WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 23, 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 : 292,219: 69,405 78,600 38,626 161,303 128,604 269,334 245,830: 22,885 46,389
Old : 230,815: 57,588 76,944 20,303 133,484 97,985 211,375 195,232: 19,440 35,583
Other: 61,404: 28,152 17,991 1,988 27,819 30,619 57,959 50,598: 3,445 10,806
: : :
: : Changes in Commitments from: September 16, 2008 :
: -10,255: -1,172 -2,753 738 -1,654 2,244 -2,088 229: -8,167 -10,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 26.9 13.2 55.2 44.0 92.2 84.1: 7.8 15.9
Old : 100.0: 24.9 33.3 8.8 57.8 42.5 91.6 84.6: 8.4 15.4
Other: 100.0: 45.8 29.3 3.2 45.3 49.9 94.4 82.4: 5.6 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 70 115 81 66 103 191 259:
Old : 302: 76 109 57 61 96 170 235:
Other: 162: 22 50 18 36 78 74 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 14.1 40.5 20.8 23.7 13.7 38.3 19.2
Old : 27.8 16.1 43.1 24.0 27.7 15.9 41.8 23.1
Other: 50.5 19.8 66.2 30.9 50.1 16.8 61.2 25.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 23, 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 : 1,037,977: 278,779 89,858 132,610 515,470 615,045 926,859 837,513: 111,118 200,464
Old : 890,966: 246,089 104,628 98,038 449,011 518,211 793,138 720,877: 97,828 170,089
Other: 147,011: 59,958 12,498 7,304 66,459 96,834 133,721 116,636: 13,290 30,375
: : :
: : Changes in Commitments from: September 16, 2008 :
: -32,840: 795 -11,840 -5,210 -23,422 -7,397 -27,837 -24,447: -5,003 -8,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 8.7 12.8 49.7 59.3 89.3 80.7: 10.7 19.3
Old : 100.0: 27.6 11.7 11.0 50.4 58.2 89.0 80.9: 11.0 19.1
Other: 100.0: 40.8 8.5 5.0 45.2 65.9 91.0 79.3: 9.0 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 662: 149 121 135 193 315 418 522:
Old : 657: 150 130 113 181 305 394 499:
Other: 406: 54 68 22 75 242 135 328:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 16.1 22.6 22.5 12.7 14.4 22.1 20.2
Old : 13.5 15.8 23.8 22.6 13.5 14.3 23.3 20.0
Other: 30.3 22.7 44.4 30.8 30.0 22.4 42.9 30.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 23, 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 : 14,777: 2,117 1,439 374 10,349 10,643 12,840 12,456: 1,937 2,321
Old : 13,511: 2,199 1,439 284 9,130 9,656 11,613 11,379: 1,898 2,132
Other: 1,266: 8 90 0 1,219 987 1,227 1,077: 39 189
: : :
: : Changes in Commitments from: September 16, 2008 :
: -395: -347 47 -1 178 -218 -170 -172: -225 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 9.7 2.5 70.0 72.0 86.9 84.3: 13.1 15.7
Old : 100.0: 16.3 10.7 2.1 67.6 71.5 86.0 84.2: 14.0 15.8
Other: 100.0: 0.6 7.1 0.0 96.3 78.0 96.9 85.1: 3.1 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 11 2 19 14 33 26:
Old : 47: 13 11 2 19 14 33 26:
Other: 14: 2 1 0 6 8 8 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 54.7 60.7 67.2 40.4 48.6 56.4 56.4
Old : 37.9 54.0 59.5 66.0 37.5 48.2 55.6 56.8
Other: 93.3 69.0 96.9 84.6 76.7 61.3 78.4 66.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 23, 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 : 355,159: 93,993 40,417 48,008 170,294 193,148 312,295 281,573: 42,864 73,586
Old : 315,384: 82,799 43,677 37,414 156,385 169,031 276,598 250,122: 38,786 65,262
Other: 39,775: 19,350 4,896 2,438 13,909 24,117 35,697 31,451: 4,078 8,324
: : :
: : Changes in Commitments from: September 16, 2008 :
: -19,234: -384 -3,234 -7,679 -8,965 -6,286 -17,028 -17,199: -2,206 -2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.4 13.5 47.9 54.4 87.9 79.3: 12.1 20.7
Old : 100.0: 26.3 13.8 11.9 49.6 53.6 87.7 79.3: 12.3 20.7
Other: 100.0: 48.6 12.3 6.1 35.0 60.6 89.7 79.1: 10.3 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 127 105 101 88 158 268 334:
Old : 429: 118 114 94 86 155 260 327:
Other: 215: 42 43 13 33 105 78 160:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 17.4 27.0 26.5 14.5 16.1 24.6 22.9
Old : 16.7 17.8 29.1 26.0 15.7 16.4 27.3 24.1
Other: 33.9 35.6 47.5 45.3 32.8 35.6 45.8 44.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,513: 15,964 3,590 633 2 3,036 16,599 7,259: 2,914 12,254
Old : 16,947: 13,994 3,711 472 2 2,385 14,468 6,568: 2,479 10,379
Other: 2,566: 2,131 40 0 0 651 2,131 691: 435 1,875
: : :
: : Changes in Commitments from: September 16, 2008 :
: -933: -960 -221 -12 -150 -246 -1,122 -479: 189 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 18.4 3.2 0.0 15.6 85.1 37.2: 14.9 62.8
Old : 100.0: 82.6 21.9 2.8 0.0 14.1 85.4 38.8: 14.6 61.2
Other: 100.0: 83.0 1.6 0.0 0.0 25.4 83.0 26.9: 17.0 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 9 5 1 8 13 21:
Old : 28: 11 9 5 1 8 13 21:
Other: 19: 7 4 0 0 8 7 12:
:----------------------------------------------------------------------------------------------------
: 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 : 67.2 17.3 80.6 25.1 67.1 16.0 78.7 23.7
Old : 67.6 17.9 81.2 26.2 67.5 17.2 79.0 25.3
Other: 68.0 21.9 83.0 25.6 68.0 21.9 83.0 25.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 23, 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 : 252,707: 31,999 29,187 45,684 155,129 156,778 232,812 231,649: 19,895 21,058
Old : 230,951: 32,769 32,897 32,459 146,574 144,746 211,802 210,102: 19,149 20,849
Other: 21,756: 5,262 2,322 7,193 8,555 12,032 21,010 21,547: 746 209
: : :
: : Changes in Commitments from: September 16, 2008 :
: -9,753: 3,902 1,879 -8,245 -4,155 -297 -8,498 -6,663: -1,255 -3,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.5 18.1 61.4 62.0 92.1 91.7: 7.9 8.3
Old : 100.0: 14.2 14.2 14.1 63.5 62.7 91.7 91.0: 8.3 9.0
Other: 100.0: 24.2 10.7 33.1 39.3 55.3 96.6 99.0: 3.4 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 46 36 56 62 61 141 143:
Old : 187: 47 43 53 61 60 139 140:
Other: 47: 13 8 11 19 9 38 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 : 20.7 30.0 31.5 42.5 17.3 22.8 25.4 32.5
Old : 19.9 29.3 30.3 40.2 18.8 25.4 27.7 35.0
Other: 70.0 80.4 82.4 93.2 47.0 52.8 55.1 62.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 23, 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 : 819,964: 84,259 181,982 9,234 608,215 482,112 701,708 673,328: 118,256 146,636
Old : 819,964: 84,259 181,982 9,234 608,215 482,112 701,708 673,328: 118,256 146,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -88,681: -22,993 5,567 -8,759 -38,625 -49,612 -70,377 -52,804: -18,304 -35,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 22.2 1.1 74.2 58.8 85.6 82.1: 14.4 17.9
Old : 100.0: 10.3 22.2 1.1 74.2 58.8 85.6 82.1: 14.4 17.9
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 : 176: 32 46 23 65 79 108 137:
Old : 176: 32 46 23 65 79 108 137:
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 : 25.7 15.9 39.2 25.1 17.8 12.8 28.0 20.1
Old : 25.7 15.9 39.2 25.1 17.8 12.8 28.0 20.1
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 23, 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 : 158,540: 35,658 9,921 17,021 77,418 114,183 130,097 141,125: 28,443 17,415
Old : 150,378: 35,368 10,433 14,812 72,693 107,830 122,873 133,075: 27,505 17,303
Other: 8,162: 1,491 689 1,008 4,725 6,353 7,224 8,050: 938 112
: : :
: : Changes in Commitments from: September 16, 2008 :
: -7,721: -636 -872 71 -7,739 -8,063 -8,304 -8,864: 583 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 6.3 10.7 48.8 72.0 82.1 89.0: 17.9 11.0
Old : 100.0: 23.5 6.9 9.8 48.3 71.7 81.7 88.5: 18.3 11.5
Other: 100.0: 18.3 8.4 12.3 57.9 77.8 88.5 98.6: 11.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 34 21 36 66 59 126 102:
Old : 147: 34 25 36 65 59 125 102:
Other: 44: 13 5 10 15 10 32 24:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 38.5 25.9 51.9 14.5 31.7 23.6 41.7
Old : 17.0 38.4 26.8 51.0 14.8 31.8 24.4 40.5
Other: 36.2 68.7 57.0 84.1 36.2 66.4 56.7 80.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 23, 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 : 9,626: 2,742 1,198 376 4,414 6,757 7,532 8,331: 2,094 1,295
Old : 9,606: 2,742 1,193 375 4,414 6,757 7,531 8,325: 2,075 1,281
Other: 20: 0 5 1 0 0 1 6: 19 14
: : :
: : Changes in Commitments from: September 16, 2008 :
: -9: 307 26 -31 -383 24 -107 19: 98 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 12.4 3.9 45.9 70.2 78.2 86.5: 21.8 13.5
Old : 100.0: 28.5 12.4 3.9 46.0 70.3 78.4 86.7: 21.6 13.3
Other: 100.0: 0.0 25.0 5.0 0.0 0.0 5.0 30.0: 95.0 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 17 9 4 15 23 36 33:
Old : 60: 17 9 4 15 23 36 33:
Other: 2: 0 2 1 0 0 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 47.2 48.9 64.2 33.8 47.2 48.9 63.7
Old : 33.9 47.3 49.0 64.3 33.9 47.3 49.0 63.9
Other: 5.0 30.0 5.0 30.0 0.0 25.0 0.0 25.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 23, 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 : 695,462: 126,408 120,862 7,255 445,763 471,904 579,426 600,021: 116,036 95,441
Old : 695,462: 126,408 120,862 7,255 445,763 471,904 579,426 600,021: 116,036 95,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -97,174: -14,187 -44,089 494 -74,714 -30,048 -88,407 -73,643: -8,767 -23,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 17.4 1.0 64.1 67.9 83.3 86.3: 16.7 13.7
Old : 100.0: 18.2 17.4 1.0 64.1 67.9 83.3 86.3: 16.7 13.7
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 : 182: 29 38 16 76 84 114 129:
Old : 182: 29 38 16 76 84 114 129:
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 : 20.9 32.9 32.7 41.9 17.5 27.7 27.4 36.1
Old : 20.9 32.9 32.7 41.9 17.5 27.7 27.4 36.1
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 23, 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 : 1,596,998: 232,273 253,488 18,670 1,071,590 991,056 1,322,533 1,263,214: 274,465 333,784
Old : 1,596,998: 232,273 253,488 18,670 1,071,590 991,056 1,322,533 1,263,214: 274,465 333,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -126,213: 2,622 13,293 -26,411 -45,848 -73,694 -69,637 -86,812: -56,576 -39,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 15.9 1.2 67.1 62.1 82.8 79.1: 17.2 20.9
Old : 100.0: 14.5 15.9 1.2 67.1 62.1 82.8 79.1: 17.2 20.9
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 : 250: 42 64 27 94 111 149 189:
Old : 250: 42 64 27 94 111 149 189:
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 : 29.4 24.5 37.3 31.6 28.3 22.2 35.5 29.2
Old : 29.4 24.5 37.3 31.6 28.3 22.2 35.5 29.2
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 23, 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 : 1,418,574: 446,507 157,599 14,561 755,788 1,024,561 1,216,856 1,196,721: 201,718 221,853
Old : 1,418,574: 446,507 157,599 14,561 755,788 1,024,561 1,216,856 1,196,721: 201,718 221,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -49,827: 35,435 -21,547 -2,376 -37,289 103 -4,230 -23,820: -45,597 -26,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 11.1 1.0 53.3 72.2 85.8 84.4: 14.2 15.6
Old : 100.0: 31.5 11.1 1.0 53.3 72.2 85.8 84.4: 14.2 15.6
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 : 169: 43 29 22 74 68 127 109:
Old : 169: 43 29 22 74 68 127 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 32.3 38.8 45.4 17.1 22.9 26.4 33.8
Old : 27.2 32.3 38.8 45.4 17.1 22.9 26.4 33.8
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, September 23, 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 : 587,969: 184,978 44,209 62,390 298,541 451,957 545,909 558,556: 42,060 29,413
