WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 437,914: 70,955 78,453 122,664 215,648 184,818 409,268 385,935: 28,646 51,979
Old : 375,915: 56,342 75,613 105,587 187,996 151,568 349,925 332,769: 25,990 43,146
Other: 61,999: 25,950 14,176 5,740 27,652 33,250 59,343 53,166: 2,657 8,834
: : :
: : Changes in Commitments from: July 8, 2008 :
: 4,787: 1,074 2,816 2,856 423 -2,628 4,353 3,045: 434 1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 17.9 28.0 49.2 42.2 93.5 88.1: 6.5 11.9
Old : 100.0: 15.0 20.1 28.1 50.0 40.3 93.1 88.5: 6.9 11.5
Other: 100.0: 41.9 22.9 9.3 44.6 53.6 95.7 85.8: 4.3 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 97 127 134 78 111 267 296:
Old : 355: 102 127 122 74 109 256 285:
Other: 161: 27 47 23 28 80 69 137:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 13.4 35.0 22.3 19.8 12.0 31.3 18.3
Old : 24.7 14.2 37.4 23.2 22.8 12.3 34.5 18.7
Other: 49.5 22.1 61.2 32.1 49.1 18.5 58.6 26.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 2,026,276: 274,569 95,296 693,076 901,419 964,709 1,869,064 1,753,082: 157,212 273,195
Old : 534,965: 78,523 84,373 143,433 276,274 250,469 498,230 478,275: 36,735 56,690
Other: 1,491,311: 256,234 71,110 489,456 625,145 714,240 1,370,835 1,274,807: 120,476 216,505
: : :
: : Changes in Commitments from: July 8, 2008 :
: 203: -20,823 22,234 1,789 22,774 -29,156 3,741 -5,132: -3,538 5,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 4.7 34.2 44.5 47.6 92.2 86.5: 7.8 13.5
Old : 100.0: 14.7 15.8 26.8 51.6 46.8 93.1 89.4: 6.9 10.6
Other: 100.0: 17.2 4.8 32.8 41.9 47.9 91.9 85.5: 8.1 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 862: 221 171 287 276 408 643 748:
Old : 669: 126 147 133 178 321 371 534:
Other: 823: 233 149 251 244 391 581 698:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 14.4 22.1 21.3 8.8 5.5 14.4 9.1
Old : 20.0 15.4 32.0 24.3 20.0 10.8 30.2 15.2
Other: 14.4 14.2 22.8 20.7 7.8 5.7 12.7 8.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 17,376: 3,725 539 874 9,531 14,791 14,130 16,204: 3,246 1,172
Old : 17,376: 3,725 539 874 9,531 14,791 14,130 16,204: 3,246 1,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -472: -271 41 -34 299 -271 -7 -265: -465 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 3.1 5.0 54.9 85.1 81.3 93.3: 18.7 6.7
Old : 100.0: 21.4 3.1 5.0 54.9 85.1 81.3 93.3: 18.7 6.7
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: 22 7 7 18 17 44 27:
Old : 53: 22 7 7 18 17 44 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 : 37.7 59.5 53.1 76.6 37.7 54.5 51.6 70.6
Old : 37.7 59.5 53.1 76.6 37.7 54.5 51.6 70.6
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 15, 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 : 631,462: 135,365 30,469 188,138 243,126 321,684 566,630 540,291: 64,832 91,171
Old : 95,168: 24,358 5,389 25,974 31,752 50,811 82,085 82,174: 13,084 12,994
Other: 536,294: 126,617 40,690 146,554 211,374 270,873 484,545 458,117: 51,749 78,177
: : :
: : Changes in Commitments from: July 8, 2008 :
: -12,578: 500 1,279 -5,877 -7,180 -8,913 -12,557 -13,510: -21 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.8 29.8 38.5 50.9 89.7 85.6: 10.3 14.4
Old : 100.0: 25.6 5.7 27.3 33.4 53.4 86.3 86.3: 13.7 13.7
Other: 100.0: 23.6 7.6 27.3 39.4 50.5 90.4 85.4: 9.6 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 525: 187 102 191 126 205 395 440:
Old : 318: 101 53 59 65 132 184 226:
Other: 519: 160 138 172 107 200 364 423:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 22.3 27.2 30.7 12.4 13.7 18.4 18.1
Old : 27.1 27.7 37.3 37.3 17.1 15.7 23.6 22.0
