WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 22, 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 : 331,426: 80,439 77,439 42,781 185,122 163,997 308,342 284,217: 23,084 47,209
Old : 276,282: 65,870 77,316 29,710 160,293 130,684 255,873 237,710: 20,409 38,572
Other: 55,144: 25,873 11,427 1,767 24,829 33,313 52,469 46,507: 2,675 8,637
: : :
: : Changes in Commitments from: July 15, 2008 :
: -290: 3,641 -4,704 692 -3,311 3,198 1,022 -814: -1,312 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 23.4 12.9 55.9 49.5 93.0 85.8: 7.0 14.2
Old : 100.0: 23.8 28.0 10.8 58.0 47.3 92.6 86.0: 7.4 14.0
Other: 100.0: 46.9 20.7 3.2 45.0 60.4 95.1 84.3: 4.9 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 97 107 92 68 107 227 262:
Old : 334: 104 101 71 64 101 213 240:
Other: 161: 24 49 15 28 76 63 130:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 17.2 42.0 26.0 25.8 17.0 40.5 24.4
Old : 30.1 17.9 45.1 25.7 29.5 17.8 42.9 25.4
Other: 55.7 24.5 67.2 33.9 55.2 21.7 65.6 29.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 22, 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 : 1,296,404: 362,658 116,590 196,428 616,291 754,912 1,175,377 1,067,930: 121,027 228,474
Old : 335,572: 91,542 100,583 8,859 211,223 185,227 311,624 294,669: 23,948 40,903
Other: 960,832: 351,513 96,404 107,172 405,068 569,685 863,753 773,261: 97,079 187,571
: : :
: : Changes in Commitments from: July 15, 2008 :
: -3,818: -31,703 1,465 13,972 12,414 -19,603 -5,317 -4,166: 1,499 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 9.0 15.2 47.5 58.2 90.7 82.4: 9.3 17.6
Old : 100.0: 27.3 30.0 2.6 62.9 55.2 92.9 87.8: 7.1 12.2
Other: 100.0: 36.6 10.0 11.2 42.2 59.3 89.9 80.5: 10.1 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 195 145 184 192 355 484 620:
Old : 593: 88 138 15 112 276 210 420:
Other: 744: 209 129 126 165 335 423 551:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 12.9 22.4 18.9 13.4 11.6 21.7 17.0
Old : 31.1 14.4 45.4 21.5 31.1 14.4 45.4 21.1
Other: 12.0 13.9 21.4 20.8 11.8 12.2 20.5 17.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 22, 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 : 16,188: 3,217 454 387 9,700 14,098 13,304 14,939: 2,884 1,249
Old : 16,053: 3,217 454 387 9,565 13,987 13,169 14,828: 2,884 1,225
Other: 135: 0 0 0 135 111 135 111: 0 24
: : :
: : Changes in Commitments from: July 15, 2008 :
: -443: -730 -19 -67 511 -592 -286 -678: -157 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 2.8 2.4 59.9 87.1 82.2 92.3: 17.8 7.7
Old : 100.0: 20.0 2.8 2.4 59.6 87.1 82.0 92.4: 18.0 7.6
Other: 100.0: 0.0 0.0 0.0 100.0 82.2 100.0 82.2: 0.0 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 21 4 7 16 16 39 25:
Old : 48: 21 4 7 16 16 39 25:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 41.7 62.8 57.0 79.9 41.7 56.7 55.9 72.8
Old : 42.0 62.6 57.4 79.9 42.0 57.3 56.4 73.5
Other: 100.0 82.2 100.0 82.2 100.0 82.2 100.0 82.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 22, 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 : 431,191: 141,798 37,636 59,544 184,026 258,411 385,368 355,591: 45,823 75,600
Old : 46,473: 22,400 6,422 470 17,287 33,115 40,157 40,007: 6,316 6,466
Other: 384,718: 130,028 41,844 48,444 166,739 225,296 345,211 315,584: 39,507 69,134
: : :
: : Changes in Commitments from: July 15, 2008 :
: -28,133: -11,396 277 2,163 -7,995 -23,724 -17,228 -21,284: -10,905 -6,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.7 13.8 42.7 59.9 89.4 82.5: 10.6 17.5
Old : 100.0: 48.2 13.8 1.0 37.2 71.3 86.4 86.1: 13.6 13.9
Other: 100.0: 33.8 10.9 12.6 43.3 58.6 89.7 82.0: 10.3 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 499: 156 112 125 106 191 333 382:
Old : 266: 81 45 3 53 102 135 149:
Other: 489: 146 123 99 88 187 291 367:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 21.1 26.3 28.6 14.7 20.8 24.2 26.6
