WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 433,127: 69,882 75,636 119,808 215,226 187,446 404,915 382,890: 28,212 50,238
Old : 373,243: 54,940 73,166 103,564 189,066 154,579 347,570 331,309: 25,673 41,934
Other: 59,885: 26,261 13,789 4,924 26,160 32,867 57,345 51,581: 2,540 8,304
: : :
: : Changes in Commitments from: July 1, 2008 :
: -10,954: -6,110 8,315 -4,836 2,623 -10,345 -8,323 -6,866: -2,631 -4,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.5 27.7 49.7 43.3 93.5 88.4: 6.5 11.6
Old : 100.0: 14.7 19.6 27.7 50.7 41.4 93.1 88.8: 6.9 11.2
Other: 100.0: 43.9 23.0 8.2 43.7 54.9 95.8 86.1: 4.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 104 117 135 75 110 267 288:
Old : 348: 104 117 122 73 108 256 277:
Other: 160: 29 43 23 27 78 68 135:
:----------------------------------------------------------------------------------------------------
: 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 13.6 35.5 22.6 20.0 12.0 31.6 18.6
Old : 25.1 14.2 37.8 23.1 22.8 12.1 34.6 18.8
Other: 50.5 21.9 62.6 32.1 50.1 18.2 59.6 26.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 2,026,074: 295,392 73,062 691,287 878,645 993,864 1,865,324 1,758,214: 160,750 267,860
Old : 544,641: 91,437 77,944 133,696 275,813 271,410 500,945 483,050: 43,696 61,591
Other: 1,481,433: 265,674 56,837 495,872 602,832 722,455 1,364,378 1,275,164: 117,054 206,268
: : :
: : Changes in Commitments from: July 1, 2008 :
: -23,891: -29,597 -2,701 -218 21,704 -17,061 -8,110 -19,980: -15,781 -3,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 3.6 34.1 43.4 49.1 92.1 86.8: 7.9 13.2
Old : 100.0: 16.8 14.3 24.5 50.6 49.8 92.0 88.7: 8.0 11.3
Other: 100.0: 17.9 3.8 33.5 40.7 48.8 92.1 86.1: 7.9 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 853: 222 162 274 267 412 623 743:
Old : 669: 122 147 143 177 329 377 545:
Other: 816: 227 147 224 236 397 554 687:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 14.6 22.1 21.9 9.2 6.5 14.8 10.2
Old : 19.9 16.5 31.5 25.1 19.9 13.3 30.0 17.4
Other: 14.3 14.3 23.0 21.4 8.0 6.1 12.7 8.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 17,848: 3,996 499 908 9,232 15,063 14,137 16,469: 3,711 1,378
Old : 17,848: 3,996 499 908 9,232 15,063 14,137 16,469: 3,711 1,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -845: -376 60 9 180 -253 -187 -184: -658 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 2.8 5.1 51.7 84.4 79.2 92.3: 20.8 7.7
Old : 100.0: 22.4 2.8 5.1 51.7 84.4 79.2 92.3: 20.8 7.7
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 : 53: 23 6 8 18 17 45 27:
Old : 53: 23 6 8 18 17 45 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 57.9 50.5 74.5 35.6 53.1 49.1 68.7
Old : 35.6 57.9 50.5 74.5 35.6 53.1 49.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 644,040: 134,866 29,190 194,015 250,306 330,597 579,186 553,801: 64,853 90,238
Old : 107,520: 36,402 8,163 24,235 33,850 62,242 94,486 94,639: 13,034 12,881
Other: 536,519: 123,414 45,977 144,830 216,456 268,355 484,700 459,162: 51,819 77,357
: : :
: : Changes in Commitments from: July 1, 2008 :
: -10,386: -11,480 -174 -857 2,699 -10,508 -9,638 -11,540: -748 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 4.5 30.1 38.9 51.3 89.9 86.0: 10.1 14.0
Old : 100.0: 33.9 7.6 22.5 31.5 57.9 87.9 88.0: 12.1 12.0
Other: 100.0: 23.0 8.6 27.0 40.3 50.0 90.3 85.6: 9.7 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 525: 188 108 191 125 206 395 439:
Old : 338: 110 55 62 68 135 202 229:
Other: 513: 158 139 163 106 203 351 422:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 22.5 27.6 31.6 12.3 14.2 18.7 18.3
