WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 2, 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 : 299,301: 71,705 70,720 38,209 164,036 141,841 273,950 250,770: 25,351 48,531
Old : 238,504: 59,333 71,202 19,964 137,670 110,164 216,967 201,330: 21,537 37,174
Other: 60,797: 28,267 15,413 2,350 26,366 31,677 56,983 49,440: 3,814 11,357
: : :
: : Changes in Commitments from: August 26, 2008 :
: -25,618: 1,673 7,120 -13,014 -13,259 -19,990 -24,600 -25,884: -1,018 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 23.6 12.8 54.8 47.4 91.5 83.8: 8.5 16.2
Old : 100.0: 24.9 29.9 8.4 57.7 46.2 91.0 84.4: 9.0 15.6
Other: 100.0: 46.5 25.4 3.9 43.4 52.1 93.7 81.3: 6.3 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 78 124 89 60 108 205 271:
Old : 325: 81 125 54 56 99 177 243:
Other: 168: 32 47 20 30 77 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 : 26.2 18.6 41.1 25.6 25.9 18.4 39.6 23.5
Old : 30.3 20.4 43.7 28.2 30.3 20.1 43.6 27.0
Other: 49.6 20.6 64.3 30.5 49.5 19.2 60.0 27.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 2, 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 : 1,065,835: 289,184 100,677 128,884 542,699 634,949 960,767 864,510: 105,068 201,325
Old : 929,391: 261,213 113,491 98,674 475,746 545,834 835,633 757,999: 93,758 171,392
Other: 136,444: 53,311 12,526 4,870 66,953 89,115 125,134 106,511: 11,310 29,933
: : :
: : Changes in Commitments from: August 26, 2008 :
: -61,682: -8,413 -3,759 -30,405 -14,109 -21,714 -52,927 -55,878: -8,755 -5,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 9.4 12.1 50.9 59.6 90.1 81.1: 9.9 18.9
Old : 100.0: 28.1 12.2 10.6 51.2 58.7 89.9 81.6: 10.1 18.4
Other: 100.0: 39.1 9.2 3.6 49.1 65.3 91.7 78.1: 8.3 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 698: 154 124 151 192 325 436 551:
Old : 694: 151 135 130 184 317 417 531:
Other: 420: 61 60 27 70 255 136 340:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 14.5 24.2 21.0 14.8 13.0 23.7 19.1
Old : 15.5 14.2 25.1 20.9 15.4 13.3 24.9 19.1
Other: 32.7 22.0 47.9 30.2 32.5 20.2 46.9 28.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 2, 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 : 14,594: 2,949 1,158 404 9,241 11,222 12,594 12,784: 2,000 1,810
Old : 13,863: 3,018 1,158 335 8,584 10,727 11,937 12,220: 1,926 1,643
Other: 731: 0 69 0 657 495 657 564: 74 167
: : :
: : Changes in Commitments from: August 26, 2008 :
: -7: 34 37 93 188 -77 315 53: -322 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.9 2.8 63.3 76.9 86.3 87.6: 13.7 12.4
Old : 100.0: 21.8 8.4 2.4 61.9 77.4 86.1 88.1: 13.9 11.9
Other: 100.0: 0.0 9.4 0.0 89.9 67.7 89.9 77.2: 10.1 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 17 9 3 17 14 36 24:
Old : 49: 17 9 3 17 14 36 24:
Other: 8: 0 1 0 4 5 4 6:
:----------------------------------------------------------------------------------------------------
: 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 : 38.0 58.6 58.9 71.9 38.0 55.3 56.4 64.7
Old : 36.8 59.3 58.7 72.2 36.8 55.9 56.6 66.4
Other: 89.9 74.0 89.9 77.2 76.3 62.8 76.3 63.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 2, 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 : 370,781: 108,913 40,848 50,608 167,145 205,503 326,666 296,959: 44,115 73,822
Old : 336,861: 98,989 42,184 40,604 156,486 187,912 296,079 270,700: 40,782 66,161
Other: 33,920: 18,188 6,928 1,740 10,659 17,591 30,587 26,259: 3,333 7,661
: : :
: : Changes in Commitments from: August 26, 2008 :
: -11,700: -2,052 -4,194 -4,202 -3,593 -3,450 -9,847 -11,846: -1,853 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 11.0 13.6 45.1 55.4 88.1 80.1: 11.9 19.9
Old : 100.0: 29.4 12.5 12.1 46.5 55.8 87.9 80.4: 12.1 19.6
