WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 349,615: 80,453 76,863 47,664 191,393 172,749 319,510 297,276: 30,105 52,339
Old : 298,513: 65,868 75,700 36,483 168,692 142,264 271,043 254,447: 27,470 44,066
Other: 51,102: 24,811 11,389 955 22,701 30,485 48,467 42,829: 2,635 8,273
: : :
: : Changes in Commitments from: June 17, 2008 :
: -12,511: -2,783 -8,780 -6,304 -2,807 1,856 -11,894 -13,228: -617 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 22.0 13.6 54.7 49.4 91.4 85.0: 8.6 15.0
Old : 100.0: 22.1 25.4 12.2 56.5 47.7 90.8 85.2: 9.2 14.8
Other: 100.0: 48.6 22.3 1.9 44.4 59.7 94.8 83.8: 5.2 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 87 96 108 61 99 230 257:
Old : 329: 93 97 92 60 93 222 241:
Other: 147: 20 45 13 25 65 54 117:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 16.5 41.0 25.9 24.7 15.2 38.2 23.3
Old : 28.8 17.3 42.1 24.8 28.3 16.4 40.0 23.7
Other: 59.6 26.6 73.5 37.8 58.4 20.8 69.7 30.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 1,366,107: 443,320 103,591 185,552 606,088 833,551 1,234,960 1,122,694: 131,147 243,413
Old : 464,984: 124,494 70,040 32,021 260,151 295,297 416,666 397,358: 48,318 67,626
Other: 901,123: 385,475 100,200 86,882 345,937 538,254 818,294 725,336: 82,829 175,787
: : :
: : Changes in Commitments from: June 17, 2008 :
: -59,522: -13,022 -22,536 -2,633 -25,050 -33,061 -40,705 -58,230: -18,817 -1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 7.6 13.6 44.4 61.0 90.4 82.2: 9.6 17.8
Old : 100.0: 26.8 15.1 6.9 55.9 63.5 89.6 85.5: 10.4 14.5
Other: 100.0: 42.8 11.1 9.6 38.4 59.7 90.8 80.5: 9.2 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 847: 228 133 209 219 366 582 643:
Old : 679: 137 112 93 163 320 369 501:
Other: 759: 209 143 91 153 341 410 536:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 12.9 23.1 19.1 14.8 12.7 22.8 18.2
Old : 24.0 18.7 36.9 24.5 24.0 18.6 36.8 24.1
Other: 14.3 12.5 25.0 18.9 14.2 12.3 24.4 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 17,193: 4,060 344 543 9,086 14,992 13,689 15,879: 3,504 1,314
Old : 17,193: 4,060 344 543 9,086 14,992 13,689 15,879: 3,504 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 169: 130 -30 180 -285 62 25 212: 144 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 2.0 3.2 52.8 87.2 79.6 92.4: 20.4 7.6
Old : 100.0: 23.6 2.0 3.2 52.8 87.2 79.6 92.4: 20.4 7.6
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 : 50: 22 3 7 17 17 41 26:
Old : 50: 22 3 7 17 17 41 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 : 36.1 59.6 50.0 77.5 36.1 54.2 48.9 71.0
Old : 36.1 59.6 50.0 77.5 36.1 54.2 48.9 71.0
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 - Futures Only, 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 : 476,188: 149,602 29,564 66,299 206,919 297,749 422,820 393,612: 53,368 82,576
Old : 120,100: 52,402 13,646 5,575 45,422 80,948 103,399 100,169: 16,701 19,931
Other: 356,088: 125,581 44,299 32,343 161,497 216,801 319,421 293,443: 36,667 62,645
: : :
: : Changes in Commitments from: June 17, 2008 :
: -26,991: -20,507 -12,839 -7,819 3,346 -5,232 -24,980 -25,890: -2,011 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 6.2 13.9 43.5 62.5 88.8 82.7: 11.2 17.3
Old : 100.0: 43.6 11.4 4.6 37.8 67.4 86.1 83.4: 13.9 16.6
Other: 100.0: 35.3 12.4 9.1 45.4 60.9 89.7 82.4: 10.3 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 469: 144 94 121 114 193 327 361:
Old : 349: 97 58 36 84 156 200 237:
Other: 443: 130 103 79 79 179 248 329:
:----------------------------------------------------------------------------------------------------
: 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 21.6 25.4 29.9 15.2 21.2 24.7 26.8
Old : 22.1 32.2 32.6 38.8 22.1 32.2 32.6 38.1
Other: 19.0 19.1 30.6 28.7 19.0 18.4 30.0 26.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, 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 - Futures Only, 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 : 260,825: 48,824 19,611 53,588 127,915 171,874 230,327 245,073: 30,498 15,752
Old : 102,705: 34,212 15,324 8,021 45,323 69,282 87,556 92,627: 15,149 10,078
Other: 158,120: 36,597 26,272 23,582 82,592 102,592 142,771 152,446: 15,349 5,674
: : :
