WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 15, 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 : 331,716: 76,798 82,143 42,089 188,433 160,799 307,320 285,031: 24,396 46,685
Old : 275,597: 62,425 80,434 27,433 163,896 129,614 253,754 237,481: 21,843 38,116
Other: 56,119: 26,401 13,737 2,628 24,537 31,185 53,566 47,550: 2,553 8,569
: : :
: : Changes in Commitments from: July 8, 2008 :
: 2,519: 3,439 2,601 -387 -796 -1,413 2,256 801: 263 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 24.8 12.7 56.8 48.5 92.6 85.9: 7.4 14.1
Old : 100.0: 22.7 29.2 10.0 59.5 47.0 92.1 86.2: 7.9 13.8
Other: 100.0: 47.0 24.5 4.7 43.7 55.6 95.5 84.7: 4.5 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 92 108 88 66 106 217 262:
Old : 331: 99 107 66 61 101 200 243:
Other: 159: 25 47 17 27 76 64 129:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 16.1 42.5 25.2 26.3 15.3 41.2 23.4
Old : 30.5 17.6 46.1 25.6 30.0 17.0 44.3 25.0
Other: 54.3 23.0 65.1 33.7 54.1 20.7 64.6 29.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 15, 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 : 1,300,222: 394,361 115,125 182,456 603,877 774,515 1,180,694 1,072,096: 119,528 228,126
Old : 359,957: 102,415 84,914 10,049 221,182 218,187 333,646 313,150: 26,311 46,807
Other: 940,265: 357,737 96,002 106,616 382,695 556,328 847,048 758,946: 93,217 181,319
: : :
: : Changes in Commitments from: July 8, 2008 :
: 17,241: -16,060 16,750 11,844 23,050 -14,585 18,834 14,009: -1,593 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.9 14.0 46.4 59.6 90.8 82.5: 9.2 17.5
Old : 100.0: 28.5 23.6 2.8 61.4 60.6 92.7 87.0: 7.3 13.0
Other: 100.0: 38.0 10.2 11.3 40.7 59.2 90.1 80.7: 9.9 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 804: 220 131 180 190 357 502 615:
Old : 606: 107 129 12 110 279 224 414:
Other: 760: 229 120 127 164 337 442 547:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 12.7 23.0 18.8 13.8 11.6 22.3 17.3
Old : 29.7 17.7 44.2 24.3 29.7 17.7 44.2 24.3
Other: 12.8 12.2 22.5 19.2 12.5 10.8 21.3 17.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 16,631: 3,947 473 454 9,189 14,690 13,590 15,617: 3,041 1,014
Old : 16,631: 3,947 473 454 9,189 14,690 13,590 15,617: 3,041 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -509: -305 15 -25 237 -264 -93 -274: -416 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 2.8 2.7 55.3 88.3 81.7 93.9: 18.3 6.1
Old : 100.0: 23.7 2.8 2.7 55.3 88.3 81.7 93.9: 18.3 6.1
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 : 52: 24 4 6 17 17 42 26:
Old : 52: 24 4 6 17 17 42 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 : 39.4 61.9 55.0 79.6 39.4 57.1 53.9 74.0
Old : 39.4 61.9 55.0 79.6 39.4 57.1 53.9 74.0
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, July 15, 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 : 459,324: 153,194 37,359 57,381 192,021 282,135 402,596 376,875: 56,728 82,449
Old : 66,317: 30,016 8,316 285 24,176 45,867 54,477 54,468: 11,840 11,849
Other: 393,007: 137,756 43,621 42,518 167,845 236,268 348,119 322,407: 44,888 70,600
: : :
: : Changes in Commitments from: July 8, 2008 :
: -13,132: 3,561 4,024 -8,861 -8,463 -8,980 -13,763 -13,817: 631 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.1 12.5 41.8 61.4 87.6 82.0: 12.4 18.0
Old : 100.0: 45.3 12.5 0.4 36.5 69.2 82.1 82.1: 17.9 17.9
Other: 100.0: 35.1 11.1 10.8 42.7 60.1 88.6 82.0: 11.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 493: 164 95 122 104 193 333 374:
Old : 300: 91 50 4 48 122 141 174:
Other: 483: 152 117 94 84 185 290 352:
:----------------------------------------------------------------------------------------------------
: 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 21.4 24.8 29.8 14.7 21.0 23.9 26.6
Old : 26.2 30.0 37.5 39.1 26.0 30.0 37.3 39.1