Other: 100.0: 53.6 20.4 5.1 31.4 51.9 90.2 77.4: 9.8 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 138 105 95 80 171 264 347:
Old : 454: 134 113 84 78 168 256 337:
Other: 232: 41 49 12 32 118 79 175:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 17.7 26.0 25.4 15.4 16.6 24.4 22.1
Old : 16.9 18.6 27.2 26.0 16.2 17.4 25.9 22.9
Other: 38.2 21.2 49.4 34.1 37.0 21.2 47.8 33.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,951: 17,526 3,746 751 3 3,384 18,280 7,881: 2,671 13,070
Old : 18,376: 15,523 3,883 574 3 2,732 16,100 7,189: 2,276 11,187
Other: 2,575: 2,180 40 0 0 652 2,180 692: 395 1,883
: : :
: : Changes in Commitments from: August 26, 2008 :
: -658: 138 -81 -508 0 19 -370 -570: -288 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 17.9 3.6 0.0 16.2 87.3 37.6: 12.7 62.4
Old : 100.0: 84.5 21.1 3.1 0.0 14.9 87.6 39.1: 12.4 60.9
Other: 100.0: 84.7 1.6 0.0 0.0 25.3 84.7 26.9: 15.3 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 11 6 1 10 14 25:
Old : 32: 11 11 5 1 10 13 25:
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 : 65.8 15.2 83.0 22.6 65.7 14.7 80.9 21.4
Old : 65.8 15.5 83.8 23.3 65.8 14.8 81.3 22.1
Other: 68.1 21.4 83.7 25.0 68.1 21.4 83.7 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 2, 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 : 253,415: 28,668 25,531 51,648 152,471 156,383 232,787 233,562: 20,628 19,853
Old : 234,716: 30,388 29,907 38,082 146,597 147,075 215,067 215,064: 19,649 19,652
Other: 18,699: 5,134 2,478 6,712 5,874 9,308 17,720 18,498: 979 201
: : :
: : Changes in Commitments from: August 26, 2008 :
: -6,046: 2,013 564 -1,805 -5,264 -6,106 -5,056 -7,347: -990 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.1 20.4 60.2 61.7 91.9 92.2: 8.1 7.8
Old : 100.0: 12.9 12.7 16.2 62.5 62.7 91.6 91.6: 8.4 8.4
Other: 100.0: 27.5 13.3 35.9 31.4 49.8 94.8 98.9: 5.2 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 39 49 57 62 59 143 144:
Old : 193: 42 49 54 61 58 140 142:
Other: 41: 9 8 7 15 11 30 23:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 33.8 34.9 44.9 19.5 26.6 27.3 35.0
Old : 22.4 31.0 33.2 42.9 21.0 28.0 29.3 37.1
Other: 77.2 82.0 85.6 92.2 49.1 49.0 53.0 57.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 2, 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 : 928,982: 124,779 176,621 28,449 629,993 547,919 783,221 752,989: 145,761 175,993
Old : 928,982: 124,779 176,621 28,449 629,993 547,919 783,221 752,989: 145,761 175,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 6,282: 17,341 12,905 207 -3,787 5,322 13,761 18,434: -7,479 -12,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 19.0 3.1 67.8 59.0 84.3 81.1: 15.7 18.9
Old : 100.0: 13.4 19.0 3.1 67.8 59.0 84.3 81.1: 15.7 18.9
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 : 182: 29 49 22 67 85 112 140:
Old : 182: 29 49 22 67 85 112 140:
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 : 24.5 15.8 36.9 24.0 16.8 11.5 26.1 18.1
Old : 24.5 15.8 36.9 24.0 16.8 11.5 26.1 18.1
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, September 2, 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 : 169,385: 41,570 6,048 21,415 77,388 127,081 140,373 154,544: 29,012 14,841
Old : 161,687: 42,241 6,254 18,624 72,675 122,042 133,540 146,920: 28,147 14,767
Other: 7,698: 1,220 1,685 900 4,713 5,039 6,833 7,624: 865 74
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,541: 412 347 1,441 -2,368 -3,315 -515 -1,527: -1,026 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.6 12.6 45.7 75.0 82.9 91.2: 17.1 8.8
Old : 100.0: 26.1 3.9 11.5 44.9 75.5 82.6 90.9: 17.4 9.1
Other: 100.0: 15.8 21.9 11.7 61.2 65.5 88.8 99.0: 11.2 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 50 15 41 62 61 136 110:
Old : 164: 51 19 41 61 61 135 110:
Other: 46: 12 9 7 17 9 33 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 42.1 22.7 53.0 10.7 34.1 18.5 41.3
Old : 14.0 42.2 23.2 52.4 10.9 33.9 18.8 41.5
Other: 39.5 61.9 58.4 83.4 39.5 58.6 58.3 78.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 2, 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 : 11,173: 2,496 1,109 789 6,192 8,171 9,477 10,069: 1,696 1,104
Old : 11,159: 2,503 1,109 782 6,192 8,171 9,477 10,062: 1,682 1,097
Other: 14: 0 7 0 0 0 0 7: 14 7
: : :
: : Changes in Commitments from: August 26, 2008 :
: -489: -13 208 89 -587 -709 -511 -412: 22 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 9.9 7.1 55.4 73.1 84.8 90.1: 15.2 9.9
Old : 100.0: 22.4 9.9 7.0 55.5 73.2 84.9 90.2: 15.1 9.8
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 : 61: 17 10 9 21 20 44 34:
Old : 61: 17 10 9 21 20 44 34:
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 : 28.9 50.5 49.0 64.3 28.2 41.3 43.9 52.4
Old : 29.0 50.6 49.0 64.4 28.2 41.4 43.9 52.5
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, September 2, 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 : 950,574: 190,239 173,860 18,909 617,737 646,993 826,885 839,762: 123,689 110,812
Old : 950,574: 190,239 173,860 18,909 617,737 646,993 826,885 839,762: 123,689 110,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -14,009: 3,274 -16,406 -3,447 -5,391 21,037 -5,564 1,184: -8,445 -15,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 18.3 2.0 65.0 68.1 87.0 88.3: 13.0 11.7
Old : 100.0: 20.0 18.3 2.0 65.0 68.1 87.0 88.3: 13.0 11.7
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 : 208: 39 43 27 87 102 135 163:
Old : 208: 39 43 27 87 102 135 163:
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 : 21.7 30.1 32.2 42.3 20.3 23.6 29.1 34.2
Old : 21.7 30.1 32.2 42.3 20.3 23.6 29.1 34.2
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, September 2, 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 : 1,798,937: 287,367 263,385 77,161 1,118,855 1,083,518 1,483,383 1,424,064: 315,554 374,873
Old : 1,798,937: 287,367 263,385 77,161 1,118,855 1,083,518 1,483,383 1,424,064: 315,554 374,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 18,935: 18,787 -10,468 992 -983 -7,918 18,796 -17,394: 139 36,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 14.6 4.3 62.2 60.2 82.5 79.2: 17.5 20.8
Old : 100.0: 16.0 14.6 4.3 62.2 60.2 82.5 79.2: 17.5 20.8
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 : 262: 52 66 38 101 113 172 198:
Old : 262: 52 66 38 101 113 172 198:
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 22.3 37.8 29.7 26.2 20.6 34.8 26.3
Old : 27.9 22.3 37.8 29.7 26.2 20.6 34.8 26.3
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, September 2, 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 : 1,582,208: 452,447 202,137 18,360 869,044 1,125,901 1,339,851 1,346,398: 242,357 235,810
Old : 1,582,208: 452,447 202,137 18,360 869,044 1,125,901 1,339,851 1,346,398: 242,357 235,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -145,299: -7,445 8,870 -16,789 -94,155 -121,049 -118,389 -128,968: -26,910 -16,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 12.8 1.2 54.9 71.2 84.7 85.1: 15.3 14.9
Old : 100.0: 28.6 12.8 1.2 54.9 71.2 84.7 85.1: 15.3 14.9
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 : 203: 46 40 17 91 91 147 138:
Old : 203: 46 40 17 91 91 147 138:
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 : 21.9 27.3 31.4 40.5 12.7 19.4 20.1 26.2
Old : 21.9 27.3 31.4 40.5 12.7 19.4 20.1 26.2
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, September 2, 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 : 598,845: 244,822 36,022 43,435 274,194 492,977 562,451 572,434: 36,394 26,411