Old : 24.8 31.5 38.3 42.2 19.9 22.7 29.1 31.0
Other: 22.0 21.5 31.0 30.4 14.7 13.6 21.8 18.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,390: 18,875 3,447 561 5 3,058 19,441 7,066: 2,949 15,324
Old : 898: 647 49 57 3 103 707 209: 191 689
Other: 21,492: 18,228 3,398 504 2 2,955 18,734 6,857: 2,758 14,635
: : :
: : Changes in Commitments from: July 1, 2008 :
: 510: 561 163 -58 0 3 503 108: 7 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 15.4 2.5 0.0 13.7 86.8 31.6: 13.2 68.4
Old : 100.0: 72.0 5.5 6.3 0.3 11.5 78.7 23.3: 21.3 76.7
Other: 100.0: 84.8 15.8 2.3 0.0 13.7 87.2 31.9: 12.8 68.1
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 10 5 2 9 15 23:
Old : 21: 9 4 4 1 7 10 15:
Other: 31: 12 10 4 1 9 14 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 12.9 81.4 18.7 63.5 12.4 79.1 18.0
Old : 61.9 15.9 77.3 20.7 57.5 13.1 71.5 16.4
Other: 64.2 13.2 81.7 19.0 64.2 12.5 79.4 18.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 302,299: 39,084 16,188 81,011 148,849 186,115 268,945 283,314: 33,354 18,985
Old : 95,140: 26,137 11,247 12,965 44,899 63,670 84,002 87,881: 11,138 7,258
Other: 207,159: 33,698 25,692 47,295 103,950 122,445 184,943 195,433: 22,216 11,727
: : :
: : Changes in Commitments from: July 1, 2008 :
: 494: -4,376 1,548 821 5,775 -3,298 2,220 -929: -1,726 1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.4 26.8 49.2 61.6 89.0 93.7: 11.0 6.3
Old : 100.0: 27.5 11.8 13.6 47.2 66.9 88.3 92.4: 11.7 7.6
Other: 100.0: 16.3 12.4 22.8 50.2 59.1 89.3 94.3: 10.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 45 38 60 63 61 152 132:
Old : 132: 41 19 34 49 50 102 95:
Other: 162: 45 46 43 52 48 126 109:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 30.9 26.5 45.0 13.9 24.8 21.4 35.1
Old : 21.8 28.0 33.3 42.7 17.5 26.7 28.3 41.4
Other: 21.9 40.3 33.1 53.4 19.7 34.2 27.9 43.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 1,054,543: 165,453 181,793 87,270 665,990 584,438 918,712 853,501: 135,830 201,042
Old : 1,054,543: 165,453 181,793 87,270 665,990 584,438 918,712 853,501: 135,830 201,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 25,730: 24,903 4,842 -1,226 -10,505 20,472 13,172 24,088: 12,558 1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.2 8.3 63.2 55.4 87.1 80.9: 12.9 19.1
Old : 100.0: 15.7 17.2 8.3 63.2 55.4 87.1 80.9: 12.9 19.1
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 : 198: 34 56 51 84 92 153 164:
Old : 198: 34 56 51 84 92 153 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 19.3 35.2 28.7 15.6 12.2 24.9 19.2
Old : 22.2 19.3 35.2 28.7 15.6 12.2 24.9 19.2
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 with Delta-adjusted Options and Futures Combined, July 8, 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 : 248,842: 60,090 5,962 59,515 87,505 164,319 207,110 229,796: 41,732 19,046
Old : 96,540: 30,351 4,541 14,955 35,556 67,876 80,862 87,372: 15,678 9,168
Other: 152,302: 43,015 14,696 31,284 51,949 96,443 126,247 142,424: 26,055 9,878
: : :
: : Changes in Commitments from: July 1, 2008 :
: -3,889: -5,809 1,336 3,379 -496 -8,952 -2,926 -4,237: -962 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 2.4 23.9 35.2 66.0 83.2 92.3: 16.8 7.7
Old : 100.0: 31.4 4.7 15.5 36.8 70.3 83.8 90.5: 16.2 9.5
Other: 100.0: 28.2 9.6 20.5 34.1 63.3 82.9 93.5: 17.1 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 79 18 66 66 69 173 144:
Old : 158: 51 26 41 48 57 119 109:
Other: 182: 75 30 46 59 51 150 114:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 31.3 18.6 41.8 7.3 29.6 13.2 35.0
Old : 22.8 26.4 35.1 40.2 19.7 25.7 30.3 38.7
