.9 22.7 22.2 13.4 32.8 19.9
Other: 55.3 25.2 68.4 35.9 52.6 18.4 62.9 27.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 2,067,462: 325,462 73,018 686,905 879,516 1,034,373 1,891,883 1,794,296: 175,579 273,165
Old : 594,413: 120,486 72,395 122,200 291,816 324,423 534,503 519,018: 59,911 75,395
Other: 1,473,049: 272,970 68,618 496,710 587,700 709,950 1,357,380 1,275,278: 115,669 197,770
: : :
: : Changes in Commitments from: June 17, 2008 :
: -270,192: -8,412 3,802 -167,656 -61,999 -82,156 -238,066 -246,010: -32,125 -24,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 3.5 33.2 42.5 50.0 91.5 86.8: 8.5 13.2
Old : 100.0: 20.3 12.2 20.6 49.1 54.6 89.9 87.3: 10.1 12.7
Other: 100.0: 18.5 4.7 33.7 39.9 48.2 92.1 86.6: 7.9 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 893: 234 153 312 281 408 680 775:
Old : 728: 150 134 186 201 348 465 598:
Other: 819: 216 165 212 229 390 536 684:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 15.2 22.4 22.3 9.7 7.5 15.3 11.0
Old : 18.9 17.0 29.9 24.5 18.8 15.3 28.8 19.5
Other: 14.8 15.2 24.5 22.6 8.5 6.8 13.2 9.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 17,842: 3,749 361 994 9,325 15,064 14,068 16,419: 3,774 1,423
Old : 17,842: 3,749 361 994 9,325 15,064 14,068 16,419: 3,774 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -59: 125 -14 -7 -317 -32 -198 -53: 139 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 2.0 5.6 52.3 84.4 78.8 92.0: 21.2 8.0
Old : 100.0: 21.0 2.0 5.6 52.3 84.4 78.8 92.0: 21.2 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 : 51: 21 5 8 19 17 44 27:
Old : 51: 21 5 8 19 17 44 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 57.5 48.5 74.8 34.8 52.0 47.1 68.2
Old : 34.8 57.5 48.5 74.8 34.8 52.0 47.1 68.2
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 24, 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 : 631,526: 138,786 26,742 174,722 255,424 337,214 568,932 538,678: 62,595 92,849
Old : 146,152: 51,417 12,635 25,378 51,358 86,913 128,153 124,926: 17,999 21,226
Other: 485,375: 115,621 42,359 121,092 204,066 250,301 440,779 413,751: 44,596 71,623
: : :
: : Changes in Commitments from: June 17, 2008 :
: -101,590: -7,761 -177 -83,675 -5,249 -14,266 -96,685 -98,117: -4,905 -3,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 4.2 27.7 40.4 53.4 90.1 85.3: 9.9 14.7
Old : 100.0: 35.2 8.6 17.4 35.1 59.5 87.7 85.5: 12.3 14.5
Other: 100.0: 23.8 8.7 24.9 42.0 51.6 90.8 85.2: 9.2 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 495: 158 102 163 133 205 374 408:
Old : 367: 105 64 71 95 162 233 270:
Other: 469: 147 107 127 101 196 308 376:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 22.8 27.2 31.1 12.9 14.9 19.5 19.4
Old : 21.1 29.9 30.8 37.4 17.8 24.2 25.4 29.2
Other: 23.2 21.2 32.1 30.2 16.2 12.9 23.7 18.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,508: 17,248 2,076 845 2 3,678 18,095 6,599: 3,413 14,909
Old : 2,797: 2,148 594 18 0 569 2,166 1,181: 631 1,616
Other: 18,711: 15,544 1,926 383 2 3,109 15,929 5,418: 2,782 13,293
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,467: -1,193 -639 -373 0 -17 -1,566 -1,029: 99 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 9.7 3.9 0.0 17.1 84.1 30.7: 15.9 69.3
Old : 100.0: 76.8 21.2 0.6 0.0 20.3 77.4 42.2: 22.6 57.8
Other: 100.0: 83.1 10.3 2.0 0.0 16.6 85.1 29.0: 14.9 71.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 8 8 1 10 10 26:
