WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 438,234: 72,581 72,898 124,901 213,582 188,400 411,065 386,199: 27,170 52,035
Old : 377,117: 58,056 71,903 109,014 185,661 153,044 352,731 333,961: 24,386 43,156
Other: 61,117: 25,540 12,009 4,873 27,921 35,356 58,334 52,238: 2,784 8,880
: : :
: : Changes in Commitments from: July 15, 2008 :
: 321: 1,626 -5,555 2,237 -2,066 3,582 1,797 265: -1,476 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.6 28.5 48.7 43.0 93.8 88.1: 6.2 11.9
Old : 100.0: 15.4 19.1 28.9 49.2 40.6 93.5 88.6: 6.5 11.4
Other: 100.0: 41.8 19.6 8.0 45.7 57.8 95.4 85.5: 4.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 104 125 141 84 112 280 303:
Old : 360: 110 120 130 81 109 271 289:
Other: 163: 28 47 21 29 80 68 138:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 14.4 34.6 23.3 19.4 13.1 30.8 18.9
Old : 24.3 14.8 36.7 23.5 22.3 13.0 33.4 18.9
Other: 50.7 23.4 63.0 32.4 49.7 19.3 59.2 26.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 2,058,725: 248,508 93,734 737,665 915,436 948,978 1,901,610 1,780,377: 157,116 278,349
Old : 544,151: 68,736 95,090 171,538 271,043 224,758 511,316 491,386: 32,835 52,765
Other: 1,514,574: 254,065 72,936 491,835 644,393 724,219 1,390,293 1,288,990: 124,281 225,584
: : :
: : Changes in Commitments from: July 15, 2008 :
: 32,449: -26,061 -1,563 44,589 14,018 -15,731 32,545 27,295: -96 5,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 4.6 35.8 44.5 46.1 92.4 86.5: 7.6 13.5
Old : 100.0: 12.6 17.5 31.5 49.8 41.3 94.0 90.3: 6.0 9.7
Other: 100.0: 16.8 4.8 32.5 42.5 47.8 91.8 85.1: 8.2 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 845: 204 174 284 279 401 631 740:
Old : 662: 117 153 137 183 314 370 534:
Other: 811: 221 151 243 248 385 572 685:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 14.2 21.3 21.3 8.3 5.4 13.7 8.8
Old : 19.6 13.1 32.0 22.1 19.2 7.4 28.7 11.6
Other: 13.6 14.7 21.8 21.3 7.3 5.9 12.5 9.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 17,468: 2,922 671 1,058 10,419 14,291 14,399 16,019: 3,069 1,448
Old : 17,333: 2,922 671 1,058 10,284 14,180 14,264 15,908: 3,069 1,424
Other: 135: 0 0 0 135 111 135 111: 0 24
: : :
: : Changes in Commitments from: July 15, 2008 :
: 91: -803 132 184 887 -501 269 -185: -177 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.8 6.1 59.6 81.8 82.4 91.7: 17.6 8.3
Old : 100.0: 16.9 3.9 6.1 59.3 81.8 82.3 91.8: 17.7 8.2
Other: 100.0: 0.0 0.0 0.0 100.0 82.2 100.0 82.2: 0.0 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 7 9 17 16 42 27:
Old : 50: 20 7 9 17 16 42 27:
Other: 2: 0 0 0 1 1 1 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 : 38.6 58.9 53.8 75.2 38.6 52.3 51.8 67.1
Old : 38.9 58.8 54.2 75.1 38.9 52.8 52.2 67.7
Other: 100.0 82.2 100.0 82.2 100.0 82.2 100.0 82.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 607,051: 119,152 32,236 193,948 241,062 297,106 554,162 523,290: 52,888 83,761
Old : 82,045: 14,464 7,652 28,153 32,072 38,805 74,689 74,610: 7,356 7,435
Other: 525,005: 117,304 37,199 153,180 208,990 258,301 479,473 448,680: 45,532 76,325
: : :
: : Changes in Commitments from: July 15, 2008 :
: -24,411: -16,213 1,766 5,810 -2,065 -24,578 -12,467 -17,001: -11,944 -7,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 5.3 31.9 39.7 48.9 91.3 86.2: 8.7 13.8
Old : 100.0: 17.6 9.3 34.3 39.1 47.3 91.0 90.9: 9.0 9.1
Other: 100.0: 22.3 7.1 29.2 39.8 49.2 91.3 85.5: 8.7 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 528: 172 122 194 124 202 392 444:
Old : 282: 81 56 62 65 112 172 205:
Other: 521: 159 136 179 107 200 363 432:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 22.4 29.2 30.4 11.8 12.6 17.7 15.9
Old : 37.9 32.4 46.8 41.7 16.5 13.0 22.0 18.4
