WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 29, 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 : 329,028: 76,830 74,763 44,923 181,767 158,671 303,520 278,357: 25,508 50,671
Old : 273,717: 62,411 72,689 32,325 156,398 127,059 251,134 232,073: 22,583 41,644
Other: 55,311: 25,199 12,854 1,818 25,369 31,612 52,386 46,284: 2,925 9,027
: : :
: : Changes in Commitments from: July 22, 2008 :
: -2,398: -3,609 -2,676 2,142 -3,355 -5,326 -4,822 -5,860: 2,424 3,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.7 13.7 55.2 48.2 92.2 84.6: 7.8 15.4
Old : 100.0: 22.8 26.6 11.8 57.1 46.4 91.7 84.8: 8.3 15.2
Other: 100.0: 45.6 23.2 3.3 45.9 57.2 94.7 83.7: 5.3 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 99 102 94 65 107 222 262:
Old : 326: 102 96 77 60 102 210 240:
Other: 156: 21 50 14 27 76 57 132:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 17.5 41.8 25.5 25.6 17.3 39.9 23.6
Old : 29.7 18.2 44.4 25.4 29.1 18.2 41.8 24.6
Other: 54.9 23.3 67.3 32.7 54.5 19.8 64.5 27.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 29, 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 : 1,227,875: 354,708 96,015 184,961 573,648 718,572 1,113,317 999,548: 114,558 228,327
Old : 298,930: 83,502 102,918 4,319 189,419 149,970 277,240 257,207: 21,690 41,723
Other: 928,945: 352,974 74,865 98,874 384,229 568,602 836,077 742,341: 92,868 186,604
: : :
: : Changes in Commitments from: July 22, 2008 :
: -68,529: -7,950 -20,575 -11,467 -42,643 -36,340 -62,060 -68,382: -6,469 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.8 15.1 46.7 58.5 90.7 81.4: 9.3 18.6
Old : 100.0: 27.9 34.4 1.4 63.4 50.2 92.7 86.0: 7.3 14.0
Other: 100.0: 38.0 8.1 10.6 41.4 61.2 90.0 79.9: 10.0 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 767: 192 135 176 188 351 471 608:
Old : 570: 88 132 12 109 265 206 400:
Other: 722: 205 115 123 163 335 412 541:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 12.7 22.9 18.7 13.5 11.5 22.4 17.1
Old : 33.0 14.5 46.8 22.3 33.0 14.5 46.8 22.0
Other: 12.5 14.1 22.1 21.1 12.3 12.6 21.2 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 29, 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 : 15,596: 2,866 494 485 9,794 13,252 13,145 14,231: 2,451 1,365
Old : 15,405: 2,866 494 485 9,609 13,091 12,960 14,070: 2,445 1,335
Other: 191: 0 0 0 185 161 185 161: 6 30
: : :
: : Changes in Commitments from: July 22, 2008 :
: -592: -351 40 98 94 -846 -159 -708: -433 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.2 3.1 62.8 85.0 84.3 91.2: 15.7 8.8
Old : 100.0: 18.6 3.2 3.1 62.4 85.0 84.1 91.3: 15.9 8.7
Other: 100.0: 0.0 0.0 0.0 96.9 84.3 96.9 84.3: 3.1 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 4 7 16 16 38 24:
Old : 46: 18 4 7 16 16 38 24:
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 : 40.2 61.2 56.9 77.6 40.0 52.0 53.7 67.4
Old : 40.7 60.9 57.2 77.5 40.5 52.8 54.4 68.4
Other: 96.9 84.3 96.9 84.3 96.9 84.3 96.9 84.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 29, 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 : 398,492: 123,526 36,827 52,170 175,295 234,958 350,991 323,955: 47,501 74,537
Old : 17,226: 5,090 925 10 8,546 12,995 13,646 13,930: 3,580 3,296
Other: 381,266: 122,837 40,303 47,759 166,749 221,963 337,345 310,025: 43,921 71,241
: : :
: : Changes in Commitments from: July 22, 2008 :
: -32,699: -18,272 -809 -7,374 -8,731 -23,453 -34,377 -31,636: 1,678 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 9.2 13.1 44.0 59.0 88.1 81.3: 11.9 18.7
Old : 100.0: 29.5 5.4 0.1 49.6 75.4 79.2 80.9: 20.8 19.1
Other: 100.0: 32.2 10.6 12.5 43.7 58.2 88.5 81.3: 11.5 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 475: 139 107 115 105 190 308 372:
Old : 139: 41 17 1 34 50 75 68:
Other: 474: 135 120 103 86 188 278 368:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 18.9 26.9 26.5 15.6 18.6 25.8 24.6
Old : 35.3 34.1 46.3 45.5 34.5 30.6 44.4 41.6
Other: 16.9 18.6 28.1 26.3 16.3 18.2 27.0 24.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,925: 18,164 3,249 1,163 2 3,141 19,329 7,553: 2,596 14,372
Old : 321: 199 1 0 0 52 199 53: 122 268
Other: 21,604: 17,968 3,251 1,160 2 3,089 19,130 7,500: 2,474 14,104
: : :
: : Changes in Commitments from: July 22, 2008 :
: 4: -95 -3 295 0 -30 200 262: -196 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 14.8 5.3 0.0 14.3 88.2 34.4: 11.8 65.6
Old : 100.0: 62.0 0.3 0.0 0.0 16.2 62.0 16.5: 38.0 83.5
Other: 100.0: 83.2 15.0 5.4 0.0 14.3 88.5 34.7: 11.5 65.3
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 10 10 1 9 16 27:
Old : 11: 6 1 0 0 4 6 5:
Other: 32: 13 10 9 1 9 16 26:
:----------------------------------------------------------------------------------------------------
: 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 : 65.3 15.1 81.9 21.5 65.2 13.2 78.8 19.1
Old : 60.7 16.2 62.0 16.5 60.7 16.2 62.0 16.5
Other: 65.7 15.1 82.2 21.6 65.7 13.1 79.0 19.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 29, 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 : 251,699: 38,647 22,592 54,651 133,623 156,424 226,921 233,667: 24,778 18,032
Old : 57,561: 20,015 9,196 6,026 24,916 36,820 50,957 52,042: 6,604 5,519
Other: 194,138: 34,860 29,624 32,397 108,707 119,604 175,964 181,625: 18,174 12,513
: : :
: : Changes in Commitments from: July 22, 2008 :
: -8,622: -5,250 1,021 1,383 -4,204 -11,015 -8,071 -8,611: -551 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 9.0 21.7 53.1 62.1 90.2 92.8: 9.8 7.2
Old : 100.0: 34.8 16.0 10.5 43.3 64.0 88.5 90.4: 11.5 9.6
Other: 100.0: 18.0 15.3 16.7 56.0 61.6 90.6 93.6: 9.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 50 34 66 65 58 159 143:
Old : 136: 41 17 27 43 44 99 84:
Other: 177: 49 48 41 57 49 130 118:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 30.3 28.2 44.9 16.1 26.5 24.4 36.3
Old : 25.5 28.0 36.1 41.2 22.2 27.2 31.9 38.8
Other: 23.1 35.7 33.9 51.5 20.3 31.4 28.6 42.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 29, 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 : 848,661: 120,324 188,747 2,543 615,296 494,654 738,163 685,944: 110,498 162,717
Old : 848,661: 120,324 188,747 2,543 615,296 494,654 738,163 685,944: 110,498 162,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -34,586: -30,048 -4,851 -885 6,753 -11,757 -24,180 -17,493: -10,406 -17,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.2 0.3 72.5 58.3 87.0 80.8: 13.0 19.2
Old : 100.0: 14.2 22.2 0.3 72.5 58.3 87.0 80.8: 13.0 19.2
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 : 179: 26 53 15 63 77 96 138:
Old : 179: 26 53 15 63 77 96 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 19.0 43.1 28.3 19.1 11.9 29.7 18.5
Old : 28.0 19.0 43.1 28.3 19.1 11.9 29.7 18.5
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 29, 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 : 182,993: 47,866 6,213 28,176 74,466 130,629 150,508 165,018: 32,485 17,975
Old : 49,349: 14,225 2,118 3,123 20,859 35,823 38,207 41,064: 11,142 8,285
Other: 133,644: 42,890 13,344 15,804 53,607 94,806 112,301 123,954: 21,343 9,690
: : :
: : Changes in Commitments from: July 22, 2008 :
: -19,102: -6,596 -5,586 -7,052 -2,406 -5,193 -16,054 -17,831: -3,048 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.4 15.4 40.7 71.4 82.2 90.2: 17.8 9.8
Old : 100.0: 28.8 4.3 6.3 42.3 72.6 77.4 83.2: 22.6 16.8