Old : 24: 8 6 2 0 10 8 18:
Other: 26: 7 9 6 1 10 8 25:
:----------------------------------------------------------------------------------------------------
: 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 : 69.0 10.4 82.8 17.1 68.9 9.2 79.6 15.7
Old : 61.3 26.1 77.4 35.7 61.3 26.1 76.8 35.7
Other: 73.2 9.2 85.1 15.9 73.1 9.1 83.1 15.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 299,269: 44,877 17,114 80,617 139,234 182,534 264,728 280,265: 34,541 19,004
Old : 113,778: 31,641 14,035 17,975 48,490 71,284 98,106 103,294: 15,671 10,484
Other: 185,492: 34,338 24,181 41,540 90,744 111,250 166,622 176,971: 18,870 8,521
: : :
: : Changes in Commitments from: June 17, 2008 :
: -25,900: 150 -1,246 -17,964 -6,906 -6,436 -24,720 -25,647: -1,180 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 5.7 26.9 46.5 61.0 88.5 93.6: 11.5 6.4
Old : 100.0: 27.8 12.3 15.8 42.6 62.7 86.2 90.8: 13.8 9.2
Other: 100.0: 18.5 13.0 22.4 48.9 60.0 89.8 95.4: 10.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 55 24 56 62 63 152 126:
Old : 143: 43 23 35 52 54 110 100:
Other: 146: 46 30 39 49 47 118 95:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 29.8 25.8 43.3 13.3 23.7 20.9 34.8
Old : 19.3 27.8 29.5 43.2 17.1 26.3 26.1 39.1
Other: 23.7 39.0 34.3 53.3 20.3 33.9 29.5 42.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 998,861: 107,237 183,094 76,165 707,512 566,479 890,914 825,738: 107,947 173,123
Old : 998,861: 107,237 183,094 76,165 707,512 566,479 890,914 825,738: 107,947 173,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -16,015: 906 8,760 -14,493 5,032 10,751 -8,555 5,018: -7,459 -21,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 18.3 7.6 70.8 56.7 89.2 82.7: 10.8 17.3
Old : 100.0: 10.7 18.3 7.6 70.8 56.7 89.2 82.7: 10.8 17.3
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 : 191: 27 58 53 78 87 144 160:
Old : 191: 27 58 53 78 87 144 160:
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 : 25.5 20.6 38.5 29.0 18.5 12.5 27.8 18.2
Old : 25.5 20.6 38.5 29.0 18.5 12.5 27.8 18.2
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 24, 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 : 245,244: 66,531 5,521 50,707 89,782 171,853 207,020 228,081: 38,224 17,163
Old : 108,341: 37,871 5,442 13,275 40,102 80,398 91,248 99,115: 17,093 9,226
Other: 136,903: 39,758 11,177 26,334 49,681 91,455 115,772 128,966: 21,131 7,937
: : :
: : Changes in Commitments from: June 17, 2008 :
: -12,767: 3,281 930 -7,795 -5,004 -4,082 -9,518 -10,948: -3,249 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 2.3 20.7 36.6 70.1 84.4 93.0: 15.6 7.0
Old : 100.0: 35.0 5.0 12.3 37.0 74.2 84.2 91.5: 15.8 8.5
Other: 100.0: 29.0 8.2 19.2 36.3 66.8 84.6 94.2: 15.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 79 19 58 70 68 173 136:
Old : 163: 61 21 37 56 54 131 101:
Other: 169: 59 31 47 57 53 142 109:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 34.6 19.4 45.2 8.0 32.7 13.7 38.4
Old : 19.7 32.6 29.2 45.5 16.8 32.0 25.6 44.0
Other: 12.3 38.3 20.7 51.2 9.9 33.8 17.0 44.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 17,064: 3,933 844 1,101 8,182 13,282 13,215 15,227: 3,849 1,837
Old : 4,104: 2,003 532 0 1,154 2,741 3,157 3,273: 947 831
Other: 12,960: 2,282 665 748 7,028 10,541 10,058 11,954: 2,902 1,006
: : :
: : Changes in Commitments from: June 17, 2008 :
