WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 12, 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 : 335,655: 77,049 71,476 55,712 176,202 156,159 308,963 283,347: 26,692 52,308
Old : 279,268: 64,422 72,544 40,459 150,734 123,942 255,615 236,945: 23,653 42,323
Other: 56,387: 26,192 12,497 1,688 25,468 32,217 53,348 46,402: 3,039 9,985
: : :
: : Changes in Commitments from: August 5, 2008 :
: -4,820: -2,144 -1,682 3,710 -6,499 -5,969 -4,933 -3,941: 113 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.3 16.6 52.5 46.5 92.0 84.4: 8.0 15.6
Old : 100.0: 23.1 26.0 14.5 54.0 44.4 91.5 84.8: 8.5 15.2
Other: 100.0: 46.5 22.2 3.0 45.2 57.1 94.6 82.3: 5.4 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 87 110 124 65 98 238 284:
Old : 340: 93 112 101 62 92 223 265:
Other: 157: 28 52 14 26 69 63 126:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 17.8 39.1 24.6 24.7 17.6 37.6 23.2
Old : 28.0 17.9 40.7 24.8 28.0 17.5 39.6 23.3
Other: 53.3 24.2 66.5 33.2 52.4 22.3 61.6 29.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 12, 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 : 1,196,785: 313,473 119,559 172,562 582,795 679,052 1,068,830 971,173: 127,955 225,612
Old : 175,085: 66,074 60,036 974 83,674 86,564 150,722 147,574: 24,363 27,511
Other: 1,021,700: 307,412 119,536 111,575 499,121 592,488 918,108 823,599: 103,592 198,101
: : :
: : Changes in Commitments from: August 5, 2008 :
: -23,950: -21,496 10,738 -1,456 -2,448 -22,919 -25,400 -13,637: 1,450 -10,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.0 14.4 48.7 56.7 89.3 81.1: 10.7 18.9
Old : 100.0: 37.7 34.3 0.6 47.8 49.4 86.1 84.3: 13.9 15.7
Other: 100.0: 30.1 11.7 10.9 48.9 58.0 89.9 80.6: 10.1 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 769: 170 148 191 219 346 497 628:
Old : 563: 102 121 7 129 241 237 363:
Other: 743: 172 167 124 179 331 415 571:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 13.1 21.8 18.9 13.1 12.0 21.2 17.6
Old : 21.0 14.5 30.9 21.9 21.0 14.5 30.8 21.7
Other: 13.2 14.4 23.0 20.5 13.0 13.2 22.2 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 12, 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 : 15,692: 2,659 1,068 598 9,301 11,383 12,558 13,049: 3,134 2,643
Old : 15,270: 2,670 1,068 587 8,939 11,082 12,196 12,737: 3,074 2,533
Other: 422: 0 11 0 362 301 362 312: 60 110
: : :
: : Changes in Commitments from: August 5, 2008 :
: 763: 75 405 26 -399 -767 -298 -336: 1,061 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 6.8 3.8 59.3 72.5 80.0 83.2: 20.0 16.8
Old : 100.0: 17.5 7.0 3.8 58.5 72.6 79.9 83.4: 20.1 16.6
Other: 100.0: 0.0 2.6 0.0 85.8 71.3 85.8 73.9: 14.2 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 16 7 7 17 17 38 29:
Old : 49: 17 7 7 17 17 38 29:
Other: 6: 0 1 0 4 3 4 4:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 52.7 51.2 67.4 34.1 46.5 48.7 58.6
Old : 34.1 52.4 51.6 67.5 34.1 46.9 49.1 59.9
Other: 85.8 73.9 85.8 73.9 72.7 60.9 72.7 60.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 12, 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 : 392,492: 119,663 42,730 54,870 176,609 220,444 351,142 318,044: 41,350 74,448
Old : 355,270: 106,468 46,853 46,386 164,056 194,789 316,910 288,028: 38,360 67,242
Other: 37,222: 20,427 3,109 1,252 12,553 25,655 34,232 30,016: 2,990 7,206
: : :
: : Changes in Commitments from: August 5, 2008 :
: -919: -4,557 3,981 4,858 -142 -8,377 159 462: -1,078 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.9 14.0 45.0 56.2 89.5 81.0: 10.5 19.0
Old : 100.0: 30.0 13.2 13.1 46.2 54.8 89.2 81.1: 10.8 18.9
Other: 100.0: 54.9 8.4 3.4 33.7 68.9 92.0 80.6: 8.0 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 471: 135 113 110 88 187 285 372:
Old : 469: 129 122 99 85 185 272 367:
Other: 240: 46 47 13 28 122 81 179:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 18.3 27.6 26.5 16.2 16.8 25.4 22.6
Old : 18.1 18.4 28.7 25.7 17.0 17.0 27.5 22.9
Other: 37.8 41.4 53.1 52.1 37.8 41.4 52.8 51.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,028: 17,840 3,990 1,234 2 3,306 19,076 8,530: 2,952 13,498
Old : 19,478: 15,859 4,124 1,060 2 2,660 16,921 7,844: 2,557 11,634
Other: 2,550: 2,155 40 0 0 646 2,155 686: 395 1,864
: : :
: : Changes in Commitments from: August 5, 2008 :
: -481: -610 123 27 0 33 -583 183: 102 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 18.1 5.6 0.0 15.0 86.6 38.7: 13.4 61.3
Old : 100.0: 81.4 21.2 5.4 0.0 13.7 86.9 40.3: 13.1 59.7
Other: 100.0: 84.5 1.6 0.0 0.0 25.3 84.5 26.9: 15.5 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 11 10 1 10 15 28:
Old : 32: 11 11 8 1 10 13 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 : 64.1 16.0 82.8 23.7 63.9 13.7 78.6 20.2
Old : 63.9 17.3 83.5 24.4 63.7 14.5 78.7 21.1
Other: 68.1 21.5 83.3 25.0 68.1 21.5 83.3 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 12, 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 : 256,460: 30,747 18,327 52,702 150,464 165,809 233,913 236,838: 22,547 19,622
Old : 36,370: 12,989 3,911 41 19,533 28,942 32,563 32,894: 3,807 3,476
Other: 220,090: 26,569 23,227 43,850 130,931 136,867 201,350 203,944: 18,740 16,146
: : :
: : Changes in Commitments from: August 5, 2008 :
: 10,362: -4,506 715 5,956 10,788 5,876 12,238 12,547: -1,876 -2,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 7.1 20.5 58.7 64.7 91.2 92.3: 8.8 7.7
Old : 100.0: 35.7 10.8 0.1 53.7 79.6 89.5 90.4: 10.5 9.6
Other: 100.0: 12.1 10.6 19.9 59.5 62.2 91.5 92.7: 8.5 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 43 35 59 66 62 146 142:
Old : 112: 34 12 3 34 39 68 54:
Other: 182: 44 45 51 62 58 134 137:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 33.8 32.5 47.0 17.8 27.1 26.1 36.9
Old : 35.3 39.2 48.6 53.3 32.1 37.6 45.2 51.7
Other: 24.7 36.3 35.3 49.8 20.3 29.8 29.2 39.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 12, 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 : 852,830: 113,309 169,342 3,624 617,053 516,214 733,986 689,180: 118,844 163,650
Old : 852,830: 113,309 169,342 3,624 617,053 516,214 733,986 689,180: 118,844 163,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -4,560: -25,209 -19,501 105 17,529 15,410 -7,575 -3,986: 3,015 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 19.9 0.4 72.4 60.5 86.1 80.8: 13.9 19.2
Old : 100.0: 13.3 19.9 0.4 72.4 60.5 86.1 80.8: 13.9 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 : 183: 30 49 16 65 81 103 138:
Old : 183: 30 49 16 65 81 103 138:
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 : 26.6 17.7 39.5 26.7 18.6 11.7 27.4 18.9
Old : 26.6 17.7 39.5 26.7 18.6 11.7 27.4 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 12, 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 : 182,430: 43,776 5,911 21,285 87,361 138,908 152,422 166,104: 30,008 16,326
Old : 39,228: 9,766 1,322 197 21,781 31,371 31,744 32,890: 7,484 6,338
Other: 143,202: 39,191 9,770 15,907 65,580 107,537 120,678 133,214: 22,524 9,988
: : :
: : Changes in Commitments from: August 5, 2008 :
: -2,836: -3,962 36 -5,099 7,671 2,982 -1,390 -2,081: -1,446 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.2 11.7 47.9 76.1 83.6 91.1: 16.4 8.9
Old : 100.0: 24.9 3.4 0.5 55.5 80.0 80.9 83.8: 19.1 16.2
Other: 100.0: 27.4 6.8 11.1 45.8 75.1 84.3 93.0: 15.7 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 49 17 42 69 69 140 118:
Old : 120: 38 10 5 36 51 77 63:
Other: 154: 45 24 37 63 48 128 93:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 42.2 25.3 54.1 13.2 35.0 21.0 44.0
Old : 36.4 36.3 49.5 54.6 36.4 36.2 49.5 53.6
Other: 15.4 48.0 25.4 61.3 15.4 44.6 25.4 55.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 12, 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 : 12,512: 2,176 1,367 622 7,914 9,149 10,712 11,138: 1,800 1,374
Old : 12,498: 2,182 1,367 616 7,914 9,149 10,712 11,132: 1,786 1,366
Other: 14: 0 6 0 0 0 0 6: 14 8
: : :
: : Changes in Commitments from: August 5, 2008 :
: -334: -40 254 48 -151 -578 -143 -276: -191 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 10.9 5.0 63.3 73.1 85.6 89.0: 14.4 11.0
Old : 100.0: 17.5 10.9 4.9 63.3 73.2 85.7 89.1: 14.3 10.9
Other: 100.0: 0.0 42.9 0.0 0.0 0.0 0.0 42.9: 100.0 57.1
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 13 8 7 22 21 38 35:
Old : 56: 13 8 7 22 21 38 35:
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 : 33.2 57.1 50.1 68.5 24.7 36.2 37.0 45.5
Old : 33.2 57.2 50.2 68.5 24.7 36.2 37.1 45.5
Other: 0.0 42.9 0.0 42.9 0.0 42.9 0.0 42.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 12, 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 : 900,614: 155,714 230,265 10,576 616,353 573,066 782,643 813,907: 117,971 86,707
Old : 900,614: 155,714 230,265 10,576 616,353 573,066 782,643 813,907: 117,971 86,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 8,677: 18,333 23,670 3,195 -18,556 -15,338 2,972 11,527: 5,705 -2,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 25.6 1.2 68.4 63.6 86.9 90.4: 13.1 9.6
Old : 100.0: 17.3 25.6 1.2 68.4 63.6 86.9 90.4: 13.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 37 44 22 87 94 137 147:
Old : 209: 37 44 22 87 94 137 147:
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 34.5 36.0 48.2 24.0 31.0 32.9 42.8
Old : 25.5 34.5 36.0 48.2 24.0 31.0 32.9 42.8
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 12, 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 : 1,863,520: 257,165 328,787 63,025 1,212,689 1,100,357 1,532,879 1,492,169: 330,641 371,351
Old : 1,863,520: 257,165 328,787 63,025 1,212,689 1,100,357 1,532,879 1,492,169: 330,641 371,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 46,147: 16,482 3,668 13,291 -22,511 -2,185 7,262 14,774: 38,885 31,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 17.6 3.4 65.1 59.0 82.3 80.1: 17.7 19.9
Old : 100.0: 13.8 17.6 3.4 65.1 59.0 82.3 80.1: 17.7 19.9
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 : 274: 53 65 40 105 114 183 195:
Old : 274: 53 65 40 105 114 183 195:
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 : 29.8 21.3 39.5 28.4 24.0 15.0 31.9 20.7
Old : 29.8 21.3 39.5 28.4 24.0 15.0 31.9 20.7
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, August 12, 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 : 1,593,412: 443,203 210,441 16,019 877,269 1,135,868 1,336,491 1,362,328: 256,921 231,084
Old : 1,593,412: 443,203 210,441 16,019 877,269 1,135,868 1,336,491 1,362,328: 256,921 231,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 28,972: 57,403 18,409 -20,392 -44,902 25,386 -7,891 23,403: 36,863 5,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 13.2 1.0 55.1 71.3 83.9 85.5: 16.1 14.5
Old : 100.0: 27.8 13.2 1.0 55.1 71.3 83.9 85.5: 16.1 14.5
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 : 202: 42 37 16 90 90 140 135:
Old : 202: 42 37 16 90 90 140 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 29.4 34.7 41.6 16.0 19.2 22.7 26.9
Old : 24.7 29.4 34.7 41.6 16.0 19.2 22.7 26.9
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, August 12, 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 : 580,551: 248,816 38,028 25,048 265,067 483,025 538,931 546,101: 41,620 34,450