Old : 35.4 31.3 45.7 41.4 34.4 31.3 44.7 41.1
Other: 16.3 20.5 27.6 28.2 16.1 20.1 26.2 25.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,921: 18,259 3,252 868 2 3,171 19,129 7,291: 2,792 14,630
Old : 699: 515 60 0 0 102 515 162: 184 537
Other: 21,222: 17,751 3,199 861 2 3,069 18,614 7,129: 2,608 14,093
: : :
: : Changes in Commitments from: July 15, 2008 :
: 484: 367 50 207 0 44 574 301: -90 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 14.8 4.0 0.0 14.5 87.3 33.3: 12.7 66.7
Old : 100.0: 73.7 8.6 0.0 0.0 14.6 73.7 23.2: 26.3 76.8
Other: 100.0: 83.6 15.1 4.1 0.0 14.5 87.7 33.6: 12.3 66.4
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 8 4 1 9 13 21:
Old : 17: 7 3 0 0 7 7 10:
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 : 65.9 15.1 82.7 21.7 65.9 13.1 79.1 19.3
Old : 61.7 20.9 73.7 22.9 61.7 20.9 73.7 22.9
Other: 66.3 15.3 83.0 21.8 66.3 13.3 79.2 19.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 22, 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 : 260,321: 43,897 21,571 53,268 137,827 167,439 234,992 242,278: 25,329 18,043
Old : 73,416: 28,130 10,059 5,191 31,934 51,781 65,255 67,031: 8,161 6,385
Other: 186,905: 33,433 29,178 30,411 105,893 115,658 169,737 175,247: 17,168 11,658
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,717: -995 3,684 -309 1,515 -8,400 211 -5,025: -1,928 3,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.3 20.5 52.9 64.3 90.3 93.1: 9.7 6.9
Old : 100.0: 38.3 13.7 7.1 43.5 70.5 88.9 91.3: 11.1 8.7
Other: 100.0: 17.9 15.6 16.3 56.7 61.9 90.8 93.8: 9.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 48 28 57 68 56 156 125:
Old : 131: 39 16 21 49 44 98 78:
Other: 163: 46 39 35 60 47 128 102:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 31.0 27.0 46.3 15.6 27.5 24.0 39.0
Old : 24.1 30.4 38.1 45.1 20.5 29.9 32.3 42.3
Other: 23.8 37.1 35.2 53.5 21.2 32.9 29.6 44.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 22, 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 : 883,247: 150,372 193,598 3,428 608,543 506,411 762,343 703,437: 120,904 179,810
Old : 883,247: 150,372 193,598 3,428 608,543 506,411 762,343 703,437: 120,904 179,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -35,849: -11,550 -7,829 -124 -11,486 -27,311 -23,160 -35,264: -12,689 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.9 0.4 68.9 57.3 86.3 79.6: 13.7 20.4
Old : 100.0: 17.0 21.9 0.4 68.9 57.3 86.3 79.6: 13.7 20.4
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 : 186: 29 53 17 66 80 104 141:
Old : 186: 29 53 17 66 80 104 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 19.0 41.8 28.3 18.4 11.8 29.1 18.7
Old : 26.7 19.0 41.8 28.3 18.4 11.8 29.1 18.7
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 22, 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 : 202,095: 54,462 11,799 35,228 76,872 135,822 166,562 182,849: 35,533 19,246
Old : 68,997: 23,730 5,244 7,301 25,037 46,691 56,068 59,236: 12,929 9,761
Other: 133,098: 42,582 18,405 16,077 51,835 89,131 110,494 123,613: 22,604 9,485
: : :
: : Changes in Commitments from: July 15, 2008 :
: -15,579: -8,346 4,201 -5,336 1,629 -14,855 -12,053 -15,990: -3,526 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 5.8 17.4 38.0 67.2 82.4 90.5: 17.6 9.5
Old : 100.0: 34.4 7.6 10.6 36.3 67.7 81.3 85.9: 18.7 14.1
Other: 100.0: 32.0 13.8 12.1 38.9 67.0 83.0 92.9: 17.0 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 69 24 61 64 57 167 124:
Old : 149: 50 21 28 46 49 111 89:
Other: 167: 57 34 34 55 42 132 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 : 10.4 35.6 18.4 49.0 9.2 34.2 16.3 41.8
Old : 21.3 24.3 32.5 40.4 17.7 24.3 28.4 38.1
Other: 12.3 41.9 21.9 56.4 12.3 40.0 21.2 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 22, 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 : 13,010: 2,527 895 377 7,799 10,474 10,703 11,746: 2,307 1,264