: : Changes in Commitments from: June 17, 2008 :
: -7,516: 162 -4,680 -6,456 -896 3,750 -7,190 -7,386: -326 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.5 20.5 49.0 65.9 88.3 94.0: 11.7 6.0
Old : 100.0: 33.3 14.9 7.8 44.1 67.5 85.2 90.2: 14.8 9.8
Other: 100.0: 23.1 16.6 14.9 52.2 64.9 90.3 96.4: 9.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 53 24 47 60 55 146 111:
Old : 140: 43 21 22 49 48 104 82:
Other: 143: 48 27 28 48 38 112 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 31.3 27.3 46.4 15.3 26.6 23.9 39.6
Old : 20.4 30.2 31.2 47.3 18.8 29.9 28.8 43.7
Other: 26.9 41.3 39.4 56.8 23.9 38.8 34.7 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 889,210: 109,556 192,410 10,239 671,962 525,591 791,757 728,240: 97,453 160,970
Old : 889,210: 109,556 192,410 10,239 671,962 525,591 791,757 728,240: 97,453 160,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 16,973: 5,690 11,705 -4,455 15,411 28,211 16,646 35,461: 327 -18,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 21.6 1.2 75.6 59.1 89.0 81.9: 11.0 18.1
Old : 100.0: 12.3 21.6 1.2 75.6 59.1 89.0 81.9: 11.0 18.1
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 : 177: 25 52 15 66 77 100 135:
Old : 177: 25 52 15 66 77 100 135:
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 : 28.5 22.4 43.0 31.9 20.8 13.6 31.2 19.9
Old : 28.5 22.4 43.0 31.9 20.8 13.6 31.2 19.9
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 - Futures Only, 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 : 221,465: 70,578 5,861 33,668 82,093 166,351 186,339 205,880: 35,126 15,585
Old : 101,785: 37,375 5,693 9,498 38,579 77,800 85,452 92,991: 16,333 8,794
Other: 119,680: 43,978 10,943 13,395 43,514 88,551 100,887 112,889: 18,793 6,791
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,445: 6,457 -835 -2,083 -3,660 2,925 714 7: -2,159 -1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 2.6 15.2 37.1 75.1 84.1 93.0: 15.9 7.0
Old : 100.0: 36.7 5.6 9.3 37.9 76.4 84.0 91.4: 16.0 8.6
Other: 100.0: 36.7 9.1 11.2 36.4 74.0 84.3 94.3: 15.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 80 18 52 69 64 172 126:
Old : 163: 61 20 31 54 50 128 92:
Other: 167: 62 28 36 54 47 136 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 : 11.3 37.3 19.7 48.6 8.9 36.2 15.0 42.7
Old : 20.5 34.1 30.1 47.1 17.5 33.8 26.9 45.9
Other: 12.7 42.4 21.7 56.5 11.4 39.9 19.5 52.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 16,470: 3,924 803 790 7,970 13,164 12,684 14,757: 3,786 1,713
Old : 4,104: 2,003 532 0 1,154 2,741 3,157 3,273: 947 831
Other: 12,366: 2,315 665 396 6,816 10,423 9,527 11,484: 2,839 882
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,407: -593 -61 -50 -990 -1,514 -1,633 -1,625: 226 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.9 4.8 48.4 79.9 77.0 89.6: 23.0 10.4
Old : 100.0: 48.8 13.0 0.0 28.1 66.8 76.9 79.8: 23.1 20.2
Other: 100.0: 18.7 5.4 3.2 55.1 84.3 77.0 92.9: 23.0 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 23 7 11 28 23 53 40:
Old : 37: 10 7 0 7 13 17 20:
Other: 56: 18 5 9 24 16 44 29:
:----------------------------------------------------------------------------------------------------
: 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 56.9 35.8 68.8 17.7 44.9 29.2 54.0
Old : 42.5 46.8 61.8 61.9 42.5 46.8 61.8 61.9
Other: 27.8 70.6 44.7 78.7 23.1 58.0 38.0 66.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, 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 : 1,011,360: 194,191 203,375 5,279 706,386 704,427 905,856 913,081: 105,504 98,279
Old : 1,011,360: 194,191 203,375 5,279 706,386 704,427 905,856 913,081: 105,504 98,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 93,539: 25,435 58,684 153 67,951 64,088 93,539 122,925: 0 -29,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 20.1 0.5 69.8 69.7 89.6 90.3: 10.4 9.7
Old : 100.0: 19.2 20.1 0.5 69.8 69.7 89.6 90.3: 10.4 9.7
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: 38 36 10 91 86 133 128:
Old : 203: 38 36 10 91 86 133 128:
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 : 20.8 45.5 33.9 59.2 19.4 41.2 29.7 50.6
Old : 20.8 45.5 33.9 59.2 19.4 41.2 29.7 50.6