Old : 580,551: 248,816 38,028 25,048 265,067 483,025 538,931 546,101: 41,620 34,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 12,134: -12,666 5,185 4,657 18,738 -2,464 10,729 7,378: 1,405 4,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 6.6 4.3 45.7 83.2 92.8 94.1: 7.2 5.9
Old : 100.0: 42.9 6.6 4.3 45.7 83.2 92.8 94.1: 7.2 5.9
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 : 113: 44 13 24 50 42 100 75:
Old : 113: 44 13 24 50 42 100 75:
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 : 27.9 49.9 39.2 66.3 26.1 47.1 35.6 61.6
Old : 27.9 49.9 39.2 66.3 26.1 47.1 35.6 61.6
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 12, 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 : 34,956: 15,534 14,060 1,271 14,317 11,260 31,122 26,591: 3,834 8,365
Old : 34,956: 15,534 14,060 1,271 14,317 11,260 31,122 26,591: 3,834 8,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,468: -148 -51 246 2,472 2,966 2,570 3,161: -102 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 40.2 3.6 41.0 32.2 89.0 76.1: 11.0 23.9
Old : 100.0: 44.4 40.2 3.6 41.0 32.2 89.0 76.1: 11.0 23.9
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 : 54: 19 17 9 14 9 40 28:
Old : 54: 19 17 9 14 9 40 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 : 38.6 36.0 57.0 53.9 38.6 35.9 56.8 50.0
Old : 38.6 36.0 57.0 53.9 38.6 35.9 56.8 50.0
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 12, 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 : 114,821: 47,902 37,157 2,995 46,465 59,778 97,362 99,930: 17,459 14,891
Old : 114,821: 47,902 37,157 2,995 46,465 59,778 97,362 99,930: 17,459 14,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,045: -5,206 -1,975 155 7,097 2,501 2,046 681: -1,001 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 32.4 2.6 40.5 52.1 84.8 87.0: 15.2 13.0
Old : 100.0: 41.7 32.4 2.6 40.5 52.1 84.8 87.0: 15.2 13.0
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 : 128: 48 36 16 25 25 81 69:
Old : 128: 48 36 16 25 25 81 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 35.3 47.0 55.3 31.4 35.1 46.2 55.1
Old : 32.2 35.3 47.0 55.3 31.4 35.1 46.2 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, August 12, 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 : 55,477: 14,801 9,457 793 39,846 45,029 55,440 55,279: 37 198
Old : 55,477: 14,801 9,457 793 39,846 45,029 55,440 55,279: 37 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -371: -164 -22 -227 49 -120 -342 -369: -29 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 17.0 1.4 71.8 81.2 99.9 99.6: 0.1 0.4
Old : 100.0: 26.7 17.0 1.4 71.8 81.2 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 : 42: 9 14 3 15 11 25 27:
Old : 42: 9 14 3 15 11 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 77.2 88.5 93.4 51.6 41.2 56.9 55.7
Old : 75.0 77.2 88.5 93.4 51.6 41.2 56.9 55.7
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 12, 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 : 59,001: 18,529 1,649 187 40,274 56,903 58,990 58,739: 11 262
Old : 59,001: 18,529 1,649 187 40,274 56,903 58,990 58,739: 11 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,004: 186 -176 187 627 929 1,000 940: 4 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 2.8 0.3 68.3 96.4 100.0 99.6: 0.0 0.4
Old : 100.0: 31.4 2.8 0.3 68.3 96.4 100.0 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: 6 9 1 10 11 16 21:
Old : 32: 6 9 1 10 11 16 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 : 87.2 95.3 97.3 97.5 85.8 95.3 95.9 96.7
Old : 87.2 95.3 97.3 97.5 85.8 95.3 95.9 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2008