WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 21, 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 : 276,812: 65,777 82,787 45,998 142,927 104,487 254,702 233,272: 22,110 43,540
Old : 215,629: 54,239 78,693 28,093 116,130 76,454 198,462 183,240: 17,167 32,389
Other: 61,183: 27,807 20,363 1,636 26,797 28,033 56,240 50,032: 4,943 11,151
: : :
: : Changes in Commitments from: October 14, 2008 :
: -103: 340 3,212 4,171 -4,352 -6,827 159 556: -262 -659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 29.9 16.6 51.6 37.7 92.0 84.3: 8.0 15.7
Old : 100.0: 25.2 36.5 13.0 53.9 35.5 92.0 85.0: 8.0 15.0
Other: 100.0: 45.4 33.3 2.7 43.8 45.8 91.9 81.8: 8.1 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 67 114 89 64 93 193 260:
Old : 305: 82 106 69 59 84 173 240:
Other: 167: 30 52 16 40 74 81 132:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 10.7 37.3 17.4 22.1 10.5 35.2 16.9
Old : 26.0 12.5 38.5 20.7 24.7 12.4 37.2 20.7
Other: 49.0 14.5 65.4 24.7 48.8 13.8 60.4 23.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 21, 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 : 986,935: 209,559 102,864 152,832 508,750 543,891 871,141 799,587: 115,794 187,348
Old : 832,424: 187,477 115,795 111,838 430,456 450,010 729,771 677,643: 102,653 154,781
Other: 154,511: 56,291 21,278 6,785 78,294 93,881 141,370 121,944: 13,141 32,567
: : :
: : Changes in Commitments from: October 14, 2008 :
: -10,881: -9,969 4,308 -580 -823 -10,551 -11,372 -6,823: 491 -4,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 10.4 15.5 51.5 55.1 88.3 81.0: 11.7 19.0
Old : 100.0: 22.5 13.9 13.4 51.7 54.1 87.7 81.4: 12.3 18.6
Other: 100.0: 36.4 13.8 4.4 50.7 60.8 91.5 78.9: 8.5 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 657: 146 141 152 222 285 466 512:
Old : 649: 141 153 136 213 277 450 490:
Other: 384: 61 61 23 77 215 145 293:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 16.4 21.0 22.7 11.4 14.4 20.4 19.6
Old : 12.8 16.2 22.4 22.3 12.7 13.6 21.9 18.6
Other: 28.7 22.9 44.7 29.9 28.6 22.8 43.9 29.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 21, 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 : 15,756: 2,021 2,361 270 11,997 10,655 14,288 13,286: 1,468 2,470
Old : 13,253: 1,991 2,301 248 9,585 8,383 11,824 10,932: 1,429 2,321
Other: 2,503: 52 82 0 2,412 2,272 2,464 2,354: 39 149
: : :
: : Changes in Commitments from: October 14, 2008 :
: 108: -137 346 -14 393 -5 242 327: -134 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 15.0 1.7 76.1 67.6 90.7 84.3: 9.3 15.7
Old : 100.0: 15.0 17.4 1.9 72.3 63.3 89.2 82.5: 10.8 17.5
Other: 100.0: 2.1 3.3 0.0 96.4 90.8 98.4 94.0: 1.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 14 17 5 19 11 36 31:
Old : 54: 15 17 4 19 11 36 30:
Other: 17: 3 3 0 6 8 9 11:
:----------------------------------------------------------------------------------------------------
: 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 52.9 64.4 65.6 46.4 44.7 59.7 54.2
Old : 40.0 48.8 59.7 61.2 39.3 40.1 55.2 51.2
Other: 94.1 78.8 98.3 93.0 86.8 70.9 87.3 81.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 21, 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 : 360,818: 63,461 39,518 56,237 201,174 200,923 320,872 296,678: 39,946 64,140
Old : 313,878: 57,138 43,355 41,379 178,253 174,327 276,770 259,061: 37,108 54,817
Other: 46,940: 19,145 8,985 2,036 22,921 26,596 44,102 37,617: 2,838 9,323
: : :
: : Changes in Commitments from: October 14, 2008 :
: -6,391: -13,790 2,604 -9,308 20,460 8,708 -2,638 2,004: -3,753 -8,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.0 15.6 55.8 55.7 88.9 82.2: 11.1 17.8
Old : 100.0: 18.2 13.8 13.2 56.8 55.5 88.2 82.5: 11.8 17.5