Other: 100.0: 32.1 10.0 11.8 40.1 70.9 84.0 92.7: 16.0 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 61 16 47 64 65 155 117:
Old : 131: 40 15 16 47 55 94 81:
Other: 162: 57 25 32 58 45 133 90:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 36.6 18.2 49.0 10.3 34.0 17.7 42.7
Old : 20.5 26.3 31.7 41.0 20.5 26.1 30.9 40.4
Other: 12.8 43.2 22.2 58.2 12.8 41.0 21.7 52.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 29, 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 : 12,964: 2,403 1,173 345 8,015 10,142 10,763 11,660: 2,201 1,304
Old : 12,953: 2,406 1,173 342 8,015 10,142 10,763 11,657: 2,190 1,296
Other: 11: 0 3 0 0 0 0 3: 11 8
: : :
: : Changes in Commitments from: July 22, 2008 :
: -46: -124 278 -32 216 -332 60 -86: -106 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.0 2.7 61.8 78.2 83.0 89.9: 17.0 10.1
Old : 100.0: 18.6 9.1 2.6 61.9 78.3 83.1 90.0: 16.9 10.0
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 : 57: 16 8 5 23 19 41 31:
Old : 57: 16 8 5 23 19 41 31:
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 : 32.7 64.7 48.1 73.7 20.9 41.0 33.8 48.8
Old : 32.8 64.7 48.2 73.7 20.9 41.1 33.8 48.8
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 29, 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 : 878,069: 147,747 205,813 6,683 612,657 577,477 767,087 789,973: 110,982 88,096
Old : 878,069: 147,747 205,813 6,683 612,657 577,477 767,087 789,973: 110,982 88,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 12,563: -7,032 3,683 576 15,048 6,485 8,592 10,744: 3,971 1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.4 0.8 69.8 65.8 87.4 90.0: 12.6 10.0
Old : 100.0: 16.8 23.4 0.8 69.8 65.8 87.4 90.0: 12.6 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 : 208: 36 43 19 80 99 126 151:
Old : 208: 36 43 19 80 99 126 151:
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 30.3 36.1 45.3 24.7 27.2 32.3 37.9
Old : 26.7 30.3 36.1 45.3 24.7 27.2 32.3 37.9
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 29, 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 : 1,766,445: 231,008 358,960 38,649 1,225,063 1,006,756 1,494,720 1,404,365: 271,725 362,080
Old : 1,766,445: 231,008 358,960 38,649 1,225,063 1,006,756 1,494,720 1,404,365: 271,725 362,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -13,290: -32,752 -13,816 1,940 55,699 5,613 24,887 -6,263: -38,177 -7,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 20.3 2.2 69.4 57.0 84.6 79.5: 15.4 20.5
Old : 100.0: 13.1 20.3 2.2 69.4 57.0 84.6 79.5: 15.4 20.5
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 : 267: 44 66 38 107 107 168 194:
Old : 267: 44 66 38 107 107 168 194:
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 : 30.4 19.4 39.4 27.5 27.5 16.5 35.0 23.7
Old : 30.4 19.4 39.4 27.5 27.5 16.5 35.0 23.7
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 29, 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 : 1,515,217: 342,425 205,206 35,326 920,308 1,058,036 1,298,059 1,298,568: 217,158 216,649
Old : 1,515,217: 342,425 205,206 35,326 920,308 1,058,036 1,298,059 1,298,568: 217,158 216,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -61,924: -16,102 -25,462 4,617 -53,100 -18,623 -64,585 -39,468: 2,661 -22,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.5 2.3 60.7 69.8 85.7 85.7: 14.3 14.3
Old : 100.0: 22.6 13.5 2.3 60.7 69.8 85.7 85.7: 14.3 14.3
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 : 192: 35 40 18 85 81 125 134:
Old : 192: 35 40 18 85 81 125 134:
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 : 24.1 29.3 34.8 41.7 16.6 19.7 24.0 27.9