Other: 17.3 20.6 28.1 29.2 17.2 20.3 27.2 27.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,437: 17,892 3,202 661 2 3,127 18,555 6,990: 2,882 14,447
Old : 804: 570 44 5 0 121 575 170: 229 634
Other: 20,633: 17,322 3,158 656 2 3,006 17,980 6,820: 2,653 13,813
: : :
: : Changes in Commitments from: July 8, 2008 :
: -953: -983 -245 100 -3 69 -886 -76: -67 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 14.9 3.1 0.0 14.6 86.6 32.6: 13.4 67.4
Old : 100.0: 70.9 5.5 0.6 0.0 15.0 71.5 21.1: 28.5 78.9
Other: 100.0: 84.0 15.3 3.2 0.0 14.6 87.1 33.1: 12.9 66.9
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 8 4 1 9 13 21:
Old : 19: 8 3 1 0 8 8 12:
Other: 29: 12 8 4 1 9 13 21:
:----------------------------------------------------------------------------------------------------
: 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 : 66.3 14.4 82.9 21.1 66.3 13.3 79.8 19.5
Old : 57.0 18.3 71.5 20.5 57.0 18.3 70.9 20.1
Other: 66.7 14.6 83.4 21.2 66.7 13.5 80.2 19.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 15, 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 : 262,038: 44,892 17,887 53,577 136,312 175,839 234,781 247,303: 27,257 14,735
Old : 80,329: 28,774 11,216 4,283 37,196 58,158 70,253 73,657: 10,076 6,672
Other: 181,709: 37,068 27,621 28,344 99,116 117,681 164,528 173,646: 17,181 8,063
: : :
: : Changes in Commitments from: July 8, 2008 :
: 1,818: -830 -274 2,652 1,834 477 3,656 2,855: -1,838 -1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.8 20.4 52.0 67.1 89.6 94.4: 10.4 5.6
Old : 100.0: 35.8 14.0 5.3 46.3 72.4 87.5 91.7: 12.5 8.3
Other: 100.0: 20.4 15.2 15.6 54.5 64.8 90.5 95.6: 9.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 49 29 52 61 55 145 118:
Old : 128: 43 16 16 46 42 93 72:
Other: 160: 47 39 32 54 47 123 97:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 31.5 28.3 47.2 15.9 25.9 24.5 38.8
Old : 22.6 31.5 37.0 48.1 20.5 29.7 33.2 46.3
Other: 24.5 40.5 36.5 55.3 22.4 35.7 31.7 48.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 15, 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 : 919,096: 161,922 201,427 3,552 620,029 533,722 785,503 738,701: 133,593 180,395
Old : 919,096: 161,922 201,427 3,552 620,029 533,722 785,503 738,701: 133,593 180,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 9,804: -1,516 8,822 583 1,818 -815 885 8,590: 8,919 1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.9 0.4 67.5 58.1 85.5 80.4: 14.5 19.6
Old : 100.0: 17.6 21.9 0.4 67.5 58.1 85.5 80.4: 14.5 19.6
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 : 185: 29 50 20 71 79 112 137:
Old : 185: 29 50 20 71 79 112 137:
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 : 25.4 19.3 40.1 29.5 17.5 12.7 28.0 20.0
Old : 25.4 19.3 40.1 29.5 17.5 12.7 28.0 20.0
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, July 15, 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 : 217,674: 62,808 7,598 40,564 75,243 150,677 178,615 198,839: 39,059 18,835
Old : 84,112: 31,172 4,780 10,166 28,662 59,958 70,000 74,904: 14,112 9,208
Other: 133,562: 45,150 16,332 16,884 46,581 90,719 108,615 123,935: 24,947 9,627
: : :
: : Changes in Commitments from: July 8, 2008 :
: -2,491: -158 467 670 -4,048 -5,504 -3,536 -4,367: 1,045 1,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 3.5 18.6 34.6 69.2 82.1 91.3: 17.9 8.7
Old : 100.0: 37.1 5.7 12.1 34.1 71.3 83.2 89.1: 16.8 10.9
Other: 100.0: 33.8 12.2 12.6 34.9 67.9 81.3 92.8: 18.7 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 77 17 62 64 59 171 130:
Old : 158: 53 26 32 42 52 114 96:
Other: 175: 66 36 38 58 41 142 99:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 33.9 18.1 45.5 8.2 32.6 14.9 41.0
Old : 24.6 25.9 37.1 40.8 20.7 25.9 31.3 39.8
Other: 11.6 40.7 20.3 53.4 11.0 39.0 18.9 49.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 15, 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 : 13,125: 2,632 863 445 7,408 10,672 10,485 11,980: 2,640 1,145
