WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 14, 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 : 276,915: 65,437 79,575 41,827 147,279 111,314 254,543 232,716: 22,372 44,199
Old : 214,414: 52,883 74,258 24,503 119,358 82,871 196,744 181,632: 17,670 32,782
Other: 62,501: 28,382 21,145 1,496 27,921 28,443 57,799 51,084: 4,702 11,417
: : :
: : Changes in Commitments from: October 7, 2008 :
: -5,595: -1,750 -129 -455 -4,731 -3,409 -6,936 -3,993: 1,341 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 28.7 15.1 53.2 40.2 91.9 84.0: 8.1 16.0
Old : 100.0: 24.7 34.6 11.4 55.7 38.6 91.8 84.7: 8.2 15.3
Other: 100.0: 45.4 33.8 2.4 44.7 45.5 92.5 81.7: 7.5 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 62 114 84 62 93 182 250:
Old : 290: 70 105 66 56 84 164 228:
Other: 161: 26 49 13 38 75 72 130:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 11.4 38.6 18.3 22.9 10.9 36.3 17.4
Old : 28.2 13.5 41.2 22.1 26.9 13.2 39.9 21.8
Other: 49.3 16.4 65.1 27.4 48.9 16.0 60.4 25.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 14, 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 : 997,816: 219,528 98,556 153,412 509,573 554,442 882,513 806,410: 115,303 191,406
Old : 847,069: 200,215 117,109 111,587 434,047 460,460 745,849 689,156: 101,220 157,913
Other: 150,747: 55,890 18,024 5,248 75,526 93,982 136,664 117,254: 14,083 33,493
: : :
: : Changes in Commitments from: October 7, 2008 :
: -13,825: -20,618 -7,207 9,457 -7,663 -7,788 -18,824 -5,538: 4,999 -8,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 9.9 15.4 51.1 55.6 88.4 80.8: 11.6 19.2
Old : 100.0: 23.6 13.8 13.2 51.2 54.4 88.1 81.4: 11.9 18.6
Other: 100.0: 37.1 12.0 3.5 50.1 62.3 90.7 77.8: 9.3 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 659: 145 137 159 222 290 463 522:
Old : 652: 145 147 136 212 281 440 499:
Other: 394: 64 64 21 73 221 143 302:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 16.9 21.1 23.0 11.7 15.3 20.7 20.5
Old : 12.6 16.6 22.4 22.9 12.6 14.7 22.1 19.7
Other: 28.8 24.8 44.0 31.5 28.8 24.7 43.1 30.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,648: 2,158 2,015 284 11,604 10,660 14,046 12,959: 1,602 2,689
Old : 13,505: 2,194 2,015 206 9,574 8,817 11,974 11,038: 1,531 2,467
Other: 2,143: 42 78 0 2,030 1,843 2,072 1,921: 71 222
: : :
: : Changes in Commitments from: October 7, 2008 :
: 425: -14 274 -83 473 231 376 422: 49 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.9 1.8 74.2 68.1 89.8 82.8: 10.2 17.2
Old : 100.0: 16.2 14.9 1.5 70.9 65.3 88.7 81.7: 11.3 18.3
Other: 100.0: 2.0 3.6 0.0 94.7 86.0 96.7 89.6: 3.3 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 14 3 20 13 35 28:
Old : 50: 13 14 3 20 13 35 28:
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 : 44.8 52.6 64.9 65.0 43.5 44.3 58.6 53.9
Old : 39.0 50.1 61.4 62.1 37.8 41.6 55.6 52.2
Other: 93.0 73.3 96.7 89.4 83.9 65.2 84.1 76.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 14, 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 : 367,209: 77,251 36,914 65,545 180,714 192,215 323,510 294,674: 43,699 72,535
Old : 320,956: 70,133 40,049 51,121 158,871 166,416 280,125 257,586: 40,831 63,370
Other: 46,253: 19,309 9,056 2,233 21,843 25,799 43,385 37,088: 2,868 9,165
: : :
: : Changes in Commitments from: October 7, 2008 :
: 8,862: -9,993 417 7,434 10,902 5,429 8,343 13,280: 519 -4,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.1 17.8 49.2 52.3 88.1 80.2: 11.9 19.8
Old : 100.0: 21.9 12.5 15.9 49.5 51.9 87.3 80.3: 12.7 19.7
Other: 100.0: 41.7 19.6 4.8 47.2 55.8 93.8 80.2: 6.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 125 97 138 104 139 310 335:
Old : 412: 129 100 122 101 135 297 322:
Other: 193: 38 44 14 35 87 80 139:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 17.6 23.9 26.5 11.4 14.7 19.8 20.4
Old : 14.8 17.6 25.6 25.2 13.2 15.6 22.7 22.1
Other: 48.4 35.5 61.3 46.0 48.4 35.3 60.4 44.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,240: 14,344 4,492 1,001 3 1,489 15,348 6,982: 2,892 11,258
Old : 15,699: 12,350 4,631 835 3 920 13,188 6,386: 2,511 9,313
Other: 2,541: 2,159 26 1 0 569 2,160 596: 381 1,945
: : :
: : Changes in Commitments from: October 7, 2008 :
: -977: -1,012 1,006 126 0 -1,315 -886 -183: -91 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 24.6 5.5 0.0 8.2 84.1 38.3: 15.9 61.7
Old : 100.0: 78.7 29.5 5.3 0.0 5.9 84.0 40.7: 16.0 59.3
Other: 100.0: 85.0 1.0 0.0 0.0 22.4 85.0 23.5: 15.0 76.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 13 7 1 4 17 21:
Old : 30: 13 13 7 1 4 17 21:
Other: 17: 10 3 1 0 4 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 61.8 17.5 75.0 26.5 61.7 16.1 73.0 23.3
Old : 61.4 19.3 74.6 27.7 61.3 17.1 72.4 24.5
Other: 67.3 22.4 83.8 23.5 67.3 22.4 83.8 23.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 14, 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 : 262,836: 34,608 21,563 57,305 151,993 162,435 243,906 241,303: 18,930 21,533
Old : 238,623: 35,809 25,061 43,901 140,980 148,375 220,690 217,337: 17,933 21,286
Other: 24,213: 4,895 2,598 7,308 11,013 14,060 23,216 23,966: 997 247
: : :
: : Changes in Commitments from: October 7, 2008 :
: 8,595: 1,422 798 11,310 -290 -532 12,442 11,576: -3,847 -2,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 8.2 21.8 57.8 61.8 92.8 91.8: 7.2 8.2
Old : 100.0: 15.0 10.5 18.4 59.1 62.2 92.5 91.1: 7.5 8.9
Other: 100.0: 20.2 10.7 30.2 45.5 58.1 95.9 99.0: 4.1 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 42 40 69 61 60 150 154:
Old : 195: 46 43 66 60 58 147 151:
Other: 52: 7 12 13 21 11 39 30:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 29.3 29.9 43.3 15.2 23.8 23.3 34.1
Old : 19.1 30.4 29.0 43.7 18.3 26.9 27.6 37.8
Other: 68.6 79.5 84.3 92.1 48.6 54.4 60.0 63.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 14, 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 : 748,271: 45,910 178,533 7,562 586,709 425,100 640,181 611,195: 108,090 137,076
Old : 748,271: 45,910 178,533 7,562 586,709 425,100 640,181 611,195: 108,090 137,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -44,936: -22,588 -969 -2,313 -14,641 -17,793 -39,542 -21,075: -5,394 -23,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 23.9 1.0 78.4 56.8 85.6 81.7: 14.4 18.3
Old : 100.0: 6.1 23.9 1.0 78.4 56.8 85.6 81.7: 14.4 18.3
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 : 151: 26 35 20 63 69 97 116:
Old : 151: 26 35 20 63 69 97 116:
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 : 29.6 14.1 43.4 23.9 22.1 13.7 33.9 21.0
Old : 29.6 14.1 43.4 23.9 22.1 13.7 33.9 21.0
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, October 14, 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 : 152,647: 30,255 16,117 14,851 78,511 98,185 123,617 129,153: 29,030 23,494
Old : 143,911: 29,949 15,924 12,608 73,366 92,156 115,923 120,688: 27,988 23,223
Other: 8,736: 1,290 1,177 1,259 5,145 6,029 7,694 8,465: 1,042 271
: : :
: : Changes in Commitments from: October 7, 2008 :
: -1,092: -3,683 464 -3,032 4,738 -1,841 -1,977 -4,409: 885 3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 10.6 9.7 51.4 64.3 81.0 84.6: 19.0 15.4
Old : 100.0: 20.8 11.1 8.8 51.0 64.0 80.6 83.9: 19.4 16.1
Other: 100.0: 14.8 13.5 14.4 58.9 69.0 88.1 96.9: 11.9 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 28 30 36 59 46 113 99:
Old : 142: 31 33 35 58 46 111 99:
Other: 50: 9 11 8 20 12 35 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 35.7 32.5 49.5 22.0 31.0 30.7 42.0
Old : 23.0 35.9 33.6 48.3 22.9 31.1 31.5 40.9
Other: 36.8 59.7 55.4 76.9 36.8 56.7 54.2 72.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 14, 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 : 8,493: 1,087 737 866 4,596 4,963 6,549 6,566: 1,944 1,927
Old : 8,464: 1,087 738 865 4,596 4,963 6,548 6,566: 1,916 1,898
Other: 29: 1 0 0 0 0 1 0: 28 29
: : :
: : Changes in Commitments from: October 7, 2008 :
: -368: -741 -450 77 156 -543 -508 -916: 140 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.7 10.2 54.1 58.4 77.1 77.3: 22.9 22.7
Old : 100.0: 12.8 8.7 10.2 54.3 58.6 77.4 77.6: 22.6 22.4
Other: 100.0: 3.4 0.0 0.0 0.0 0.0 3.4 0.0: 96.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 9 7 19 14 34 27:
Old : 49: 10 9 7 19 14 34 27:
Other: 1: 1 0 0 0 0 1 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 : 29.6 39.9 46.7 55.5 29.5 35.6 42.6 48.7
Old : 29.7 40.1 46.8 55.7 29.6 35.7 42.7 48.8
Other: 3.4 0.0 3.4 0.0 3.4 0.0 3.4 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 14, 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 : 742,479: 155,231 130,536 5,263 463,383 501,082 623,877 636,881: 118,602 105,598
Old : 742,479: 155,231 130,536 5,263 463,383 501,082 623,877 636,881: 118,602 105,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -7,333: 7,364 -13,712 858 -20,789 -5,617 -12,567 -18,471: 5,234 11,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 17.6 0.7 62.4 67.5 84.0 85.8: 16.0 14.2
Old : 100.0: 20.9 17.6 0.7 62.4 67.5 84.0 85.8: 16.0 14.2
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 : 186: 33 33 12 79 89 120 126:
Old : 186: 33 33 12 79 89 120 126:
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 27.4 32.9 40.8 14.7 22.5 25.0 31.4
Old : 20.9 27.4 32.9 40.8 14.7 22.5 25.0 31.4
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, October 14, 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 : 1,418,014: 237,615 259,588 13,329 943,627 856,654 1,194,571 1,129,571: 223,443 288,443
Old : 1,418,014: 237,615 259,588 13,329 943,627 856,654 1,194,571 1,129,571: 223,443 288,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -42,030: -23,321 49,706 -4,311 11,599 -50,872 -16,033 -5,477: -25,997 -36,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.3 0.9 66.5 60.4 84.2 79.7: 15.8 20.3
Old : 100.0: 16.8 18.3 0.9 66.5 60.4 84.2 79.7: 15.8 20.3
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 : 224: 39 53 24 98 91 148 157:
Old : 224: 39 53 24 98 91 148 157:
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 25.6 35.4 35.4 23.9 21.1 32.2 29.7
Old : 25.0 25.6 35.4 35.4 23.9 21.1 32.2 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 14, 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 : 1,397,037: 444,110 154,405 8,740 757,518 1,024,694 1,210,368 1,187,839: 186,669 209,198
Old : 1,397,037: 444,110 154,405 8,740 757,518 1,024,694 1,210,368 1,187,839: 186,669 209,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -48,843: 27,961 3,711 -3,669 -42,690 -32,907 -18,398 -32,865: -30,445 -15,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 11.1 0.6 54.2 73.3 86.6 85.0: 13.4 15.0
Old : 100.0: 31.8 11.1 0.6 54.2 73.3 86.6 85.0: 13.4 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 : 174: 35 31 17 86 71 130 110:
Old : 174: 35 31 17 86 71 130 110:
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 34.0 36.7 45.5 16.4 25.2 26.4 34.5
Old : 25.0 34.0 36.7 45.5 16.4 25.2 26.4 34.5
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, October 14, 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 : 556,116: 177,896 32,756 41,655 295,171 449,904 514,722 524,315: 41,394 31,801