Other: 21.5 21.8 30.1 30.4 14.6 13.9 21.5 18.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,437: 17,892 3,202 661 2 3,127 18,555 6,990: 2,882 14,447
Old : 804: 570 44 5 0 121 575 170: 229 634
Other: 20,633: 17,322 3,158 656 2 3,006 17,980 6,820: 2,653 13,813
: : :
: : Changes in Commitments from: July 8, 2008 :
: -953: -983 -245 100 -3 69 -886 -76: -67 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 14.9 3.1 0.0 14.6 86.6 32.6: 13.4 67.4
Old : 100.0: 70.9 5.5 0.6 0.0 15.0 71.5 21.1: 28.5 78.9
Other: 100.0: 84.0 15.3 3.2 0.0 14.6 87.1 33.1: 12.9 66.9
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 8 4 1 9 13 21:
Old : 19: 8 3 1 0 8 8 12:
Other: 29: 12 8 4 1 9 13 21:
:----------------------------------------------------------------------------------------------------
: 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 : 66.3 14.4 82.9 21.1 66.3 13.3 79.8 19.5
Old : 57.0 18.3 71.5 20.5 57.0 18.3 70.9 20.1
Other: 66.7 14.6 83.4 21.2 66.7 13.5 80.2 19.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 303,754: 38,609 16,889 82,691 150,983 186,269 272,282 285,849: 31,472 17,905
Old : 91,179: 25,960 11,391 13,247 41,219 59,367 80,427 84,005: 10,752 7,174
Other: 212,575: 33,597 26,446 48,496 109,763 126,902 191,856 201,843: 20,719 10,732
: : :
: : Changes in Commitments from: July 8, 2008 :
: 1,455: -475 701 1,679 2,134 154 3,338 2,535: -1,883 -1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.6 27.2 49.7 61.3 89.6 94.1: 10.4 5.9
Old : 100.0: 28.5 12.5 14.5 45.2 65.1 88.2 92.1: 11.8 7.9
Other: 100.0: 15.8 12.4 22.8 51.6 59.7 90.3 95.0: 9.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 42 39 58 64 63 150 133:
Old : 132: 39 23 30 49 47 100 90:
Other: 163: 43 45 42 56 54 128 113:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 29.4 26.5 43.8 13.8 22.7 21.2 33.0
Old : 21.4 27.8 35.5 42.4 18.6 24.7 30.2 39.1
Other: 21.7 38.1 32.8 52.0 19.2 31.4 27.2 41.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 1,085,743: 164,217 186,932 97,526 678,239 597,028 939,982 881,486: 145,761 204,257
Old : 1,085,743: 164,217 186,932 97,526 678,239 597,028 939,982 881,486: 145,761 204,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 31,201: -1,235 5,139 10,256 12,249 12,590 21,270 27,985: 9,931 3,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.2 9.0 62.5 55.0 86.6 81.2: 13.4 18.8
Old : 100.0: 15.1 17.2 9.0 62.5 55.0 86.6 81.2: 13.4 18.8
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 : 201: 28 60 51 88 97 156 168:
Old : 201: 28 60 51 88 97 156 168:
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 : 21.6 17.3 34.1 26.2 14.7 10.8 23.6 17.0
Old : 21.6 17.3 34.1 26.2 14.7 10.8 23.6 17.0
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 248,332: 58,852 5,200 63,116 83,277 159,069 205,245 227,385: 43,086 20,947
Old : 92,631: 32,185 4,182 15,021 30,070 63,515 77,275 82,718: 15,356 9,913
Other: 155,701: 40,700 15,052 34,062 53,208 95,553 127,970 144,667: 27,731 11,034
: : :
: : Changes in Commitments from: July 8, 2008 :
: -510: -1,238 -761 3,601 -4,227 -5,250 -1,864 -2,411: 1,354 1,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 2.1 25.4 33.5 64.1 82.6 91.6: 17.4 8.4
Old : 100.0: 34.7 4.5 16.2 32.5 68.6 83.4 89.3: 16.6 10.7
Other: 100.0: 26.1 9.7 21.9 34.2 61.4 82.2 92.9: 17.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 79 18 71 65 65 176 144:
Old : 161: 52 30 42 44 56 121 108:
Other: 180: 71 33 50 61 50 150 117:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 31.3 17.9 42.0 7.2 28.9 13.0 35.8
Old : 22.3 25.0 34.2 39.3 18.8 24.5 28.9 37.9
Other: 10.8 36.5 19.1 48.1 9.4 32.4 16.2 40.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 13,753: 2,543 888 831 7,692 10,752 11,067 12,470: 2,687 1,283