Old : 12,999: 2,530 895 374 7,799 10,474 10,703 11,743: 2,296 1,256
Other: 11: 0 3 0 0 0 0 3: 11 8
: : :
: : Changes in Commitments from: July 15, 2008 :
: -115: -105 32 -68 391 -198 218 -234: -333 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 6.9 2.9 59.9 80.5 82.3 90.3: 17.7 9.7
Old : 100.0: 19.5 6.9 2.9 60.0 80.6 82.3 90.3: 17.7 9.7
Other: 100.0: 0.0 27.3 0.0 0.0 0.0 0.0 27.3: 100.0 72.7
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 6 7 23 20 41 32:
Old : 55: 16 6 7 23 20 41 32:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 66.1 46.1 74.6 20.5 44.2 33.3 51.7
Old : 31.2 66.2 46.2 74.6 20.5 44.2 33.3 51.7
Other: 0.0 27.3 0.0 27.3 0.0 27.3 0.0 27.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 22, 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 : 865,506: 154,779 202,130 6,107 597,609 570,992 758,495 779,229: 107,011 86,277
Old : 865,506: 154,779 202,130 6,107 597,609 570,992 758,495 779,229: 107,011 86,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -31,325: -24,099 -15,143 -583 3,212 -10,614 -21,470 -26,340: -9,855 -4,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.4 0.7 69.0 66.0 87.6 90.0: 12.4 10.0
Old : 100.0: 17.9 23.4 0.7 69.0 66.0 87.6 90.0: 12.4 10.0
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 : 207: 36 41 16 82 99 126 148:
Old : 207: 36 41 16 82 99 126 148:
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 : 23.7 32.3 34.9 48.7 22.9 28.9 31.8 40.7
Old : 23.7 32.3 34.9 48.7 22.9 28.9 31.8 40.7
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 22, 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 : 1,779,735: 263,760 372,776 36,709 1,169,364 1,001,143 1,469,833 1,410,628: 309,902 369,107
Old : 1,779,735: 263,760 372,776 36,709 1,169,364 1,001,143 1,469,833 1,410,628: 309,902 369,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -29,392: -15,285 50,154 7,552 -13,127 -101,047 -20,860 -43,341: -8,532 13,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 20.9 2.1 65.7 56.3 82.6 79.3: 17.4 20.7
Old : 100.0: 14.8 20.9 2.1 65.7 56.3 82.6 79.3: 17.4 20.7
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 : 277: 49 70 37 109 111 176 200:
Old : 277: 49 70 37 109 111 176 200:
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 : 29.7 20.4 38.2 27.9 27.4 17.8 35.5 24.5
Old : 29.7 20.4 38.2 27.9 27.4 17.8 35.5 24.5
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, July 22, 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 : 1,577,141: 358,527 230,668 30,709 973,408 1,076,659 1,362,644 1,338,036: 214,497 239,105
Old : 1,577,141: 358,527 230,668 30,709 973,408 1,076,659 1,362,644 1,338,036: 214,497 239,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -11,907: -38,167 15,883 22,223 14,072 -60,333 -1,872 -22,227: -10,035 10,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 14.6 1.9 61.7 68.3 86.4 84.8: 13.6 15.2
Old : 100.0: 22.7 14.6 1.9 61.7 68.3 86.4 84.8: 13.6 15.2
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 : 196: 32 46 14 86 78 125 131:
Old : 196: 32 46 14 86 78 125 131:
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 : 24.2 27.8 35.7 39.9 17.6 19.5 27.7 27.0
Old : 24.2 27.8 35.7 39.9 17.6 19.5 27.7 27.0
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 22, 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 : 637,046: 296,870 38,191 20,784 273,654 545,966 591,308 604,941: 45,738 32,105
Old : 637,046: 296,870 38,191 20,784 273,654 545,966 591,308 604,941: 45,738 32,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 4,767: -4,107 -1,853 544 11,383 10,924 7,820 9,615: -3,053 -4,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 6.0 3.3 43.0 85.7 92.8 95.0: 7.2 5.0
Old : 100.0: 46.6 6.0 3.3 43.0 85.7 92.8 95.0: 7.2 5.0
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 : 122: 46 13 22 52 49 103 80:
Old : 122: 46 13 22 52 49 103 80:
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 : 29.5 50.6 40.3 67.3 27.6 48.9 36.6 63.7