Old : 598,845: 244,822 36,022 43,435 274,194 492,977 562,451 572,434: 36,394 26,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,808: 1,881 1,820 5,074 -4,357 -2,236 2,598 4,658: -4,406 -6,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 6.0 7.3 45.8 82.3 93.9 95.6: 6.1 4.4
Old : 100.0: 40.9 6.0 7.3 45.8 82.3 93.9 95.6: 6.1 4.4
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 : 124: 42 16 22 57 50 105 83:
Old : 124: 42 16 22 57 50 105 83:
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 48.1 37.3 66.3 23.3 45.0 34.2 59.7
Old : 25.0 48.1 37.3 66.3 23.3 45.0 34.2 59.7
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, September 2, 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 : 36,197: 16,763 14,028 1,705 16,182 13,772 34,650 29,505: 1,547 6,692
Old : 36,197: 16,763 14,028 1,705 16,182 13,772 34,650 29,505: 1,547 6,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -376: 233 -620 31 2,237 2,585 2,501 1,996: -2,877 -2,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 38.8 4.7 44.7 38.0 95.7 81.5: 4.3 18.5
Old : 100.0: 46.3 38.8 4.7 44.7 38.0 95.7 81.5: 4.3 18.5
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 : 56: 17 19 10 16 11 40 33:
Old : 56: 17 19 10 16 11 40 33:
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 : 35.6 39.4 56.6 56.0 35.6 33.1 53.2 45.0
Old : 35.6 39.4 56.6 56.0 35.6 33.1 53.2 45.0
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, September 2, 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 : 113,103: 49,109 50,943 1,678 47,971 48,410 98,758 101,031: 14,345 12,072
Old : 113,103: 49,109 50,943 1,678 47,971 48,410 98,758 101,031: 14,345 12,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -1,119: 1,376 -743 -41 -1,211 2,823 124 2,039: -1,243 -3,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 45.0 1.5 42.4 42.8 87.3 89.3: 12.7 10.7
Old : 100.0: 43.4 45.0 1.5 42.4 42.8 87.3 89.3: 12.7 10.7
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 : 134: 46 44 15 25 26 76 80:
Old : 134: 46 44 15 25 26 76 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 : 33.6 31.6 48.0 45.8 30.7 31.6 45.2 45.7
Old : 33.6 31.6 48.0 45.8 30.7 31.6 45.2 45.7
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 60,617: 13,872 9,119 2,277 44,415 49,112 60,564 60,508: 53 109
Old : 60,617: 13,872 9,119 2,277 44,415 49,112 60,564 60,508: 53 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 8,550: -303 47 1,529 7,334 6,977 8,560 8,553: -10 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.0 3.8 73.3 81.0 99.9 99.8: 0.1 0.2
Old : 100.0: 22.9 15.0 3.8 73.3 81.0 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 3 15 12 26 25:
Old : 41: 10 11 3 15 12 26 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 : 71.8 76.4 84.7 92.2 44.9 37.9 51.7 50.9
Old : 71.8 76.4 84.7 92.2 44.9 37.9 51.7 50.9
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, September 2, 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 : 58,948: 21,718 2,612 187 36,991 55,893 58,896 58,692: 52 256
Old : 58,948: 21,718 2,612 187 36,991 55,893 58,896 58,692: 52 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 3,666: 1,107 -515 0 2,579 4,233 3,686 3,718: -20 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 4.4 0.3 62.8 94.8 99.9 99.6: 0.1 0.4
Old : 100.0: 36.8 4.4 0.3 62.8 94.8 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 : 33: 6 9 1 12 10 18 20:
Old : 33: 6 9 1 12 10 18 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 : 82.4 95.0 93.8 98.3 79.7 94.8 91.1 95.8
Old : 82.4 95.0 93.8 98.3 79.7 94.8 91.1 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2008