Old : 13,742: 2,543 884 831 7,692 10,752 11,067 12,466: 2,676 1,276
Other: 11: 0 4 0 0 0 0 4: 11 7
: : :
: : Changes in Commitments from: July 8, 2008 :
: -930: -246 -20 -23 -337 -722 -605 -765: -325 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 6.5 6.0 55.9 78.2 80.5 90.7: 19.5 9.3
Old : 100.0: 18.5 6.4 6.0 56.0 78.2 80.5 90.7: 19.5 9.3
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 : 61: 16 12 10 25 21 47 38:
Old : 61: 16 12 10 25 21 47 38:
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 : 27.6 63.1 43.1 72.2 19.7 44.8 32.3 51.9
Old : 27.7 63.2 43.1 72.3 19.7 44.8 32.3 52.0
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 15, 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 : 952,583: 177,295 213,648 39,555 614,047 604,715 830,896 857,917: 121,687 94,666
Old : 952,583: 177,295 213,648 39,555 614,047 604,715 830,896 857,917: 121,687 94,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -13,210: -15,636 -4,383 8,693 -607 -20,587 -7,550 -16,276: -5,659 3,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 22.4 4.2 64.5 63.5 87.2 90.1: 12.8 9.9
Old : 100.0: 18.6 22.4 4.2 64.5 63.5 87.2 90.1: 12.8 9.9
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 : 214: 45 44 32 87 92 148 152:
Old : 214: 45 44 32 87 92 148 152:
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 : 21.0 35.8 32.0 50.1 20.2 32.0 29.5 42.9
Old : 21.0 35.8 32.0 50.1 20.2 32.0 29.5 42.9
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 2,515,290: 259,507 268,635 394,849 1,520,181 1,462,917 2,174,537 2,126,401: 340,753 388,888
Old : 2,515,290: 259,507 268,635 394,849 1,520,181 1,462,917 2,174,537 2,126,401: 340,753 388,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 69,150: -21,211 19,800 62,732 7,841 10,566 49,362 93,097: 19,787 -23,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.7 15.7 60.4 58.2 86.5 84.5: 13.5 15.5
Old : 100.0: 10.3 10.7 15.7 60.4 58.2 86.5 84.5: 13.5 15.5
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 : 293: 52 72 74 125 144 224 243:
Old : 293: 52 72 74 125 144 224 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 16.4 30.7 25.0 19.2 12.4 25.0 17.7
Old : 24.5 16.4 30.7 25.0 19.2 12.4 25.0 17.7
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 1,780,446: 389,504 194,410 97,317 1,062,267 1,250,326 1,549,089 1,542,053: 231,357 238,393
Old : 1,780,446: 389,504 194,410 97,317 1,062,267 1,250,326 1,549,089 1,542,053: 231,357 238,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -12,797: -79,243 -7,972 14,014 43,779 8,729 -21,450 14,770: 8,653 -27,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 10.9 5.5 59.7 70.2 87.0 86.6: 13.0 13.4
Old : 100.0: 21.9 10.9 5.5 59.7 70.2 87.0 86.6: 13.0 13.4
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 : 200: 39 43 33 96 95 154 152:
Old : 200: 39 43 33 96 95 154 152:
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 : 20.6 24.8 30.3 36.8 13.9 17.1 22.4 25.1
Old : 20.6 24.8 30.3 36.8 13.9 17.1 22.4 25.1
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 881,149: 301,246 41,726 182,638 343,383 615,029 827,267 839,392: 53,882 41,757
Old : 881,149: 301,246 41,726 182,638 343,383 615,029 827,267 839,392: 53,882 41,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 64,249: -7,842 7,056 38,631 38,201 24,835 68,991 70,523: -4,742 -6,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 4.7 20.7 39.0 69.8 93.9 95.3: 6.1 4.7
Old : 100.0: 34.2 4.7 20.7 39.0 69.8 93.9 95.3: 6.1 4.7
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 : 130: 49 16 36 60 54 118 98:
Old : 130: 49 16 36 60 54 118 98:
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 36.5 44.3 53.8 25.7 35.1 31.5 45.0