Old : 24.1 29.3 34.8 41.7 16.6 19.7 24.0 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 29, 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 : 642,141: 299,544 37,019 22,398 270,223 549,022 592,165 608,439: 49,976 33,702
Old : 642,141: 299,544 37,019 22,398 270,223 549,022 592,165 608,439: 49,976 33,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 5,095: 2,674 -1,172 1,614 -3,431 3,056 857 3,498: 4,238 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 5.8 3.5 42.1 85.5 92.2 94.8: 7.8 5.2
Old : 100.0: 46.6 5.8 3.5 42.1 85.5 92.2 94.8: 7.8 5.2
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 : 114: 44 12 24 50 48 99 80:
Old : 114: 44 12 24 50 48 99 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 : 29.3 50.1 39.8 66.8 27.7 48.7 36.1 63.0
Old : 29.3 50.1 39.8 66.8 27.7 48.7 36.1 63.0
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 29, 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 : 31,931: 14,961 14,259 1,010 11,805 8,229 27,776 23,498: 4,155 8,433
Old : 31,931: 14,961 14,259 1,010 11,805 8,229 27,776 23,498: 4,155 8,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 112: 572 -128 -32 -20 180 520 20: -408 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 44.7 3.2 37.0 25.8 87.0 73.6: 13.0 26.4
Old : 100.0: 46.9 44.7 3.2 37.0 25.8 87.0 73.6: 13.0 26.4
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 : 50: 20 16 7 11 7 36 25:
Old : 50: 20 16 7 11 7 36 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 : 35.0 36.0 53.8 55.0 35.0 35.9 53.5 50.9
Old : 35.0 36.0 53.8 55.0 35.0 35.9 53.5 50.9
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 29, 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 : 112,139: 50,688 39,695 2,570 38,308 56,129 91,566 98,394: 20,573 13,745
Old : 112,139: 50,688 39,695 2,570 38,308 56,129 91,566 98,394: 20,573 13,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 312: 2,359 -664 39 -2,675 4,083 -277 3,458: 589 -3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 35.4 2.3 34.2 50.1 81.7 87.7: 18.3 12.3
Old : 100.0: 45.2 35.4 2.3 34.2 50.1 81.7 87.7: 18.3 12.3
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 : 133: 48 43 13 24 23 77 74:
Old : 133: 48 43 13 24 23 77 74:
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 : 25.2 35.6 42.0 53.2 24.5 35.6 40.8 53.0
Old : 25.2 35.6 42.0 53.2 24.5 35.6 40.8 53.0
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 59,161: 15,171 8,145 543 43,221 50,282 58,935 58,970: 226 191
Old : 59,161: 15,171 8,145 543 43,221 50,282 58,935 58,970: 226 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,243: -313 560 -103 1,652 783 1,236 1,240: 7 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 13.8 0.9 73.1 85.0 99.6 99.7: 0.4 0.3
Old : 100.0: 25.6 13.8 0.9 73.1 85.0 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 13 11 24 26:
Old : 41: 10 14 2 13 11 24 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 : 72.6 81.0 87.2 93.5 45.7 40.3 51.8 51.3
Old : 72.6 81.0 87.2 93.5 45.7 40.3 51.8 51.3
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 59,488: 17,265 1,157 0 42,223 58,090 59,488 59,247: 0 241
Old : 59,488: 17,265 1,157 0 42,223 58,090 59,488 59,247: 0 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -1,227: -1,477 597 -68 334 -1,749 -1,211 -1,220: -16 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 1.9 0.0 71.0 97.6 100.0 99.6: 0.0 0.4
Old : 100.0: 29.0 1.9 0.0 71.0 97.6 100.0 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 : 31: 5 9 0 9 11 14 20:
Old : 31: 5 9 0 9 11 14 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 : 89.3 96.8 97.8 98.1 89.2 96.7 97.7 97.9
Old : 89.3 96.8 97.8 98.1 89.2 96.7 97.7 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2008