: -2,531: 3 0 -931 -1,783 -1,822 -2,712 -2,753: 181 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.9 6.5 47.9 77.8 77.4 89.2: 22.6 10.8
Old : 100.0: 48.8 13.0 0.0 28.1 66.8 76.9 79.8: 23.1 20.2
Other: 100.0: 17.6 5.1 5.8 54.2 81.3 77.6 92.2: 22.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 22 11 12 29 24 56 43:
Old : 37: 10 7 0 7 13 17 20:
Other: 59: 18 8 10 26 17 48 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 : 21.0 55.0 35.1 66.7 17.2 43.2 28.7 52.0
Old : 42.5 46.8 61.8 61.9 42.5 46.8 61.8 61.9
Other: 27.0 67.5 43.9 76.6 22.2 55.1 37.0 62.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 1,039,918: 192,550 200,927 22,241 717,272 716,437 932,063 939,605: 107,855 100,313
Old : 1,039,918: 192,550 200,927 22,241 717,272 716,437 932,063 939,605: 107,855 100,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 91,954: 24,897 58,676 -727 67,975 63,735 92,144 121,683: -190 -29,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.3 2.1 69.0 68.9 89.6 90.4: 10.4 9.6
Old : 100.0: 18.5 19.3 2.1 69.0 68.9 89.6 90.4: 10.4 9.6
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 : 206: 35 42 24 93 94 142 146:
Old : 206: 35 42 24 93 94 142 146:
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 : 20.4 44.3 33.2 57.5 19.0 40.0 28.9 49.1
Old : 20.4 44.3 33.2 57.5 19.0 40.0 28.9 49.1
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 24, 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 : 2,416,950: 258,428 273,512 316,602 1,567,351 1,421,741 2,142,381 2,011,855: 274,568 405,094
Old : 2,416,950: 258,428 273,512 316,602 1,567,351 1,421,741 2,142,381 2,011,855: 274,568 405,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -226,335: 3,763 -2,887 -101,194 -107,479 -73,975 -204,910 -178,056: -21,425 -48,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.3 13.1 64.8 58.8 88.6 83.2: 11.4 16.8
Old : 100.0: 10.7 11.3 13.1 64.8 58.8 88.6 83.2: 11.4 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 48 61 72 115 130 202 224:
Old : 263: 48 61 72 115 130 202 224:
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 : 31.3 20.7 37.4 27.7 28.3 16.7 33.8 22.2
Old : 31.3 20.7 37.4 27.7 28.3 16.7 33.8 22.2
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 24, 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 : 1,701,922: 457,325 148,333 74,383 957,471 1,205,529 1,489,179 1,428,244: 212,743 273,678
Old : 1,701,922: 457,325 148,333 74,383 957,471 1,205,529 1,489,179 1,428,244: 212,743 273,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -172,460: 1,939 687 -43,347 -118,496 -107,682 -159,903 -150,341: -12,556 -22,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 8.7 4.4 56.3 70.8 87.5 83.9: 12.5 16.1
Old : 100.0: 26.9 8.7 4.4 56.3 70.8 87.5 83.9: 12.5 16.1
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 : 176: 31 38 32 87 86 136 138:
Old : 176: 31 38 32 87 86 136 138:
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 : 23.1 31.5 34.3 42.7 15.6 22.8 25.6 29.9
Old : 23.1 31.5 34.3 42.7 15.6 22.8 25.6 29.9
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 24, 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 : 915,286: 377,154 43,497 119,242 354,434 702,038 850,830 864,778: 64,456 50,509
Old : 915,286: 377,154 43,497 119,242 354,434 702,038 850,830 864,778: 64,456 50,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 42,796: 42,985 7,921 -193 2,786 35,634 45,577 43,361: -2,781 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 4.8 13.0 38.7 76.7 93.0 94.5: 7.0 5.5