Other: 20.6 22.0 29.7 30.4 13.6 13.5 20.5 17.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,921: 18,259 3,252 868 2 3,171 19,129 7,291: 2,792 14,630
Old : 699: 515 60 0 0 102 515 162: 184 537
Other: 21,222: 17,751 3,199 861 2 3,069 18,614 7,129: 2,608 14,093
: : :
: : Changes in Commitments from: July 15, 2008 :
: 484: 367 50 207 0 44 574 301: -90 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 14.8 4.0 0.0 14.5 87.3 33.3: 12.7 66.7
Old : 100.0: 73.7 8.6 0.0 0.0 14.6 73.7 23.2: 26.3 76.8
Other: 100.0: 83.6 15.1 4.1 0.0 14.5 87.7 33.6: 12.3 66.4
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 8 4 1 9 13 21:
Old : 17: 7 3 0 0 7 7 10:
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 : 65.9 15.1 82.7 21.7 65.9 13.1 79.1 19.3
Old : 61.7 20.9 73.7 22.9 61.7 20.9 73.7 22.9
Other: 66.3 15.3 83.0 21.8 66.3 13.3 79.2 19.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 310,471: 36,302 22,421 88,804 156,878 178,669 281,984 289,894: 28,487 20,577
Old : 89,735: 23,006 10,889 18,853 39,349 53,157 81,208 82,898: 8,527 6,836
Other: 220,736: 30,834 29,069 52,414 117,528 125,513 200,776 206,995: 19,960 13,741
: : :
: : Changes in Commitments from: July 15, 2008 :
: 6,717: -2,306 5,532 6,113 5,895 -7,600 9,702 4,045: -2,985 2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 7.2 28.6 50.5 57.5 90.8 93.4: 9.2 6.6
Old : 100.0: 25.6 12.1 21.0 43.9 59.2 90.5 92.4: 9.5 7.6
Other: 100.0: 14.0 13.2 23.7 53.2 56.9 91.0 93.8: 9.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 49 31 66 72 65 165 142:
Old : 136: 38 20 35 53 50 107 96:
Other: 168: 47 42 46 64 56 137 120:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 27.4 25.8 43.1 12.9 22.6 20.0 30.8
Old : 22.1 26.1 35.9 39.6 17.4 20.7 26.5 30.5
Other: 21.3 34.5 32.1 50.4 17.7 27.5 24.8 37.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 1,038,339: 151,762 177,922 82,924 662,299 575,266 896,985 836,111: 141,354 202,228
Old : 1,038,339: 151,762 177,922 82,924 662,299 575,266 896,985 836,111: 141,354 202,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -47,404: -12,455 -9,010 -14,602 -15,940 -21,763 -42,997 -45,375: -4,407 -2,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.1 8.0 63.8 55.4 86.4 80.5: 13.6 19.5
Old : 100.0: 14.6 17.1 8.0 63.8 55.4 86.4 80.5: 13.6 19.5
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 : 203: 39 51 52 81 96 146 173:
Old : 203: 39 51 52 81 96 146 173:
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 : 22.8 17.1 36.2 25.5 15.6 10.1 24.8 15.9
Old : 22.8 17.1 36.2 25.5 15.6 10.1 24.8 15.9
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 22, 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 : 231,748: 49,383 10,163 57,827 85,727 142,774 192,937 210,764: 38,811 20,984
Old : 76,797: 23,723 4,903 12,113 27,295 49,289 63,131 66,305: 13,667 10,492
Other: 154,951: 37,777 17,377 33,597 58,432 93,484 129,806 144,458: 25,145 10,493
: : :
: : Changes in Commitments from: July 15, 2008 :
: -16,584: -9,469 4,963 -5,289 2,449 -16,295 -12,309 -16,621: -4,275 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.4 25.0 37.0 61.6 83.3 90.9: 16.7 9.1
Old : 100.0: 30.9 6.4 15.8 35.5 64.2 82.2 86.3: 17.8 13.7
Other: 100.0: 24.4 11.2 21.7 37.7 60.3 83.8 93.2: 16.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 74 21 69 66 65 172 139:
Old : 152: 51 22 38 49 55 119 102:
Other: 174: 63 32 44 58 52 141 113:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 32.2 18.2 44.6 8.0 29.6 14.2 35.6
Old : 19.6 22.6 30.6 37.9 15.9 21.8 25.8 34.7
Other: 11.0 37.2 20.3 50.3 10.6 33.5 18.0 41.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 13,689: 2,446 966 760 8,138 10,535 11,343 12,260: 2,346 1,429
Old : 13,678: 2,446 963 760 8,138 10,535 11,343 12,257: 2,335 1,421
Other: 11: 0 3 0 0 0 0 3: 11 8
: : :
: : Changes in Commitments from: July 15, 2008 :
