WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 5, 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 : 340,475: 79,193 73,158 52,002 182,701 162,128 313,896 287,288: 26,579 53,187
Old : 284,721: 65,746 72,368 38,277 157,095 130,712 261,118 241,357: 23,603 43,364
Other: 55,754: 25,328 12,671 1,844 25,606 31,416 52,778 45,931: 2,976 9,823
: : :
: : Changes in Commitments from: July 29, 2008 :
: 11,447: 2,363 -1,605 7,079 934 3,457 10,376 8,931: 1,071 2,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 21.5 15.3 53.7 47.6 92.2 84.4: 7.8 15.6
Old : 100.0: 23.1 25.4 13.4 55.2 45.9 91.7 84.8: 8.3 15.2
Other: 100.0: 45.4 22.7 3.3 45.9 56.3 94.7 82.4: 5.3 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 95 111 105 71 105 234 278:
Old : 342: 101 109 83 66 100 217 259:
Other: 160: 22 53 14 28 76 62 132:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 17.4 39.5 25.2 24.6 16.8 37.4 22.9
Old : 28.1 17.8 41.3 25.6 27.4 17.5 39.3 23.9
Other: 53.3 22.1 66.4 31.6 53.3 19.7 63.4 27.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 5, 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 : 1,220,735: 334,969 108,821 174,018 585,243 701,971 1,094,230 984,810: 126,505 235,925
Old : 251,637: 71,305 98,283 1,932 154,764 113,933 228,001 214,148: 23,636 37,489
Other: 969,098: 339,227 86,101 96,523 430,479 588,038 866,229 770,662: 102,869 198,436
: : :
: : Changes in Commitments from: July 29, 2008 :
: -7,140: -19,739 12,806 -10,943 11,595 -16,601 -19,087 -14,738: 11,947 7,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.9 14.3 47.9 57.5 89.6 80.7: 10.4 19.3
Old : 100.0: 28.3 39.1 0.8 61.5 45.3 90.6 85.1: 9.4 14.9
Other: 100.0: 35.0 8.9 10.0 44.4 60.7 89.4 79.5: 10.6 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 166 148 169 208 353 470 613:
Old : 570: 80 137 12 124 259 213 399:
Other: 723: 186 134 118 174 336 408 549:
:----------------------------------------------------------------------------------------------------
: 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 22.1 18.6 13.3 11.8 21.6 17.3
Old : 31.0 13.9 45.1 22.6 31.0 13.8 44.7 22.5
Other: 12.0 14.9 21.5 21.4 11.7 13.6 20.8 19.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 5, 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 : 14,929: 2,584 663 572 9,700 12,150 12,856 13,385: 2,073 1,544
Old : 14,686: 2,594 663 562 9,515 11,989 12,671 13,214: 2,015 1,472
Other: 243: 0 10 0 185 161 185 171: 58 72
: : :
: : Changes in Commitments from: July 29, 2008 :
: -667: -282 169 87 -94 -1,102 -289 -846: -378 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 4.4 3.8 65.0 81.4 86.1 89.7: 13.9 10.3
Old : 100.0: 17.7 4.5 3.8 64.8 81.6 86.3 90.0: 13.7 10.0
Other: 100.0: 0.0 4.1 0.0 76.1 66.3 76.1 70.4: 23.9 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 17 6 6 16 17 37 27:
Old : 48: 18 6 6 16 17 37 27:
Other: 4: 0 1 0 2 1 2 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 : 40.9 59.4 58.0 75.0 40.9 52.8 56.0 67.0
Old : 41.6 59.2 58.9 75.2 41.6 53.2 56.9 68.3
Other: 76.1 70.4 76.1 70.4 76.1 70.4 76.1 70.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 5, 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 : 393,411: 124,220 38,749 50,012 176,751 228,821 350,983 317,582: 42,428 75,829
Old : 357,297: 112,307 44,018 40,091 165,104 203,933 317,502 288,042: 39,795 69,255
Other: 36,114: 20,620 3,438 1,214 11,647 24,888 33,481 29,540: 2,633 6,574
: : :
: : Changes in Commitments from: July 29, 2008 :
: -5,081: 694 1,922 -2,158 1,456 -6,137 -8 -6,373: -5,073 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.8 12.7 44.9 58.2 89.2 80.7: 10.8 19.3
Old : 100.0: 31.4 12.3 11.2 46.2 57.1 88.9 80.6: 11.1 19.4