Old : 100.0: 41.2 4.8 13.0 38.7 76.7 93.0 94.5: 7.0 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 : 152: 58 18 41 70 59 139 108:
Old : 152: 58 18 41 70 59 139 108:
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 : 30.1 37.7 41.4 52.2 27.9 35.6 35.2 48.3
Old : 30.1 37.7 41.4 52.2 27.9 35.6 35.2 48.3
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 24, 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 : 25,756: 9,655 11,394 1,040 11,351 8,125 22,046 20,559: 3,711 5,197
Old : 25,756: 9,655 11,394 1,040 11,351 8,125 22,046 20,559: 3,711 5,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -25,960: -7,809 -3,252 -3,920 -6,629 -12,236 -18,358 -19,407: -7,602 -6,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 44.2 4.0 44.1 31.5 85.6 79.8: 14.4 20.2
Old : 100.0: 37.5 44.2 4.0 44.1 31.5 85.6 79.8: 14.4 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 : 35: 10 11 3 9 8 22 19:
Old : 35: 10 11 3 9 8 22 19:
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 : 45.2 46.4 62.6 67.7 45.2 46.4 61.2 62.0
Old : 45.2 46.4 62.6 67.7 45.2 46.4 61.2 62.0
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 24, 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 : 100,643: 42,104 29,502 2,400 35,094 53,914 79,598 85,817: 21,046 14,827
Old : 100,643: 42,104 29,502 2,400 35,094 53,914 79,598 85,817: 21,046 14,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -46,961: 3,223 -21,318 -15,782 -37,725 -8,070 -50,284 -45,170: 3,324 -1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 29.3 2.4 34.9 53.6 79.1 85.3: 20.9 14.7
Old : 100.0: 41.8 29.3 2.4 34.9 53.6 79.1 85.3: 20.9 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 : 99: 35 28 12 24 19 64 54:
Old : 99: 35 28 12 24 19 64 54:
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 : 29.9 42.2 45.3 56.5 29.2 41.8 44.1 52.9
Old : 29.9 42.2 45.3 56.5 29.2 41.8 44.1 52.9
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 24, 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 : 52,927: 13,630 6,490 846 38,069 45,213 52,545 52,549: 382 378
Old : 52,927: 13,630 6,490 846 38,069 45,213 52,545 52,549: 382 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,083: 394 526 -11 694 543 1,077 1,058: 6 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 12.3 1.6 71.9 85.4 99.3 99.3: 0.7 0.7
Old : 100.0: 25.8 12.3 1.6 71.9 85.4 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 : 42: 9 13 3 16 11 26 26:
Old : 42: 9 13 3 16 11 26 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 : 69.1 79.3 85.8 92.9 51.5 55.2 60.4 63.2
Old : 69.1 79.3 85.8 92.9 51.5 55.2 60.4 63.2
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 24, 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 : 57,420: 16,665 2,653 55 40,693 54,432 57,413 57,140: 7 280
Old : 57,420: 16,665 2,653 55 40,693 54,432 57,413 57,140: 7 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -2,095: -431 -238 55 -1,720 -1,942 -2,096 -2,125: 1 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 4.6 0.1 70.9 94.8 100.0 99.5: 0.0 0.5
Old : 100.0: 29.0 4.6 0.1 70.9 94.8 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 8 1 12 9 18 18:
Old : 30: 6 8 1 12 9 18 18:
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 : 88.1 96.8 96.7 98.4 87.8 96.4 96.4 98.0
Old : 88.1 96.8 96.7 98.4 87.8 96.4 96.4 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2008