: -64: -98 78 -72 445 -217 276 -210: -340 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.1 5.5 59.4 77.0 82.9 89.6: 17.1 10.4
Old : 100.0: 17.9 7.0 5.6 59.5 77.0 82.9 89.6: 17.1 10.4
Other: 100.0: 0.0 27.3 0.0 0.0 0.0 0.0 27.3: 100.0 72.7
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 15 11 8 24 21 44 36:
Old : 59: 15 11 8 24 21 44 36:
Other: 1: 0 1 0 0 0 0 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 : 30.3 62.8 45.6 72.0 20.5 41.6 32.9 48.4
Old : 30.3 62.9 45.7 72.1 20.5 41.7 33.0 48.4
Other: 0.0 27.3 0.0 27.3 0.0 27.3 0.0 27.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 908,778: 152,623 197,139 32,393 614,301 591,110 799,317 820,643: 109,461 88,135
Old : 908,778: 152,623 197,139 32,393 614,301 591,110 799,317 820,643: 109,461 88,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -43,805: -24,672 -16,508 -7,161 254 -13,605 -31,579 -37,274: -12,226 -6,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 21.7 3.6 67.6 65.0 88.0 90.3: 12.0 9.7
Old : 100.0: 16.8 21.7 3.6 67.6 65.0 88.0 90.3: 12.0 9.7
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 : 211: 38 42 31 88 104 141 162:
Old : 211: 38 42 31 88 104 141 162:
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 : 22.6 30.8 33.4 47.4 21.9 27.5 30.3 39.5
Old : 22.6 30.8 33.4 47.4 21.9 27.5 30.3 39.5
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 22, 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 : 2,416,904: 246,207 341,632 365,428 1,467,162 1,304,684 2,078,797 2,011,744: 338,107 405,160
Old : 2,416,904: 246,207 341,632 365,428 1,467,162 1,304,684 2,078,797 2,011,744: 338,107 405,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -98,385: -13,299 72,997 -29,422 -53,019 -158,233 -95,739 -114,657: -2,646 16,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.1 15.1 60.7 54.0 86.0 83.2: 14.0 16.8
Old : 100.0: 10.2 14.1 15.1 60.7 54.0 86.0 83.2: 14.0 16.8
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 : 284: 45 78 74 125 140 219 243:
Old : 284: 45 78 74 125 140 219 243:
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 : 25.3 16.5 31.7 24.1 21.5 13.2 27.5 18.4
Old : 25.3 16.5 31.7 24.1 21.5 13.2 27.5 18.4
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 22, 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 : 1,754,270: 354,281 202,939 122,874 1,057,382 1,183,491 1,534,537 1,509,305: 219,733 244,966
Old : 1,754,270: 354,281 202,939 122,874 1,057,382 1,183,491 1,534,537 1,509,305: 219,733 244,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -26,176: -35,223 8,530 25,557 -4,886 -66,835 -14,552 -32,748: -11,624 6,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 11.6 7.0 60.3 67.5 87.5 86.0: 12.5 14.0
Old : 100.0: 20.2 11.6 7.0 60.3 67.5 87.5 86.0: 12.5 14.0
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 : 198: 40 40 36 98 95 153 156:
Old : 198: 40 40 36 98 95 153 156:
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 25.2 32.5 36.4 15.1 16.6 24.1 23.4
Old : 22.2 25.2 32.5 36.4 15.1 16.6 24.1 23.4
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 22, 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 : 868,952: 299,885 40,271 173,586 346,320 619,336 819,791 833,193: 49,161 35,759
Old : 868,952: 299,885 40,271 173,586 346,320 619,336 819,791 833,193: 49,161 35,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -12,196: -1,361 -1,455 -9,052 2,937 4,307 -7,476 -6,199: -4,721 -5,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.6 20.0 39.9 71.3 94.3 95.9: 5.7 4.1
Old : 100.0: 34.5 4.6 20.0 39.9 71.3 94.3 95.9: 5.7 4.1
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 : 135: 51 18 38 61 57 121 105:
Old : 135: 51 18 38 61 57 121 105:
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 : 31.2 37.3 42.9 54.0 26.0 35.7 32.0 46.2
Old : 31.2 37.3 42.9 54.0 26.0 35.7 32.0 46.2