Other: 100.0: 57.1 9.5 3.4 32.3 68.9 92.7 81.8: 7.3 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 484: 142 115 109 91 191 295 377:
Old : 482: 141 120 95 88 190 280 372:
Other: 247: 47 50 12 29 125 85 182:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 18.7 27.1 27.1 16.3 17.7 26.1 23.6
Old : 17.2 18.8 28.2 26.3 16.5 17.9 27.2 23.9
Other: 37.0 40.6 52.8 51.8 37.0 40.6 52.5 51.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,509: 18,450 3,867 1,207 2 3,273 19,659 8,347: 2,850 14,162
Old : 19,979: 16,272 3,981 1,053 2 2,626 17,327 7,660: 2,652 12,319
Other: 2,530: 2,332 40 0 0 647 2,332 687: 198 1,843
: : :
: : Changes in Commitments from: July 29, 2008 :
: 584: 286 618 44 0 132 330 794: 254 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 17.2 5.4 0.0 14.5 87.3 37.1: 12.7 62.9
Old : 100.0: 81.4 19.9 5.3 0.0 13.1 86.7 38.3: 13.3 61.7
Other: 100.0: 92.2 1.6 0.0 0.0 25.6 92.2 27.2: 7.8 72.8
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 11 9 1 10 16 28:
Old : 34: 12 12 8 1 10 15 28:
Other: 23: 10 4 0 0 9 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 63.7 14.3 80.4 22.0 63.6 12.4 77.8 18.8
Old : 63.5 15.3 80.7 22.7 63.3 12.8 77.6 19.5
Other: 69.2 21.5 91.0 25.2 69.2 21.5 91.0 25.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 5, 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 : 246,098: 35,253 17,612 46,746 139,676 159,933 221,675 224,291: 24,423 21,807
Old : 43,546: 15,696 6,425 535 21,791 32,007 38,022 38,967: 5,524 4,579
Other: 202,552: 35,674 27,304 30,094 117,885 127,926 183,653 185,324: 18,899 17,228
: : :
: : Changes in Commitments from: July 29, 2008 :
: -5,601: -3,394 -4,980 -7,905 6,053 3,509 -5,246 -9,376: -355 3,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 7.2 19.0 56.8 65.0 90.1 91.1: 9.9 8.9
Old : 100.0: 36.0 14.8 1.2 50.0 73.5 87.3 89.5: 12.7 10.5
Other: 100.0: 17.6 13.5 14.9 58.2 63.2 90.7 91.5: 9.3 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 50 31 52 64 58 146 129:
Old : 115: 35 10 4 37 41 73 55:
Other: 184: 47 47 39 59 54 131 121:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 32.5 29.5 45.8 16.7 29.0 25.4 38.6
Old : 29.2 36.0 41.7 50.4 27.3 36.0 39.8 49.1
Other: 23.4 35.8 34.2 49.2 19.6 31.2 28.5 40.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 5, 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 : 857,390: 138,518 188,843 3,519 599,524 500,804 741,561 693,166: 115,829 164,224
Old : 857,390: 138,518 188,843 3,519 599,524 500,804 741,561 693,166: 115,829 164,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 8,729: 18,194 96 976 -15,772 6,150 3,398 7,222: 5,331 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 22.0 0.4 69.9 58.4 86.5 80.8: 13.5 19.2
Old : 100.0: 16.2 22.0 0.4 69.9 58.4 86.5 80.8: 13.5 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 : 182: 27 52 17 62 82 96 144:
Old : 182: 27 52 17 62 82 96 144:
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 : 27.2 17.5 41.6 26.8 19.3 11.9 29.4 18.5
Old : 27.2 17.5 41.6 26.8 19.3 11.9 29.4 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, August 5, 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 : 185,266: 47,738 5,875 26,384 79,690 135,926 153,812 168,185: 31,454 17,081
Old : 41,479: 15,600 1,260 953 16,885 33,128 33,438 35,341: 8,041 6,138
Other: 143,787: 41,894 14,371 15,675 62,805 102,798 120,374 132,844: 23,413 10,943
: : :
: : Changes in Commitments from: July 29, 2008 :
: 2,273: -128 -338 -1,792 5,224 5,297 3,304 3,167: -1,031 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 3.2 14.2 43.0 73.4 83.0 90.8: 17.0 9.2
Old : 100.0: 37.6 3.0 2.3 40.7 79.9 80.6 85.2: 19.4 14.8