Other: 100.0: 40.8 19.1 4.3 48.8 56.7 94.0 80.1: 6.0 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 113 102 115 104 136 281 314:
Old : 384: 109 110 104 101 133 271 304:
Other: 181: 36 37 9 33 88 71 132:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 20.1 26.2 29.8 11.7 14.2 20.0 19.4
Old : 16.6 20.4 29.0 28.5 14.2 14.7 23.8 21.1
Other: 47.5 37.0 61.6 47.2 47.5 36.9 60.7 45.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,276: 11,142 4,308 690 7 1,027 11,839 6,025: 3,437 9,251
Old : 12,730: 9,205 4,294 683 7 600 9,895 5,577: 2,835 7,153
Other: 2,546: 1,942 19 2 0 427 1,944 448: 602 2,098
: : :
: : Changes in Commitments from: October 14, 2008 :
: -2,964: -3,202 -184 -311 4 -462 -3,509 -957: 545 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 28.2 4.5 0.0 6.7 77.5 39.4: 22.5 60.6
Old : 100.0: 72.3 33.7 5.4 0.1 4.7 77.7 43.8: 22.3 56.2
Other: 100.0: 76.3 0.7 0.1 0.0 16.8 76.4 17.6: 23.6 82.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 9 7 1 3 12 18:
Old : 22: 10 9 7 1 3 12 18:
Other: 11: 7 1 1 0 3 7 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 24.2 74.0 32.7 56.7 23.4 71.1 30.5
Old : 56.3 27.6 73.6 36.3 56.0 26.1 70.1 33.4
Other: 67.2 17.5 76.4 17.6 67.1 17.5 76.3 17.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 21, 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 : 262,955: 28,314 32,456 54,022 159,140 154,083 241,476 240,561: 21,479 22,394
Old : 237,839: 29,900 35,648 40,244 147,354 139,816 217,498 215,708: 20,341 22,131
Other: 25,116: 4,930 3,324 7,262 11,786 14,267 23,978 24,853: 1,138 263
: : :
: : Changes in Commitments from: October 14, 2008 :
: 119: -6,294 10,893 -3,283 7,147 -8,352 -2,430 -742: 2,549 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.3 20.5 60.5 58.6 91.8 91.5: 8.2 8.5
Old : 100.0: 12.6 15.0 16.9 62.0 58.8 91.4 90.7: 8.6 9.3
Other: 100.0: 19.6 13.2 28.9 46.9 56.8 95.5 99.0: 4.5 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 34 47 64 60 59 140 152:
Old : 188: 40 48 61 58 57 136 149:
Other: 52: 6 12 10 24 13 39 29:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 26.0 32.9 40.4 15.2 20.8 23.7 29.3
Old : 22.4 26.4 32.3 39.7 18.7 22.5 28.3 32.8
Other: 66.5 75.7 83.7 88.9 48.7 51.1 60.1 60.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 21, 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 : 723,588: 44,296 150,002 4,093 558,430 415,722 606,819 569,817: 116,769 153,771
Old : 723,588: 44,296 150,002 4,093 558,430 415,722 606,819 569,817: 116,769 153,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -24,683: -1,614 -28,531 -3,469 -28,279 -9,378 -33,362 -41,378: 8,679 16,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 20.7 0.6 77.2 57.5 83.9 78.7: 16.1 21.3
Old : 100.0: 6.1 20.7 0.6 77.2 57.5 83.9 78.7: 16.1 21.3
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 : 146: 23 30 14 63 73 93 110:
Old : 146: 23 30 14 63 73 93 110:
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 : 31.7 14.4 44.0 23.6 23.7 14.2 33.8 21.2
Old : 31.7 14.4 44.0 23.6 23.7 14.2 33.8 21.2
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 21, 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 : 158,986: 29,990 16,596 17,781 82,483 101,981 130,254 136,358: 28,732 22,628
Old : 149,506: 29,731 16,199 15,090 77,025 95,723 121,846 127,012: 27,660 22,494
Other: 9,480: 1,416 1,554 1,534 5,458 6,258 8,408 9,346: 1,072 134
: : :
: : Changes in Commitments from: October 14, 2008 :
: 6,339: -265 479 2,930 3,972 3,796 6,637 7,205: -298 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 10.4 11.2 51.9 64.1 81.9 85.8: 18.1 14.2
Old : 100.0: 19.9 10.8 10.1 51.5 64.0 81.5 85.0: 18.5 15.0
Other: 100.0: 14.9 16.4 16.2 57.6 66.0 88.7 98.6: 11.3 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 30 29 35 61 56 114 108:
Old : 146: 34 32 34 60 56 112 108:
Other: 54: 11 11 9 22 12 40 27:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 34.7 33.0 48.9 21.6 28.5 30.0 38.8
Old : 22.5 34.8 34.4 48.0 22.5 28.6 30.7 37.9
Other: 36.0 56.6 53.8 75.4 36.0 53.0 52.2 68.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 21, 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 : 7,715: 1,425 371 785 4,305 5,045 6,515 6,201: 1,200 1,514
Old : 7,685: 1,424 372 782 4,305 5,045 6,511 6,199: 1,174 1,486
Other: 30: 4 2 0 0 0 4 2: 26 28
: : :
: : Changes in Commitments from: October 14, 2008 :
: -778: 338 -366 -81 -291 82 -34 -365: -744 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 4.8 10.2 55.8 65.4 84.4 80.4: 15.6 19.6
Old : 100.0: 18.5 4.8 10.2 56.0 65.6 84.7 80.7: 15.3 19.3
Other: 100.0: 13.3 6.7 0.0 0.0 0.0 13.3 6.7: 86.7 93.3
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 7 7 19 14 34 26:
Old : 47: 12 7 7 19 14 34 26:
Other: 3: 2 1 0 0 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 43.8 49.8 61.7 30.2 39.6 43.1 52.8
Old : 33.6 44.0 49.9 62.0 30.3 39.8 43.3 53.0
Other: 13.3 6.7 13.3 6.7 13.3 6.7 13.3 6.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 21, 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 : 724,682: 163,925 139,286 5,933 448,326 483,310 618,184 628,529: 106,498 96,153
Old : 724,682: 163,925 139,286 5,933 448,326 483,310 618,184 628,529: 106,498 96,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -17,797: 8,694 8,750 670 -15,057 -17,772 -5,693 -8,352: -12,104 -9,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 19.2 0.8 61.9 66.7 85.3 86.7: 14.7 13.3
Old : 100.0: 22.6 19.2 0.8 61.9 66.7 85.3 86.7: 14.7 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 39 31 15 81 87 128 125:
Old : 190: 39 31 15 81 87 128 125:
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 : 17.9 26.3 29.2 40.4 15.4 20.8 25.6 32.9
Old : 17.9 26.3 29.2 40.4 15.4 20.8 25.6 32.9
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 21, 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 : 1,363,653: 226,466 229,963 15,552 912,532 832,233 1,154,550 1,077,748: 209,103 285,905
Old : 1,363,653: 226,466 229,963 15,552 912,532 832,233 1,154,550 1,077,748: 209,103 285,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -54,361: -11,149 -29,625 2,223 -31,095 -24,421 -40,021 -51,823: -14,340 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.9 1.1 66.9 61.0 84.7 79.0: 15.3 21.0
Old : 100.0: 16.6 16.9 1.1 66.9 61.0 84.7 79.0: 15.3 21.0
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 : 211: 33 55 24 86 93 130 161:
Old : 211: 33 55 24 86 93 130 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 25.5 37.5 34.9 25.6 21.0 35.3 30.2
Old : 26.6 25.5 37.5 34.9 25.6 21.0 35.3 30.2
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, October 21, 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 : 1,338,507: 444,146 162,660 8,788 705,849 969,586 1,158,783 1,141,034: 179,724 197,473
Old : 1,338,507: 444,146 162,660 8,788 705,849 969,586 1,158,783 1,141,034: 179,724 197,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -58,530: 36 8,255 48 -51,669 -55,108 -51,585 -46,805: -6,945 -11,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 12.2 0.7 52.7 72.4 86.6 85.2: 13.4 14.8
Old : 100.0: 33.2 12.2 0.7 52.7 72.4 86.6 85.2: 13.4 14.8
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 : 174: 37 33 19 82 71 129 113:
Old : 174: 37 33 19 82 71 129 113:
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 : 24.3 35.4 36.3 47.4 14.1 25.4 23.9 33.1
Old : 24.3 35.4 36.3 47.4 14.1 25.4 23.9 33.1
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 21, 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 : 591,815: 204,304 43,988 51,927 293,910 464,781 550,141 560,696: 41,674 31,119