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 22, 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 : 12,684: 3,583 1,890 1,988 1,549 5,987 7,121 9,865: 5,564 2,819
Old : 12,684: 3,583 1,890 1,988 1,549 5,987 7,121 9,865: 5,564 2,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -326: -927 811 427 388 -1,088 -111 150: -214 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 14.9 15.7 12.2 47.2 56.1 77.8: 43.9 22.2
Old : 100.0: 28.3 14.9 15.7 12.2 47.2 56.1 77.8: 43.9 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 5 6 3 5 15 14:
Old : 21: 10 5 6 3 5 15 14:
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 : 25.4 50.8 41.6 68.0 22.9 50.8 34.9 61.0
Old : 25.4 50.8 41.6 68.0 22.9 50.8 34.9 61.0
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 22, 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 : 32,414: 14,387 14,467 1,184 11,925 8,170 27,497 23,821: 4,918 8,594
Old : 32,414: 14,387 14,467 1,184 11,925 8,170 27,497 23,821: 4,918 8,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,023: 1,770 -572 -159 -872 -685 739 -1,415: -1,762 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 44.6 3.7 36.8 25.2 84.8 73.5: 15.2 26.5
Old : 100.0: 44.4 44.6 3.7 36.8 25.2 84.8 73.5: 15.2 26.5
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 : 51: 19 18 8 11 8 38 26:
Old : 51: 19 18 8 11 8 38 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 : 34.4 35.2 53.0 53.3 34.1 35.1 52.3 49.4
Old : 34.4 35.2 53.0 53.3 34.1 35.1 52.3 49.4
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 22, 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 : 121,827: 47,607 40,184 4,636 49,389 59,857 101,631 104,676: 20,196 17,151
Old : 121,827: 47,607 40,184 4,636 49,389 59,857 101,631 104,676: 20,196 17,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -5,092: -2,210 -2,096 -583 -1,360 -3,990 -4,152 -6,669: -940 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 33.0 3.8 40.5 49.1 83.4 85.9: 16.6 14.1
Old : 100.0: 39.1 33.0 3.8 40.5 49.1 83.4 85.9: 16.6 14.1
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 : 129: 39 48 19 26 24 75 81:
Old : 129: 39 48 19 26 24 75 81:
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 : 25.5 32.4 43.7 49.0 24.8 31.9 40.9 44.2
Old : 25.5 32.4 43.7 49.0 24.8 31.9 40.9 44.2
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 22, 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 : 57,918: 15,484 7,585 646 41,569 49,499 57,699 57,730: 219 188
Old : 57,918: 15,484 7,585 646 41,569 49,499 57,699 57,730: 219 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 1,459: -244 329 -127 1,882 1,261 1,511 1,463: -52 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.1 1.1 71.8 85.5 99.6 99.7: 0.4 0.3
Old : 100.0: 26.7 13.1 1.1 71.8 85.5 99.6 99.7: 0.4 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 : 41: 10 14 2 14 10 25 25:
Old : 41: 10 14 2 14 10 25 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 : 73.0 81.5 86.9 94.0 45.8 41.9 52.8 53.0
Old : 73.0 81.5 86.9 94.0 45.8 41.9 52.8 53.0
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 22, 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 : 60,715: 18,742 560 68 41,889 59,839 60,699 60,467: 16 248
Old : 60,715: 18,742 560 68 41,889 59,839 60,699 60,467: 16 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,038: 1,411 -1,235 68 564 3,217 2,043 2,050: -5 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 0.9 0.1 69.0 98.6 100.0 99.6: 0.0 0.4
Old : 100.0: 30.9 0.9 0.1 69.0 98.6 100.0 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 : 32: 7 8 1 10 11 17 20:
Old : 32: 7 8 1 10 11 17 20:
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 96.9 96.0 98.1 87.7 96.7 95.8 97.9
Old : 87.8 96.9 96.0 98.1 87.7 96.7 95.8 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2008