Other: 100.0: 29.1 10.0 10.9 43.7 71.5 83.7 92.4: 16.3 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 64 16 48 70 68 160 121:
Old : 132: 44 13 8 41 57 87 76:
Other: 166: 53 29 33 62 47 133 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 : 12.0 39.9 20.0 52.3 12.0 36.6 19.7 45.6
Old : 20.2 29.5 33.3 48.5 20.2 27.2 32.5 44.7
Other: 14.4 44.9 23.5 59.6 14.4 42.4 23.5 53.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 5, 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 : 12,846: 2,216 1,113 574 8,065 9,727 10,855 11,414: 1,991 1,432
Old : 12,833: 2,221 1,113 569 8,065 9,727 10,855 11,409: 1,978 1,424
Other: 13: 0 5 0 0 0 0 5: 13 8
: : :
: : Changes in Commitments from: July 29, 2008 :
: -118: -187 -60 229 50 -415 92 -246: -210 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 8.7 4.5 62.8 75.7 84.5 88.9: 15.5 11.1
Old : 100.0: 17.3 8.7 4.4 62.8 75.8 84.6 88.9: 15.4 11.1
Other: 100.0: 0.0 38.5 0.0 0.0 0.0 0.0 38.5: 100.0 61.5
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 14 8 6 21 20 38 33:
Old : 57: 14 8 6 21 20 38 33:
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 : 32.5 60.6 50.4 70.4 23.3 38.2 36.4 46.4
Old : 32.5 60.6 50.5 70.4 23.3 38.2 36.5 46.4
Other: 0.0 38.5 0.0 38.5 0.0 38.5 0.0 38.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 5, 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 : 891,937: 137,381 206,595 7,381 634,909 588,404 779,671 802,380: 112,266 89,557
Old : 891,937: 137,381 206,595 7,381 634,909 588,404 779,671 802,380: 112,266 89,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 13,868: -10,366 782 698 22,252 10,927 12,584 12,407: 1,284 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 23.2 0.8 71.2 66.0 87.4 90.0: 12.6 10.0
Old : 100.0: 15.4 23.2 0.8 71.2 66.0 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 : 214: 38 47 23 84 97 135 154:
Old : 214: 38 47 23 84 97 135 154:
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 30.3 38.0 44.9 24.6 26.6 32.7 38.5
Old : 27.7 30.3 38.0 44.9 24.6 26.6 32.7 38.5
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, August 5, 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 : 1,817,373: 240,683 325,119 49,734 1,235,200 1,102,542 1,525,617 1,477,395: 291,756 339,978
Old : 1,817,373: 240,683 325,119 49,734 1,235,200 1,102,542 1,525,617 1,477,395: 291,756 339,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 50,928: 9,675 -33,841 11,085 10,137 95,786 30,897 73,030: 20,031 -22,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.9 2.7 68.0 60.7 83.9 81.3: 16.1 18.7
Old : 100.0: 13.2 17.9 2.7 68.0 60.7 83.9 81.3: 16.1 18.7
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 : 270: 46 66 36 108 115 175 196:
Old : 270: 46 66 36 108 115 175 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 21.2 41.0 28.6 25.9 15.8 33.3 21.8
Old : 31.0 21.2 41.0 28.6 25.9 15.8 33.3 21.8
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, August 5, 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 : 1,564,440: 385,800 192,032 36,411 922,171 1,110,482 1,344,382 1,338,925: 220,058 225,515
Old : 1,564,440: 385,800 192,032 36,411 922,171 1,110,482 1,344,382 1,338,925: 220,058 225,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 49,223: 43,375 -13,174 1,085 1,863 52,446 46,323 40,357: 2,900 8,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 12.3 2.3 58.9 71.0 85.9 85.6: 14.1 14.4
Old : 100.0: 24.7 12.3 2.3 58.9 71.0 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: 41 36 21 87 87 136 136:
Old : 197: 41 36 21 87 87 136 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 28.6 35.9 40.5 17.3 19.7 24.6 27.0
