WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 26, 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 : 324,919: 70,032 63,600 51,223 177,295 161,831 298,550 276,654: 26,369 48,265
Old : 263,057: 57,549 64,571 32,349 150,262 128,873 240,160 225,793: 22,897 37,264
Other: 61,862: 29,059 15,605 2,298 27,033 32,958 58,390 50,861: 3,472 11,001
: : :
: : Changes in Commitments from: August 19, 2008 :
: -3,872: -3,043 -2,817 -3,353 3,602 4,838 -2,794 -1,332: -1,078 -2,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.6 15.8 54.6 49.8 91.9 85.1: 8.1 14.9
Old : 100.0: 21.9 24.5 12.3 57.1 49.0 91.3 85.8: 8.7 14.2
Other: 100.0: 47.0 25.2 3.7 43.7 53.3 94.4 82.2: 5.6 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 85 102 120 63 106 240 282:
Old : 337: 86 102 87 59 99 211 257:
Other: 169: 36 45 20 29 75 75 133:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 20.5 40.1 26.5 25.8 19.9 38.8 24.8
Old : 29.7 21.8 42.6 28.4 29.7 21.1 42.5 26.7
Other: 48.9 22.5 63.0 32.3 48.5 21.4 58.7 28.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 26, 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 : 1,127,517: 297,597 104,436 159,289 556,808 656,663 1,013,694 920,388: 113,823 207,129
Old : 71,591: 38,440 7,108 22 16,375 50,961 54,837 58,091: 16,754 13,500
Other: 1,055,926: 297,438 135,609 120,986 540,433 605,702 958,857 862,297: 97,069 193,629
: : :
: : Changes in Commitments from: August 19, 2008 :
: -29,887: -17,297 -11,123 -10,640 -5,638 -6,447 -33,575 -28,210: 3,688 -1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 9.3 14.1 49.4 58.2 89.9 81.6: 10.1 18.4
Old : 100.0: 53.7 9.9 0.0 22.9 71.2 76.6 81.1: 23.4 18.9
Other: 100.0: 28.2 12.8 11.5 51.2 57.4 90.8 81.7: 9.2 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 740: 161 129 189 221 332 500 599:
Old : 393: 89 38 2 101 184 192 222:
Other: 735: 155 186 131 183 325 409 585:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 13.8 23.0 20.1 14.0 12.4 22.5 18.4
Old : 11.6 26.8 17.9 36.3 11.5 26.8 17.7 36.2
Other: 15.0 13.4 24.4 19.8 14.8 11.9 23.8 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 26, 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 : 14,601: 2,915 1,121 311 9,053 11,299 12,279 12,731: 2,322 1,870
Old : 14,061: 2,915 1,121 311 8,591 10,900 11,817 12,332: 2,244 1,729
Other: 540: 0 0 0 462 399 462 399: 78 141
: : :
: : Changes in Commitments from: August 19, 2008 :
: -437: -200 -53 -121 26 -237 -295 -411: -142 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 7.7 2.1 62.0 77.4 84.1 87.2: 15.9 12.8
Old : 100.0: 20.7 8.0 2.2 61.1 77.5 84.0 87.7: 16.0 12.3
Other: 100.0: 0.0 0.0 0.0 85.6 73.9 85.6 73.9: 14.4 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 18 9 2 19 15 38 25:
Old : 50: 18 9 2 19 15 38 25:
Other: 7: 0 0 0 4 5 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 37.1 59.4 55.4 72.7 37.0 53.8 53.1 65.5
Old : 36.8 60.0 55.7 73.0 36.7 54.9 53.3 67.0
Other: 85.6 72.8 85.6 73.9 66.3 54.6 66.3 54.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 26, 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 : 382,481: 110,965 45,042 54,810 170,738 208,953 336,513 308,805: 45,968 73,676
Old : 348,355: 101,894 46,884 43,546 160,029 191,469 305,469 281,899: 42,886 66,456
Other: 34,126: 18,734 7,821 1,601 10,709 17,484 31,044 26,906: 3,082 7,220
: : :
: : Changes in Commitments from: August 19, 2008 :
: -7,983: -8,413 -485 685 -4,512 -9,309 -12,240 -9,109: 4,257 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 11.8 14.3 44.6 54.6 88.0 80.7: 12.0 19.3
Old : 100.0: 29.3 13.5 12.5 45.9 55.0 87.7 80.9: 12.3 19.1
Other: 100.0: 54.9 22.9 4.7 31.4 51.2 91.0 78.8: 9.0 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 136 109 91 85 176 269 347:
Old : 457: 133 114 83 83 173 262 339:
Other: 235: 41 51 11 30 121 76 179:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 17.9 24.9 25.0 14.9 16.1 23.5 22.1
Old : 16.2 18.4 25.8 25.6 15.5 16.5 24.8 22.6
Other: 38.6 21.2 50.6 33.1 37.5 20.8 49.4 32.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,609: 17,388 3,827 1,259 3 3,365 18,650 8,451: 2,959 13,158
Old : 19,040: 15,390 3,962 1,084 3 2,713 16,477 7,759: 2,563 11,281
Other: 2,569: 2,173 40 0 0 652 2,173 692: 396 1,877
: : :
: : Changes in Commitments from: August 19, 2008 :
: -315: -505 -69 80 0 33 -425 44: 110 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 17.7 5.8 0.0 15.6 86.3 39.1: 13.7 60.9
Old : 100.0: 80.8 20.8 5.7 0.0 14.2 86.5 40.8: 13.5 59.2
Other: 100.0: 84.6 1.6 0.0 0.0 25.4 84.6 26.9: 15.4 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 10 11 9 1 10 13 28:
Old : 31: 10 11 8 1 10 12 28:
Other: 22: 9 4 0 0 9 9 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 : 63.3 15.6 82.3 23.4 63.2 13.5 78.0 20.0
Old : 63.1 16.7 83.0 24.3 62.9 13.5 78.0 20.7
Other: 68.0 21.4 83.6 25.0 68.0 21.4 83.6 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 26, 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 : 259,461: 26,655 24,967 53,453 157,735 162,489 237,843 240,909: 21,618 18,552
Old : 16,183: 5,310 2,988 16 8,803 11,615 14,129 14,619: 2,054 1,564
Other: 243,278: 26,787 27,421 47,995 148,932 150,874 223,714 226,290: 19,564 16,988
: : :
: : Changes in Commitments from: August 19, 2008 :
: 3,900: -3,745 2,144 464 5,652 392 2,371 3,000: 1,529 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.6 20.6 60.8 62.6 91.7 92.8: 8.3 7.2
Old : 100.0: 32.8 18.5 0.1 54.4 71.8 87.3 90.3: 12.7 9.7
Other: 100.0: 11.0 11.3 19.7 61.2 62.0 92.0 93.0: 8.0 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 37 43 57 67 60 145 146:
Old : 77: 18 13 1 20 28 38 42:
Other: 193: 42 51 50 65 57 137 142:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 32.3 33.8 43.6 18.9 25.6 26.5 34.4
Old : 34.4 48.1 47.3 61.8 34.4 48.1 47.3 61.8
Other: 23.8 34.5 34.8 46.3 20.1 28.1 28.2 37.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 26, 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 : 922,700: 107,438 163,716 28,242 633,780 542,597 769,460 734,555: 153,240 188,145
Old : 922,700: 107,438 163,716 28,242 633,780 542,597 769,460 734,555: 153,240 188,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 59,568: 3,137 -5,986 22,476 6,316 24,690 31,929 41,180: 27,639 18,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.7 3.1 68.7 58.8 83.4 79.6: 16.6 20.4
Old : 100.0: 11.6 17.7 3.1 68.7 58.8 83.4 79.6: 16.6 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 24 42 22 62 82 101 131:
Old : 165: 24 42 22 62 82 101 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 15.9 37.9 24.5 17.9 11.3 27.4 18.3
Old : 25.0 15.9 37.9 24.5 17.9 11.3 27.4 18.3
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 26, 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 : 170,926: 41,158 5,701 19,974 79,756 130,396 140,888 156,071: 30,038 14,855
Old : 20,840: 3,393 1,250 0 12,951 15,405 16,344 16,655: 4,496 4,185
Other: 150,086: 39,270 5,956 18,469 66,805 114,991 124,544 139,416: 25,542 10,670
: : :
: : Changes in Commitments from: August 19, 2008 :
: -3,567: -1,429 330 625 -5,058 -4,650 -5,862 -3,695: 2,295 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.3 11.7 46.7 76.3 82.4 91.3: 17.6 8.7
Old : 100.0: 16.3 6.0 0.0 62.1 73.9 78.4 79.9: 21.6 20.1
Other: 100.0: 26.2 4.0 12.3 44.5 76.6 83.0 92.9: 17.0 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 49 15 38 67 68 136 112:
Old : 82: 12 8 0 26 45 38 53:
Other: 158: 48 19 36 66 53 134 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 : 13.3 41.5 22.6 53.7 10.6 34.1 18.0 41.8
Old : 43.1 34.3 58.3 50.2 42.3 34.3 57.5 50.2
Other: 13.1 44.5 23.3 58.4 12.0 39.0 20.6 50.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 26, 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 : 11,662: 2,509 901 700 6,779 8,880 9,988 10,481: 1,674 1,181
Old : 11,648: 2,516 901 693 6,779 8,880 9,988 10,474: 1,660 1,174
Other: 14: 0 7 0 0 0 0 7: 14 7
: : :
: : Changes in Commitments from: August 19, 2008 :
: -397: 113 -475 27 -365 363 -225 -85: -172 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.7 6.0 58.1 76.1 85.6 89.9: 14.4 10.1
Old : 100.0: 21.6 7.7 5.9 58.2 76.2 85.7 89.9: 14.3 10.1
Other: 100.0: 0.0 50.0 0.0 0.0 0.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 15 8 6 23 20 42 31:
Old : 57: 15 8 6 23 20 42 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 : 31.0 54.3 50.0 67.4 26.6 40.7 41.7 51.9
Old : 31.1 54.4 50.1 67.5 26.6 40.8 41.7 52.0
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 26, 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 : 964,583: 186,965 190,266 22,356 623,128 625,956 832,449 838,578: 132,134 126,005
Old : 964,583: 186,965 190,266 22,356 623,128 625,956 832,449 838,578: 132,134 126,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 34,474: 10,581 -8,771 182 12,992 17,688 23,755 9,099: 10,719 25,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 19.7 2.3 64.6 64.9 86.3 86.9: 13.7 13.1
Old : 100.0: 19.4 19.7 2.3 64.6 64.9 86.3 86.9: 13.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 33 43 22 81 99 126 153:
Old : 197: 33 43 22 81 99 126 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 27.0 32.7 40.2 21.0 22.0 29.6 33.7
Old : 22.4 27.0 32.7 40.2 21.0 22.0 29.6 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 26, 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 : 1,780,002: 268,580 273,853 76,169 1,119,838 1,091,436 1,464,587 1,441,458: 315,415 338,544
Old : 1,780,002: 268,580 273,853 76,169 1,119,838 1,091,436 1,464,587 1,441,458: 315,415 338,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -124,190: 8,045 -49,729 -7,973 -87,103 -9,680 -87,031 -67,382: -37,159 -56,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.4 4.3 62.9 61.3 82.3 81.0: 17.7 19.0
Old : 100.0: 15.1 15.4 4.3 62.9 61.3 82.3 81.0: 17.7 19.0
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 : 252: 52 62 41 103 113 177 194:
Old : 252: 52 62 41 103 113 177 194:
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 : 27.7 22.0 36.8 30.2 25.4 19.5 33.9 26.4
Old : 27.7 22.0 36.8 30.2 25.4 19.5 33.9 26.4
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 26, 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 : 1,727,507: 459,892 193,267 35,149 963,199 1,246,950 1,458,240 1,475,366: 269,267 252,141
Old : 1,727,507: 459,892 193,267 35,149 963,199 1,246,950 1,458,240 1,475,366: 269,267 252,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 108,963: 7,435 -29,170 17,380 72,674 96,458 97,489 84,668: 11,474 24,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 11.2 2.0 55.8 72.2 84.4 85.4: 15.6 14.6
Old : 100.0: 26.6 11.2 2.0 55.8 72.2 84.4 85.4: 15.6 14.6
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 : 194: 44 36 20 92 91 145 138:
Old : 194: 44 36 20 92 91 145 138:
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 : 25.8 28.6 34.6 41.4 12.9 17.5 19.7 24.8
Old : 25.8 28.6 34.6 41.4 12.9 17.5 19.7 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 26, 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 : 600,653: 242,941 34,202 38,361 278,551 495,213 559,853 567,776: 40,800 32,877