Old : 13,114: 2,636 863 441 7,408 10,672 10,485 11,976: 2,629 1,138
Other: 11: 0 4 0 0 0 0 4: 11 7
: : :
: : Changes in Commitments from: July 8, 2008 :
: -944: -247 -50 -17 -355 -717 -619 -784: -325 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.6 3.4 56.4 81.3 79.9 91.3: 20.1 8.7
Old : 100.0: 20.1 6.6 3.4 56.5 81.4 80.0 91.3: 20.0 8.7
Other: 100.0: 0.0 36.4 0.0 0.0 0.0 0.0 36.4: 100.0 63.6
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 7 9 24 20 44 34:
Old : 57: 17 7 9 24 20 44 34:
Other: 2: 0 2 0 0 0 0 2:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 66.2 43.6 74.7 20.0 47.3 32.7 55.0
Old : 28.6 66.2 43.6 74.8 20.0 47.3 32.8 55.0
Other: 0.0 36.4 0.0 36.4 0.0 36.4 0.0 36.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 15, 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 : 896,831: 178,878 217,273 6,690 594,397 581,606 779,965 805,569: 116,866 91,262
Old : 896,831: 178,878 217,273 6,690 594,397 581,606 779,965 805,569: 116,866 91,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -22,303: -15,367 -983 2,142 -3,295 -25,915 -16,520 -24,756: -5,783 2,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 24.2 0.7 66.3 64.9 87.0 89.8: 13.0 10.2
Old : 100.0: 19.9 24.2 0.7 66.3 64.9 87.0 89.8: 13.0 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 44 42 17 82 87 133 139:
Old : 210: 44 42 17 82 87 133 139:
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 : 22.2 38.1 33.7 52.2 21.3 34.1 31.1 45.7
Old : 22.2 38.1 33.7 52.2 21.3 34.1 31.1 45.7
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, July 15, 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 : 1,809,127: 279,045 322,622 29,157 1,182,491 1,102,190 1,490,693 1,453,969: 318,434 355,158
Old : 1,809,127: 279,045 322,622 29,157 1,182,491 1,102,190 1,490,693 1,453,969: 318,434 355,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -34,706: -19,199 40,200 -1,808 -30,264 -44,266 -51,271 -5,874: 16,565 -28,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.8 1.6 65.4 60.9 82.4 80.4: 17.6 19.6
Old : 100.0: 15.4 17.8 1.6 65.4 60.9 82.4 80.4: 17.6 19.6
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 : 286: 53 67 33 105 115 176 197:
Old : 286: 53 67 33 105 115 176 197:
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 : 30.2 19.8 38.6 27.1 28.0 16.8 36.1 23.6
Old : 30.2 19.8 38.6 27.1 28.0 16.8 36.1 23.6
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, July 15, 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 : 1,589,048: 396,694 214,785 8,486 959,336 1,136,992 1,364,516 1,360,263: 224,532 228,785
Old : 1,589,048: 396,694 214,785 8,486 959,336 1,136,992 1,364,516 1,360,263: 224,532 228,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -41,974: -77,465 -859 -1,055 32,571 -7,641 -45,949 -9,555: 3,975 -32,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 13.5 0.5 60.4 71.6 85.9 85.6: 14.1 14.4
Old : 100.0: 25.0 13.5 0.5 60.4 71.6 85.9 85.6: 14.1 14.4
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 : 197: 39 42 14 86 77 130 128:
Old : 197: 39 42 14 86 77 130 128:
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 : 22.7 27.2 33.6 40.4 16.0 19.9 25.5 28.8
Old : 22.7 27.2 33.6 40.4 16.0 19.9 25.5 28.8
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, July 15, 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 : 632,279: 300,977 40,044 20,240 262,271 535,042 583,488 595,326: 48,791 36,953
Old : 632,279: 300,977 40,044 20,240 262,271 535,042 583,488 595,326: 48,791 36,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -1,052: -5,412 5,027 -1,045 12,153 3,199 5,696 7,181: -6,748 -8,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 6.3 3.2 41.5 84.6 92.3 94.2: 7.7 5.8
Old : 100.0: 47.6 6.3 3.2 41.5 84.6 92.3 94.2: 7.7 5.8
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 : 118: 45 12 22 53 46 103 76:
Old : 118: 45 12 22 53 46 103 76:
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 : 30.6 50.7 41.2 66.5 28.7 49.0 37.9 63.2
Old : 30.6 50.7 41.2 66.5 28.7 49.0 37.9 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, July 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 11,842: 4,385 1,079 766 1,161 7,075 6,312 8,920: 5,530 2,922
Old : 11,842: 4,385 1,079 766 1,161 7,075 6,312 8,920: 5,530 2,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 9.1 6.5 9.8 59.7 53.3 75.3: 46.7 24.7
Old : 100.0: 37.0 9.1 6.5 9.8 59.7 53.3 75.3: 46.7 24.7
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 : 20: 11 2 4 2 6 13 12:
Old : 20: 11 2 4 2 6 13 12:
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 58.8 46.1 71.2 31.2 58.8 41.5 68.8
Old : 35.3 58.8 46.1 71.2 31.2 58.8 41.5 68.8
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, July 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 32,163: 12,637 14,709 1,001 12,595 8,595 26,233 24,305: 5,930 7,858
Old : 32,163: 12,637 14,709 1,001 12,595 8,595 26,233 24,305: 5,930 7,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 2,503: 417 1,069 19 738 342 1,174 1,430: 1,329 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 45.7 3.1 39.2 26.7 81.6 75.6: 18.4 24.4
Old : 100.0: 39.3 45.7 3.1 39.2 26.7 81.6 75.6: 18.4 24.4
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 : 46: 16 14 5 13 8 34 22:
Old : 46: 16 14 5 13 8 34 22:
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 : 32.2 34.7 50.9 55.5 32.2 34.7 50.6 54.4
Old : 32.2 34.7 50.9 55.5 32.2 34.7 50.6 54.4
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, July 15, 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 : 113,947: 50,047 43,225 1,722 41,668 53,674 93,437 98,621: 20,510 15,326
Old : 113,947: 50,047 43,225 1,722 41,668 53,674 93,437 98,621: 20,510 15,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 12,677: 4,934 3,934 426 6,868 7,231 12,228 11,591: 449 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 37.9 1.5 36.6 47.1 82.0 86.5: 18.0 13.5
Old : 100.0: 43.9 37.9 1.5 36.6 47.1 82.0 86.5: 18.0 13.5
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 : 124: 40 46 7 25 20 68 70:
Old : 124: 40 46 7 25 20 68 70:
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 : 35.7 36.5 51.7 49.2 34.6 36.5 50.1 49.1
Old : 35.7 36.5 51.7 49.2 34.6 36.5 50.1 49.1
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, July 15, 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 : 56,459: 15,728 7,256 773 39,687 48,238 56,188 56,267: 271 192
Old : 56,459: 15,728 7,256 773 39,687 48,238 56,188 56,267: 271 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 436: 459 -262 -40 26 992 445 690: -9 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.9 1.4 70.3 85.4 99.5 99.7: 0.5 0.3
Old : 100.0: 27.9 12.9 1.4 70.3 85.4 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 14 3 13 11 25 27:
Old : 42: 11 14 3 13 11 25 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 : 72.4 79.7 86.2 92.3 47.5 45.3 54.0 53.3
Old : 72.4 79.7 86.2 92.3 47.5 45.3 54.0 53.3
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, July 15, 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 : 58,677: 17,331 1,795 0 41,325 56,622 58,656 58,417: 21 260
Old : 58,677: 17,331 1,795 0 41,325 56,622 58,656 58,417: 21 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -1,421: 1,094 -745 0 -2,530 -714 -1,436 -1,459: 15 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 3.1 0.0 70.4 96.5 100.0 99.6: 0.0 0.4
Old : 100.0: 29.5 3.1 0.0 70.4 96.5 100.0 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 : 34: 5 12 0 10 11 15 23:
Old : 34: 5 12 0 10 11 15 23:
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 : 89.8 96.0 97.2 97.5 89.7 95.8 97.1 97.3
Old : 89.8 96.0 97.2 97.5 89.7 95.8 97.1 97.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2008