Old : 556,116: 177,896 32,756 41,655 295,171 449,904 514,722 524,315: 41,394 31,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 21,984: 12,479 -6,930 -18,790 27,988 44,266 21,677 18,546: 307 3,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 5.9 7.5 53.1 80.9 92.6 94.3: 7.4 5.7
Old : 100.0: 32.0 5.9 7.5 53.1 80.9 92.6 94.3: 7.4 5.7
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 : 112: 35 16 28 52 51 100 84:
Old : 112: 35 16 28 52 51 100 84:
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 42.2 37.8 60.2 19.9 36.4 31.1 49.7
Old : 25.3 42.2 37.8 60.2 19.9 36.4 31.1 49.7
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, October 14, 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 : 26,386: 10,215 3,442 61 11,819 13,086 22,095 16,589: 4,291 9,797
Old : 26,386: 10,215 3,442 61 11,819 13,086 22,095 16,589: 4,291 9,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 926: 406 -396 5 1,242 608 1,653 217: -727 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 13.0 0.2 44.8 49.6 83.7 62.9: 16.3 37.1
Old : 100.0: 38.7 13.0 0.2 44.8 49.6 83.7 62.9: 16.3 37.1
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 : 40: 16 6 5 12 8 29 18:
Old : 40: 16 6 5 12 8 29 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 : 35.5 40.1 55.7 54.7 33.2 40.0 53.2 54.6
Old : 35.5 40.1 55.7 54.7 33.2 40.0 53.2 54.6
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, October 14, 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 : 105,364: 16,197 19,642 126 73,364 66,482 89,687 86,250: 15,677 19,114
Old : 105,364: 16,197 19,642 126 73,364 66,482 89,687 86,250: 15,677 19,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 7,544: -4,629 -124 -358 16,079 2,023 11,092 1,541: -3,548 6,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.6 0.1 69.6 63.1 85.1 81.9: 14.9 18.1
Old : 100.0: 15.4 18.6 0.1 69.6 63.1 85.1 81.9: 14.9 18.1
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 : 100: 19 33 2 32 25 53 58:
Old : 100: 19 33 2 32 25 53 58:
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 : 42.3 34.2 57.2 50.8 37.5 33.5 52.5 49.3
Old : 42.3 34.2 57.2 50.8 37.5 33.5 52.5 49.3
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, October 14, 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 : 33,937: 13,964 8,496 490 19,155 24,763 33,609 33,749: 328 188
Old : 33,937: 13,964 8,496 490 19,155 24,763 33,609 33,749: 328 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -2,370: -202 -591 88 -2,273 -1,933 -2,387 -2,436: 17 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 25.0 1.4 56.4 73.0 99.0 99.4: 1.0 0.6
Old : 100.0: 41.1 25.0 1.4 56.4 73.0 99.0 99.4: 1.0 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 : 41: 9 15 4 13 12 24 29:
Old : 41: 9 15 4 13 12 24 29:
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 : 69.5 83.9 88.5 92.0 67.2 66.5 75.8 73.6
Old : 69.5 83.9 88.5 92.0 67.2 66.5 75.8 73.6
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, October 14, 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 : 56,056: 26,723 6,748 1,106 27,649 48,131 55,478 55,985: 578 71
Old : 56,056: 26,723 6,748 1,106 27,649 48,131 55,478 55,985: 578 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -116: 237 -12 571 -1,192 -653 -384 -94: 268 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 12.0 2.0 49.3 85.9 99.0 99.9: 1.0 0.1
Old : 100.0: 47.7 12.0 2.0 49.3 85.9 99.0 99.9: 1.0 0.1
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 : 32: 10 8 2 9 6 19 16:
Old : 32: 10 8 2 9 6 19 16:
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 : 84.0 89.2 94.0 98.9 74.7 88.9 84.8 90.2
Old : 84.0 89.2 94.0 98.9 74.7 88.9 84.8 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2008