Other: 11.2 36.6 19.5 48.3 9.5 32.4 16.4 41.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 14,684: 2,789 908 854 8,030 11,474 11,672 13,236: 3,011 1,448
Old : 14,673: 2,793 908 850 8,030 11,474 11,672 13,232: 3,000 1,441
Other: 11: 0 4 0 0 0 0 4: 11 7
: : :
: : Changes in Commitments from: July 1, 2008 :
: -577: -388 14 147 -28 -873 -268 -713: -308 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.2 5.8 54.7 78.1 79.5 90.1: 20.5 9.9
Old : 100.0: 19.0 6.2 5.8 54.7 78.2 79.6 90.2: 20.4 9.8
Other: 100.0: 0.0 36.4 0.0 0.0 0.0 0.0 36.4: 100.0 63.6
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 18 9 9 27 23 48 39:
Old : 62: 18 9 9 27 23 48 39:
Other: 2: 0 2 0 0 0 0 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 : 26.7 61.7 41.2 71.1 17.9 43.3 30.5 50.7
Old : 26.7 61.7 41.3 71.1 18.0 43.3 30.5 50.7
Other: 0.0 36.4 0.0 36.4 0.0 36.4 0.0 36.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 965,793: 192,931 218,031 30,861 614,654 625,302 838,447 874,194: 127,346 91,600
Old : 965,793: 192,931 218,031 30,861 614,654 625,302 838,447 874,194: 127,346 91,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -4,922: 20,394 23,989 3,966 -39,557 -20,767 -15,197 7,188: 10,275 -12,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.6 3.2 63.6 64.7 86.8 90.5: 13.2 9.5
Old : 100.0: 20.0 22.6 3.2 63.6 64.7 86.8 90.5: 13.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 46 41 35 90 90 153 149:
Old : 212: 46 41 35 90 90 153 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 38.4 32.4 51.8 19.9 36.1 28.7 45.6
Old : 21.7 38.4 32.4 51.8 19.9 36.1 28.7 45.6
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 with Delta-adjusted Options and Futures Combined, July 8, 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 : 2,446,140: 280,717 248,835 332,118 1,512,339 1,452,351 2,125,174 2,033,304: 320,966 412,836
Old : 2,446,140: 280,717 248,835 332,118 1,512,339 1,452,351 2,125,174 2,033,304: 320,966 412,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 53,061: 34,636 -7,256 29,736 -24,596 33,546 39,775 56,025: 13,286 -2,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.2 13.6 61.8 59.4 86.9 83.1: 13.1 16.9
Old : 100.0: 11.5 10.2 13.6 61.8 59.4 86.9 83.1: 13.1 16.9
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 : 283: 61 56 74 126 141 224 234:
Old : 283: 61 56 74 126 141 224 234:
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 : 26.3 18.0 33.3 26.1 21.4 13.9 27.5 19.2
Old : 26.3 18.0 33.3 26.1 21.4 13.9 27.5 19.2
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 with Delta-adjusted Options and Futures Combined, July 8, 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 : 1,793,243: 468,747 202,382 83,304 1,018,488 1,241,597 1,570,539 1,527,283: 222,704 265,961
Old : 1,793,243: 468,747 202,382 83,304 1,018,488 1,241,597 1,570,539 1,527,283: 222,704 265,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 76,602: 25,026 39,710 4,732 32,229 3,361 61,987 47,803: 14,614 28,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.3 4.6 56.8 69.2 87.6 85.2: 12.4 14.8
Old : 100.0: 26.1 11.3 4.6 56.8 69.2 87.6 85.2: 12.4 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 : 202: 43 38 34 94 96 151 154:
Old : 202: 43 38 34 94 96 151 154:
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 : 20.7 25.9 30.6 37.9 14.2 18.2 23.8 25.4
Old : 20.7 25.9 30.6 37.9 14.2 18.2 23.8 25.4
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 with Delta-adjusted Options and Futures Combined, July 8, 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 : 816,900: 309,088 34,670 144,007 305,182 590,193 758,276 768,869: 58,624 48,030