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 - Futures Only, 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 : 1,901,679: 284,955 281,898 54,375 1,308,391 1,181,673 1,647,721 1,517,946: 253,958 383,733
Old : 1,901,679: 284,955 281,898 54,375 1,308,391 1,181,673 1,647,721 1,517,946: 253,958 383,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -63,340: -17,655 -26,740 7,316 -40,247 -8,175 -50,586 -27,599: -12,754 -35,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.8 2.9 68.8 62.1 86.6 79.8: 13.4 20.2
Old : 100.0: 15.0 14.8 2.9 68.8 62.1 86.6 79.8: 13.4 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 : 255: 55 50 34 95 108 166 177:
Old : 255: 55 50 34 95 108 166 177:
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 : 35.3 24.8 43.0 32.6 34.5 22.1 41.5 29.5
Old : 35.3 24.8 43.0 32.6 34.5 22.1 41.5 29.5
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 - Futures Only, 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 : 1,569,390: 465,559 155,556 11,735 884,129 1,133,969 1,361,423 1,301,260: 207,967 268,130
Old : 1,569,390: 465,559 155,556 11,735 884,129 1,133,969 1,361,423 1,301,260: 207,967 268,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -139,867: 4,340 -69 -23,436 -111,359 -95,056 -130,455 -118,561: -9,412 -21,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.9 0.7 56.3 72.3 86.7 82.9: 13.3 17.1
Old : 100.0: 29.7 9.9 0.7 56.3 72.3 86.7 82.9: 13.3 17.1
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 : 175: 31 37 13 79 74 118 116:
Old : 175: 31 37 13 79 74 118 116:
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 : 24.5 33.9 36.6 45.7 17.4 26.0 28.3 33.8
Old : 24.5 33.9 36.6 45.7 17.4 26.0 28.3 33.8
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 - Futures Only, 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 : 772,484: 374,802 42,482 26,610 310,465 656,902 711,877 725,994: 60,607 46,490
Old : 772,484: 374,802 42,482 26,610 310,465 656,902 711,877 725,994: 60,607 46,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 26,073: 40,010 8,544 -10,192 -532 28,693 29,286 27,045: -3,213 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 5.5 3.4 40.2 85.0 92.2 94.0: 7.8 6.0
Old : 100.0: 48.5 5.5 3.4 40.2 85.0 92.2 94.0: 7.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 55 14 25 62 54 124 87:
Old : 140: 55 14 25 62 54 124 87:
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 44.5 41.7 61.4 29.0 42.4 37.5 58.0
Old : 30.5 44.5 41.7 61.4 29.0 42.4 37.5 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, 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 : 25,180: 9,655 11,323 980 11,254 8,009 21,889 20,312: 3,291 4,868
Old : 25,180: 9,655 11,323 980 11,254 8,009 21,889 20,312: 3,291 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -25,260: -7,809 -3,236 -3,622 -6,564 -12,186 -17,995 -19,044: -7,265 -6,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 45.0 3.9 44.7 31.8 86.9 80.7: 13.1 19.3
Old : 100.0: 38.3 45.0 3.9 44.7 31.8 86.9 80.7: 13.1 19.3
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 : 34: 10 10 2 9 8 21 18:
Old : 34: 10 10 2 9 8 21 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 : 46.2 47.5 63.7 68.7 46.2 47.5 62.6 63.5
Old : 46.2 47.5 63.7 68.7 46.2 47.5 62.6 63.5
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 - Futures Only, 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 : 94,129: 42,369 29,579 911 30,313 49,116 73,593 79,606: 20,536 14,523
Old : 94,129: 42,369 29,579 911 30,313 49,116 73,593 79,606: 20,536 14,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -44,427: 2,935 -21,611 -14,357 -36,361 -6,614 -47,783 -42,582: 3,356 -1,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 31.4 1.0 32.2 52.2 78.2 84.6: 21.8 15.4
Old : 100.0: 45.0 31.4 1.0 32.2 52.2 78.2 84.6: 21.8 15.4
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 : 96: 32 28 5 22 18 57 48:
Old : 96: 32 28 5 22 18 57 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 44.9 48.0 57.7 31.2 44.7 47.2 57.5
Old : 32.0 44.9 48.0 57.7 31.2 44.7 47.2 57.5
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 - Futures Only, 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 - Futures Only, 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