Old : 591,815: 204,304 43,988 51,927 293,910 464,781 550,141 560,696: 41,674 31,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 35,699: 26,408 11,232 10,272 -1,261 14,877 35,419 36,381: 280 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 7.4 8.8 49.7 78.5 93.0 94.7: 7.0 5.3
Old : 100.0: 34.5 7.4 8.8 49.7 78.5 93.0 94.7: 7.0 5.3
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 : 119: 37 19 36 48 49 104 90:
Old : 119: 37 19 36 48 49 104 90:
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 : 25.1 41.2 38.5 58.7 19.0 35.0 29.5 47.6
Old : 25.1 41.2 38.5 58.7 19.0 35.0 29.5 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 21, 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 : 26,738: 11,284 3,415 62 12,216 13,869 23,562 17,346: 3,176 9,392
Old : 26,738: 11,284 3,415 62 12,216 13,869 23,562 17,346: 3,176 9,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 352: 1,069 -27 1 397 783 1,467 757: -1,115 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 12.8 0.2 45.7 51.9 88.1 64.9: 11.9 35.1
Old : 100.0: 42.2 12.8 0.2 45.7 51.9 88.1 64.9: 11.9 35.1
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 : 43: 17 6 4 13 9 32 17:
Old : 43: 17 6 4 13 9 32 17:
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 : 33.0 39.9 53.5 54.5 28.8 39.6 49.2 53.1
Old : 33.0 39.9 53.5 54.5 28.8 39.6 49.2 53.1
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 21, 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 : 95,744: 17,879 18,489 745 66,040 61,319 84,664 80,553: 11,080 15,191
Old : 95,744: 17,879 18,489 745 66,040 61,319 84,664 80,553: 11,080 15,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -9,620: 1,682 -1,153 619 -7,324 -5,163 -5,023 -5,697: -4,597 -3,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 19.3 0.8 69.0 64.0 88.4 84.1: 11.6 15.9
Old : 100.0: 18.7 19.3 0.8 69.0 64.0 88.4 84.1: 11.6 15.9
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 : 96: 20 28 6 31 26 56 55:
Old : 96: 20 28 6 31 26 56 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 : 39.7 36.2 54.9 52.0 37.8 35.4 51.4 49.0
Old : 39.7 36.2 54.9 52.0 37.8 35.4 51.4 49.0
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, October 21, 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 : 34,282: 15,131 9,143 461 18,500 24,668 34,092 34,272: 190 10
Old : 34,282: 15,131 9,143 461 18,500 24,668 34,092 34,272: 190 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 345: 1,167 647 -29 -655 -95 483 523: -138 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 26.7 1.3 54.0 72.0 99.4 100.0: 0.6 0.0
Old : 100.0: 44.1 26.7 1.3 54.0 72.0 99.4 100.0: 0.6 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 : 42: 11 14 5 13 12 26 29:
Old : 42: 11 14 5 13 12 26 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 : 71.1 85.6 87.0 92.9 67.4 69.3 76.9 76.5
Old : 71.1 85.6 87.0 92.9 67.4 69.3 76.9 76.5
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, October 21, 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 : 58,798: 28,069 7,500 1,143 29,094 49,973 58,306 58,616: 492 182
Old : 58,798: 28,069 7,500 1,143 29,094 49,973 58,306 58,616: 492 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,742: 1,346 752 37 1,445 1,842 2,828 2,631: -86 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 12.8 1.9 49.5 85.0 99.2 99.7: 0.8 0.3
Old : 100.0: 47.7 12.8 1.9 49.5 85.0 99.2 99.7: 0.8 0.3
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 : 31: 9 9 3 10 5 20 16:
Old : 31: 9 9 3 10 5 20 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 : 84.9 88.5 94.4 98.6 76.2 88.2 85.8 90.4
Old : 84.9 88.5 94.4 98.6 76.2 88.2 85.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2008