Old : 587,969: 184,978 44,209 62,390 298,541 451,957 545,909 558,556: 42,060 29,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -17,388: -27,895 9,608 2,144 10,819 -23,533 -14,932 -11,781: -2,456 -5,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 7.5 10.6 50.8 76.9 92.8 95.0: 7.2 5.0
Old : 100.0: 31.5 7.5 10.6 50.8 76.9 92.8 95.0: 7.2 5.0
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: 46 19 34 54 51 114 92:
Old : 128: 46 19 34 54 51 114 92:
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 : 24.6 41.6 37.5 59.8 19.6 37.2 29.5 52.8
Old : 24.6 41.6 37.5 59.8 19.6 37.2 29.5 52.8
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 23, 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 : 23,763: 9,179 3,550 2 11,004 11,380 20,185 14,932: 3,578 8,831
Old : 23,763: 9,179 3,550 2 11,004 11,380 20,185 14,932: 3,578 8,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -37,512: -8,213 -10,991 -3,803 -16,717 -11,654 -28,733 -26,448: -8,779 -11,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 14.9 0.0 46.3 47.9 84.9 62.8: 15.1 37.2
Old : 100.0: 38.6 14.9 0.0 46.3 47.9 84.9 62.8: 15.1 37.2
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 : 33: 11 6 1 9 8 20 15:
Old : 33: 11 6 1 9 8 20 15:
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 : 47.2 42.2 68.2 55.2 44.7 42.2 65.7 54.3
Old : 47.2 42.2 68.2 55.2 44.7 42.2 65.7 54.3
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 23, 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 : 88,498: 18,326 31,831 1,949 52,820 41,483 73,095 75,263: 15,403 13,235
Old : 88,498: 18,326 31,831 1,949 52,820 41,483 73,095 75,263: 15,403 13,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -58,603: -30,231 -17,374 -4,085 -21,386 -35,294 -55,702 -56,753: -2,901 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 36.0 2.2 59.7 46.9 82.6 85.0: 17.4 15.0
Old : 100.0: 20.7 36.0 2.2 59.7 46.9 82.6 85.0: 17.4 15.0
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 : 94: 21 36 4 26 18 50 55:
Old : 94: 21 36 4 26 18 50 55:
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 : 35.7 41.4 50.8 58.9 35.0 39.5 49.4 54.0
Old : 35.7 41.4 50.8 58.9 35.0 39.5 49.4 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, September 23, 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 : 34,939: 13,128 8,221 513 21,078 26,141 34,719 34,875: 220 64
Old : 34,939: 13,128 8,221 513 21,078 26,141 34,719 34,875: 220 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -1,632: -507 -123 -117 -1,072 -1,421 -1,696 -1,661: 64 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 23.5 1.5 60.3 74.8 99.4 99.8: 0.6 0.2
Old : 100.0: 37.6 23.5 1.5 60.3 74.8 99.4 99.8: 0.6 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 : 37: 9 11 2 13 11 23 23:
Old : 37: 9 11 2 13 11 23 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 : 69.0 84.3 86.3 94.6 56.3 58.4 64.5 66.5
Old : 69.0 84.3 86.3 94.6 56.3 58.4 64.5 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, September 23, 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 : 52,881: 22,857 10,240 430 29,178 42,195 52,465 52,865: 416 16
Old : 52,881: 22,857 10,240 430 29,178 42,195 52,465 52,865: 416 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -153: -337 -2,273 133 7 2,378 -197 238: 44 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 19.4 0.8 55.2 79.8 99.2 100.0: 0.8 0.0
Old : 100.0: 43.2 19.4 0.8 55.2 79.8 99.2 100.0: 0.8 0.0
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 : 29: 7 8 2 9 8 16 18:
Old : 29: 7 8 2 9 8 16 18:
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 : 83.2 96.5 93.5 98.6 72.6 83.9 80.9 85.2
Old : 83.2 96.5 93.5 98.6 72.6 83.9 80.9 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2008