Old : 29.5 50.6 40.3 67.3 27.6 48.9 36.6 63.7
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 22, 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 : 11,538: 3,630 2,011 1,035 1,549 5,987 6,214 9,033: 5,324 2,505
Old : 11,538: 3,630 2,011 1,035 1,549 5,987 6,214 9,033: 5,324 2,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -304: -755 932 269 388 -1,088 -98 113: -206 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 17.4 9.0 13.4 51.9 53.9 78.3: 46.1 21.7
Old : 100.0: 31.5 17.4 9.0 13.4 51.9 53.9 78.3: 46.1 21.7
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 : 21: 9 6 5 3 5 15 13:
Old : 21: 9 6 5 3 5 15 13:
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 : 27.0 55.9 42.6 70.9 25.2 55.9 38.3 67.0
Old : 27.0 55.9 42.6 70.9 25.2 55.9 38.3 67.0
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, July 22, 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 : 31,819: 14,389 14,387 1,042 11,825 8,049 27,256 23,478: 4,563 8,341
Old : 31,819: 14,389 14,387 1,042 11,825 8,049 27,256 23,478: 4,563 8,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -344: 1,752 -322 41 -770 -546 1,023 -827: -1,367 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 45.2 3.3 37.2 25.3 85.7 73.8: 14.3 26.2
Old : 100.0: 45.2 45.2 3.3 37.2 25.3 85.7 73.8: 14.3 26.2
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 : 50: 19 17 6 11 7 36 24:
Old : 50: 19 17 6 11 7 36 24:
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 35.8 53.7 54.3 34.8 35.8 53.4 50.3
Old : 34.8 35.8 53.7 54.3 34.8 35.8 53.4 50.3
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 22, 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 : 111,827: 48,329 40,359 2,531 40,983 52,046 91,843 94,936: 19,984 16,891
Old : 111,827: 48,329 40,359 2,531 40,983 52,046 91,843 94,936: 19,984 16,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -2,120: -1,718 -2,866 809 -685 -1,628 -1,594 -3,685: -526 1,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 36.1 2.3 36.6 46.5 82.1 84.9: 17.9 15.1
Old : 100.0: 43.2 36.1 2.3 36.6 46.5 82.1 84.9: 17.9 15.1
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 : 128: 38 48 11 25 22 68 76:
Old : 128: 38 48 11 25 22 68 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 : 27.7 34.7 45.8 49.4 27.0 34.7 44.8 48.8
Old : 27.7 34.7 45.8 49.4 27.0 34.7 44.8 48.8
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 22, 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 : 57,918: 15,484 7,585 646 41,569 49,499 57,699 57,730: 219 188
Old : 57,918: 15,484 7,585 646 41,569 49,499 57,699 57,730: 219 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,459: -244 329 -127 1,882 1,261 1,511 1,463: -52 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.1 1.1 71.8 85.5 99.6 99.7: 0.4 0.3
Old : 100.0: 26.7 13.1 1.1 71.8 85.5 99.6 99.7: 0.4 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 : 41: 10 14 2 14 10 25 25:
Old : 41: 10 14 2 14 10 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 81.5 86.9 94.0 45.8 41.9 52.8 53.0
Old : 73.0 81.5 86.9 94.0 45.8 41.9 52.8 53.0
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 22, 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 : 60,715: 18,742 560 68 41,889 59,839 60,699 60,467: 16 248
Old : 60,715: 18,742 560 68 41,889 59,839 60,699 60,467: 16 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,038: 1,411 -1,235 68 564 3,217 2,043 2,050: -5 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 0.9 0.1 69.0 98.6 100.0 99.6: 0.0 0.4
Old : 100.0: 30.9 0.9 0.1 69.0 98.6 100.0 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 : 32: 7 8 1 10 11 17 20:
Old : 32: 7 8 1 10 11 17 20:
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 : 87.8 96.9 96.0 98.1 87.7 96.7 95.8 97.9
Old : 87.8 96.9 96.0 98.1 87.7 96.7 95.8 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2008