Old : 600,653: 242,941 34,202 38,361 278,551 495,213 559,853 567,776: 40,800 32,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 5,033: 3,923 3,568 -1,308 4,293 8,510 6,908 10,770: -1,875 -5,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 5.7 6.4 46.4 82.4 93.2 94.5: 6.8 5.5
Old : 100.0: 40.4 5.7 6.4 46.4 82.4 93.2 94.5: 6.8 5.5
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 : 119: 38 16 24 55 48 103 80:
Old : 119: 38 16 24 55 48 103 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 48.3 37.5 66.3 23.7 45.2 35.0 59.9
Old : 25.3 48.3 37.5 66.3 23.7 45.2 35.0 59.9
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 26, 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 : 36,573: 16,530 14,648 1,674 13,945 11,187 32,149 27,509: 4,424 9,064
Old : 36,573: 16,530 14,648 1,674 13,945 11,187 32,149 27,509: 4,424 9,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,353: 1,121 -434 616 -773 499 964 681: 389 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 40.1 4.6 38.1 30.6 87.9 75.2: 12.1 24.8
Old : 100.0: 45.2 40.1 4.6 38.1 30.6 87.9 75.2: 12.1 24.8
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 : 55: 17 19 9 16 10 39 32:
Old : 55: 17 19 9 16 10 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 33.2 54.3 49.2 35.3 32.4 52.5 44.7
Old : 35.3 33.2 54.3 49.2 35.3 32.4 52.5 44.7
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 26, 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 : 114,222: 47,733 51,686 1,719 49,182 45,587 98,634 98,992: 15,588 15,230
Old : 114,222: 47,733 51,686 1,719 49,182 45,587 98,634 98,992: 15,588 15,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -4,718: -1,486 -191 145 241 -4,968 -1,100 -5,014: -3,618 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 45.3 1.5 43.1 39.9 86.4 86.7: 13.6 13.3
Old : 100.0: 41.8 45.3 1.5 43.1 39.9 86.4 86.7: 13.6 13.3
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: 42 46 14 29 23 78 76:
Old : 133: 42 46 14 29 23 78 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 31.9 46.6 47.8 31.1 31.9 45.5 47.6
Old : 32.2 31.9 46.6 47.8 31.1 31.9 45.5 47.6
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 26, 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 : 52,067: 14,175 9,072 748 37,081 42,135 52,004 51,955: 63 112
Old : 52,067: 14,175 9,072 748 37,081 42,135 52,004 51,955: 63 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -1,426: 1,132 -13 -250 -2,314 -424 -1,432 -687: 6 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.4 1.4 71.2 80.9 99.9 99.8: 0.1 0.2
Old : 100.0: 27.2 17.4 1.4 71.2 80.9 99.9 99.8: 0.1 0.2
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 : 41: 10 11 2 16 11 27 23:
Old : 41: 10 11 2 16 11 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 76.3 84.7 93.9 50.1 42.7 57.3 58.1
Old : 70.6 76.3 84.7 93.9 50.1 42.7 57.3 58.1
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 26, 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 : 55,282: 20,611 3,127 187 34,412 51,660 55,210 54,974: 72 308
Old : 55,282: 20,611 3,127 187 34,412 51,660 55,210 54,974: 72 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -6,994: 293 134 0 -7,236 -7,100 -6,943 -6,966: -51 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 5.7 0.3 62.2 93.4 99.9 99.4: 0.1 0.6
Old : 100.0: 37.3 5.7 0.3 62.2 93.4 99.9 99.4: 0.1 0.6
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 : 33: 5 10 1 12 9 17 20:
Old : 33: 5 10 1 12 9 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.8 94.9 94.7 98.0 81.4 94.7 92.3 96.0
Old : 83.8 94.9 94.7 98.0 81.4 94.7 92.3 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2008