Old : 32.6 36.5 44.3 53.8 25.7 35.1 31.5 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,010: 4,510 1,079 1,561 1,161 7,075 7,232 9,715: 5,778 3,295
Old : 13,010: 4,510 1,079 1,561 1,161 7,075 7,232 9,715: 5,778 3,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 8.3 12.0 8.9 54.4 55.6 74.7: 44.4 25.3
Old : 100.0: 34.7 8.3 12.0 8.9 54.4 55.6 74.7: 44.4 25.3
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 : 20: 11 2 5 2 6 13 13:
Old : 20: 11 2 5 2 6 13 13:
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 : 33.2 53.6 48.2 67.6 28.4 53.6 37.8 62.6
Old : 33.2 53.6 48.2 67.6 28.4 53.6 37.8 62.6
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 with Delta-adjusted Options and Futures Combined, July 15, 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 : 33,437: 12,617 15,038 1,343 12,798 8,854 26,758 25,235: 6,680 8,202
Old : 33,437: 12,617 15,038 1,343 12,798 8,854 26,758 25,235: 6,680 8,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 2,940: 416 1,207 130 810 422 1,356 1,759: 1,583 1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 45.0 4.0 38.3 26.5 80.0 75.5: 20.0 24.5
Old : 100.0: 37.7 45.0 4.0 38.3 26.5 80.0 75.5: 20.0 24.5
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 : 47: 14 17 8 13 8 35 25:
Old : 47: 14 17 8 13 8 35 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 33.4 49.0 53.4 31.0 33.4 48.7 52.3
Old : 31.0 33.4 49.0 53.4 31.0 33.4 48.7 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 126,919: 49,817 42,280 5,218 50,748 63,846 105,783 111,345: 21,136 15,575
Old : 126,919: 49,817 42,280 5,218 50,748 63,846 105,783 111,345: 21,136 15,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 15,800: 5,097 3,335 1,443 8,659 9,965 15,199 14,743: 601 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 33.3 4.1 40.0 50.3 83.3 87.7: 16.7 12.3
Old : 100.0: 39.3 33.3 4.1 40.0 50.3 83.3 87.7: 16.7 12.3
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 : 127: 44 45 18 25 23 77 78:
Old : 127: 44 45 18 25 23 77 78:
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 : 32.0 33.5 48.1 49.7 31.0 32.7 44.8 43.9
Old : 32.0 33.5 48.1 49.7 31.0 32.7 44.8 43.9
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 15, 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 : 56,459: 15,728 7,256 773 39,687 48,238 56,188 56,267: 271 192
Old : 56,459: 15,728 7,256 773 39,687 48,238 56,188 56,267: 271 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 436: 459 -262 -40 26 992 445 690: -9 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.9 1.4 70.3 85.4 99.5 99.7: 0.5 0.3
Old : 100.0: 27.9 12.9 1.4 70.3 85.4 99.5 99.7: 0.5 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 : 42: 11 14 3 13 11 25 27:
Old : 42: 11 14 3 13 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 : 72.4 79.7 86.2 92.3 47.5 45.3 54.0 53.3
Old : 72.4 79.7 86.2 92.3 47.5 45.3 54.0 53.3
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 15, 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 : 58,677: 17,331 1,795 0 41,325 56,622 58,656 58,417: 21 260
Old : 58,677: 17,331 1,795 0 41,325 56,622 58,656 58,417: 21 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: -1,421: 1,094 -745 0 -2,530 -714 -1,436 -1,459: 15 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 3.1 0.0 70.4 96.5 100.0 99.6: 0.0 0.4
Old : 100.0: 29.5 3.1 0.0 70.4 96.5 100.0 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 : 34: 5 12 0 10 11 15 23:
Old : 34: 5 12 0 10 11 15 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.8 96.0 97.2 97.5 89.7 95.8 97.1 97.3
Old : 89.8 96.0 97.2 97.5 89.7 95.8 97.1 97.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2008