Old : 25.5 28.6 35.9 40.5 17.3 19.7 24.6 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, August 5, 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 : 568,417: 261,482 32,843 20,391 246,329 485,489 528,202 538,723: 40,215 29,694
Old : 568,417: 261,482 32,843 20,391 246,329 485,489 528,202 538,723: 40,215 29,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -73,724: -38,062 -4,176 -2,007 -23,894 -63,533 -63,963 -69,716: -9,761 -4,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 5.8 3.6 43.3 85.4 92.9 94.8: 7.1 5.2
Old : 100.0: 46.0 5.8 3.6 43.3 85.4 92.9 94.8: 7.1 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 26 51 47 101 81:
Old : 114: 44 12 26 51 47 101 81:
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 50.4 40.6 68.2 28.9 47.7 36.1 63.6
Old : 30.4 50.4 40.6 68.2 28.9 47.7 36.1 63.6
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, August 5, 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 : 32,488: 15,682 14,111 1,025 11,845 8,294 28,552 23,430: 3,936 9,058
Old : 32,488: 15,682 14,111 1,025 11,845 8,294 28,552 23,430: 3,936 9,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 557: 721 -148 15 40 65 776 -68: -219 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 43.4 3.2 36.5 25.5 87.9 72.1: 12.1 27.9
Old : 100.0: 48.3 43.4 3.2 36.5 25.5 87.9 72.1: 12.1 27.9
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 : 35.4 35.6 53.9 53.7 35.4 35.6 53.6 49.5
Old : 35.4 35.6 53.9 53.7 35.4 35.6 53.6 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 5, 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 : 113,776: 53,108 39,132 2,840 39,368 57,277 95,316 99,249: 18,460 14,527
Old : 113,776: 53,108 39,132 2,840 39,368 57,277 95,316 99,249: 18,460 14,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 1,637: 2,420 -563 270 1,060 1,148 3,750 855: -2,113 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 34.4 2.5 34.6 50.3 83.8 87.2: 16.2 12.8
Old : 100.0: 46.7 34.4 2.5 34.6 50.3 83.8 87.2: 16.2 12.8
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 : 136: 50 43 15 23 25 79 77:
Old : 136: 50 43 15 23 25 79 77:
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 : 26.8 35.3 42.6 53.6 25.8 35.3 41.6 53.4
Old : 26.8 35.3 42.6 53.6 25.8 35.3 41.6 53.4
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, August 5, 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 : 55,848: 14,965 9,479 1,020 39,797 45,149 55,782 55,648: 66 200
Old : 55,848: 14,965 9,479 1,020 39,797 45,149 55,782 55,648: 66 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -3,313: -206 1,334 477 -3,424 -5,133 -3,153 -3,322: -160 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 17.0 1.8 71.3 80.8 99.9 99.6: 0.1 0.4
Old : 100.0: 26.8 17.0 1.8 71.3 80.8 99.9 99.6: 0.1 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 : 45: 11 14 3 16 12 28 28:
Old : 45: 11 14 3 16 12 28 28:
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 : 72.0 75.7 85.6 92.0 49.1 40.1 54.6 54.6
Old : 72.0 75.7 85.6 92.0 49.1 40.1 54.6 54.6
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, August 5, 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 : 57,997: 18,343 1,825 0 39,647 55,974 57,990 57,799: 7 198
Old : 57,997: 18,343 1,825 0 39,647 55,974 57,990 57,799: 7 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,491: 1,078 668 0 -2,576 -2,116 -1,498 -1,448: 7 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 3.1 0.0 68.4 96.5 100.0 99.7: 0.0 0.3
Old : 100.0: 31.6 3.1 0.0 68.4 96.5 100.0 99.7: 0.0 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 : 35: 7 10 0 10 11 17 21:
Old : 35: 7 10 0 10 11 17 21:
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 : 87.3 96.1 97.0 97.6 86.8 96.0 96.5 97.4
Old : 87.3 96.1 97.0 97.6 86.8 96.0 96.5 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2008