Old : 816,900: 309,088 34,670 144,007 305,182 590,193 758,276 768,869: 58,624 48,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -62,992: -25,949 -3,100 16,246 -49,867 -70,575 -59,570 -57,429: -3,422 -5,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 4.2 17.6 37.4 72.2 92.8 94.1: 7.2 5.9
Old : 100.0: 37.8 4.2 17.6 37.4 72.2 92.8 94.1: 7.2 5.9
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 : 133: 54 14 38 61 50 123 95:
Old : 133: 54 14 38 61 50 123 95:
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 : 31.8 38.6 43.2 53.2 27.4 37.1 33.4 47.8
Old : 31.8 38.6 43.2 53.2 27.4 37.1 33.4 47.8
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 with Delta-adjusted Options and Futures Combined, July 8, 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 : 30,498: 12,201 13,831 1,213 11,987 8,432 25,401 23,476: 5,096 7,021
Old : 30,498: 12,201 13,831 1,213 11,987 8,432 25,401 23,476: 5,096 7,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 2,036: 909 853 -5 524 763 1,428 1,610: 608 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 45.4 4.0 39.3 27.6 83.3 77.0: 16.7 23.0
Old : 100.0: 40.0 45.4 4.0 39.3 27.6 83.3 77.0: 16.7 23.0
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 : 47: 14 17 6 12 9 32 26:
Old : 47: 14 17 6 12 9 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 37.2 51.8 56.2 33.6 37.2 51.5 52.4
Old : 33.6 37.2 51.8 56.2 33.6 37.2 51.5 52.4
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 with Delta-adjusted Options and Futures Combined, July 8, 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 : 111,119: 44,720 38,945 3,775 42,089 53,881 90,584 96,602: 20,535 14,518
Old : 111,119: 44,720 38,945 3,775 42,089 53,881 90,584 96,602: 20,535 14,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 5,688: -2,539 8,145 226 9,077 -2,281 6,763 6,089: -1,076 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 35.0 3.4 37.9 48.5 81.5 86.9: 18.5 13.1
Old : 100.0: 40.2 35.0 3.4 37.9 48.5 81.5 86.9: 18.5 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 42 43 16 23 19 72 71:
Old : 119: 42 43 16 23 19 72 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 37.1 49.1 52.4 31.4 36.2 45.4 48.2
Old : 32.6 37.1 49.1 52.4 31.4 36.2 45.4 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 56,023: 15,269 7,518 813 39,661 47,246 55,743 55,577: 280 446
Old : 56,023: 15,269 7,518 813 39,661 47,246 55,743 55,577: 280 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 133: -94 -111 81 -54 -243 -67 -273: 200 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.4 1.5 70.8 84.3 99.5 99.2: 0.5 0.8
Old : 100.0: 27.3 13.4 1.5 70.8 84.3 99.5 99.2: 0.5 0.8
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 : 42: 10 14 3 14 11 25 27:
Old : 42: 10 14 3 14 11 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 78.8 87.1 92.0 47.8 47.6 55.0 55.7
Old : 71.8 78.8 87.1 92.0 47.8 47.6 55.0 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 60,098: 16,237 2,540 0 43,855 57,336 60,092 59,876: 6 222
Old : 60,098: 16,237 2,540 0 43,855 57,336 60,092 59,876: 6 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,318: 1,060 -169 -38 297 1,583 1,319 1,376: -1 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.2 0.0 73.0 95.4 100.0 99.6: 0.0 0.4
Old : 100.0: 27.0 4.2 0.0 73.0 95.4 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 11 0 12 11 17 22:
Old : 35: 5 11 0 12 11 17 22:
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 : 87.8 95.4 96.8 97.7 87.4 95.2 96.4 97.5
Old : 87.8 95.4 96.8 97.7 87.4 95.2 96.4 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 11, 2008