WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 449,902: 70,922 67,946 136,431 212,059 188,018 419,413 392,396: 30,490 57,507
Old : 387,702: 57,304 66,284 119,897 183,122 154,084 360,323 340,264: 27,380 47,438
Other: 62,200: 24,998 13,042 5,155 28,937 33,935 59,090 52,132: 3,110 10,068
: : :
: : Changes in Commitments from: July 29, 2008 :
: 13,593: 25 -3,638 10,932 1,610 4,058 12,566 11,352: 1,027 2,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 15.1 30.3 47.1 41.8 93.2 87.2: 6.8 12.8
Old : 100.0: 14.8 17.1 30.9 47.2 39.7 92.9 87.8: 7.1 12.2
Other: 100.0: 40.2 21.0 8.3 46.5 54.6 95.0 83.8: 5.0 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 102 130 153 87 111 287 318:
Old : 369: 107 129 139 83 107 275 304:
Other: 162: 24 53 21 29 80 67 141:
:----------------------------------------------------------------------------------------------------
: 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 14.2 32.8 23.0 18.6 12.8 29.1 17.7
Old : 23.2 14.8 34.1 22.9 20.7 12.6 30.6 17.5
Other: 49.5 21.6 62.2 30.5 47.7 18.3 57.0 25.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 1,960,640: 220,837 80,667 706,344 868,953 888,602 1,796,134 1,675,614: 164,507 285,027
Old : 418,277: 52,083 84,193 131,301 200,842 155,364 384,225 370,858: 34,051 47,419
Other: 1,542,364: 240,689 68,409 503,109 668,111 733,237 1,411,909 1,304,756: 130,455 237,608
: : :
: : Changes in Commitments from: July 29, 2008 :
: 20,888: -19,000 8,158 17,270 11,735 -22,563 10,005 2,865: 10,883 18,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.1 36.0 44.3 45.3 91.6 85.5: 8.4 14.5
Old : 100.0: 12.5 20.1 31.4 48.0 37.1 91.9 88.7: 8.1 11.3
Other: 100.0: 15.6 4.4 32.6 43.3 47.5 91.5 84.6: 8.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 815: 189 157 270 293 404 624 726:
Old : 627: 106 142 118 186 301 359 494:
Other: 791: 211 150 233 255 392 561 688:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 14.1 21.4 21.1 8.1 5.4 13.5 8.6
Old : 21.1 13.9 33.5 23.4 18.9 8.0 27.8 13.4
Other: 13.6 14.8 21.5 21.3 7.3 5.9 13.0 9.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 16,631: 2,153 771 1,594 10,599 12,465 14,346 14,830: 2,285 1,801
Old : 16,388: 2,163 771 1,584 10,414 12,304 14,161 14,659: 2,227 1,729
Other: 243: 0 10 0 185 161 185 171: 58 72
: : :
: : Changes in Commitments from: July 29, 2008 :
: -308: -332 222 277 106 -1,034 51 -535: -359 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 4.6 9.6 63.7 75.0 86.3 89.2: 13.7 10.8
Old : 100.0: 13.2 4.7 9.7 63.5 75.1 86.4 89.4: 13.6 10.6
Other: 100.0: 0.0 4.1 0.0 76.1 66.3 76.1 70.4: 23.9 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 17 8 9 17 17 39 31:
Old : 50: 18 8 9 17 17 39 31:
Other: 4: 0 1 0 2 1 2 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 : 37.5 54.5 53.5 71.0 36.9 47.6 51.7 60.2
Old : 38.1 54.3 54.3 71.1 37.4 47.9 52.5 61.3
Other: 76.1 70.4 76.1 70.4 76.1 70.4 76.1 70.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 547,771: 104,216 28,882 171,609 222,512 263,543 498,337 464,034: 49,434 83,737
Old : 495,630: 94,412 35,047 150,322 204,284 233,478 449,018 418,848: 46,612 76,782
Other: 52,141: 19,458 3,489 11,633 18,228 30,064 49,318 45,186: 2,822 6,955
: : :
: : Changes in Commitments from: July 29, 2008 :
: -4,838: -2,470 839 1,156 1,521 -8,137 206 -6,142: -5,044 1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 5.3 31.3 40.6 48.1 91.0 84.7: 9.0 15.3
Old : 100.0: 19.0 7.1 30.3 41.2 47.1 90.6 84.5: 9.4 15.5
Other: 100.0: 37.3 6.7 22.3 35.0 57.7 94.6 86.7: 5.4 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 516: 168 118 186 117 203 369 443:
Old : 515: 162 127 179 117 203 362 442:
Other: 252: 47 53 27 34 135 95 204:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 20.0 28.2 28.5 12.6 11.2 18.9 14.9
Old : 19.0 20.1 27.9 27.8 12.9 11.0 19.7 15.0
Other: 42.6 39.3 58.4 51.8 28.3 28.8 38.6 36.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,509: 18,450 3,867 1,207 2 3,273 19,659 8,347: 2,850 14,162
Old : 19,979: 16,272 3,981 1,053 2 2,626 17,327 7,660: 2,652 12,319
Other: 2,530: 2,332 40 0 0 647 2,332 687: 198 1,843
: : :
: : Changes in Commitments from: July 29, 2008 :
: 584: 286 618 44 0 132 330 794: 254 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 17.2 5.4 0.0 14.5 87.3 37.1: 12.7 62.9
Old : 100.0: 81.4 19.9 5.3 0.0 13.1 86.7 38.3: 13.3 61.7
Other: 100.0: 92.2 1.6 0.0 0.0 25.6 92.2 27.2: 7.8 72.8
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 11 9 1 10 16 28:
Old : 34: 12 12 8 1 10 15 28:
Other: 23: 10 4 0 0 9 10 13:
:----------------------------------------------------------------------------------------------------
: 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 14.3 80.4 22.0 63.6 12.4 77.8 18.8
Old : 63.5 15.3 80.7 22.7 63.3 12.8 77.6 19.5
Other: 69.2 21.5 91.0 25.2 69.2 21.5 91.0 25.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 299,973: 28,417 26,396 73,786 171,737 176,236 273,940 276,418: 26,032 23,554
Old : 53,282: 12,867 7,123 6,401 28,404 34,875 47,672 48,400: 5,610 4,882
Other: 246,690: 31,598 35,321 51,337 143,333 141,361 226,268 228,018: 20,422 18,672
: : :
: : Changes in Commitments from: July 29, 2008 :
: 3,681: -7,455 3,076 -10,248 22,512 7,457 4,810 286: -1,129 3,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.8 24.6 57.3 58.8 91.3 92.1: 8.7 7.9
Old : 100.0: 24.1 13.4 12.0 53.3 65.5 89.5 90.8: 10.5 9.2
Other: 100.0: 12.8 14.3 20.8 58.1 57.3 91.7 92.4: 8.3 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 44 41 60 68 68 153 148:
Old : 118: 32 15 14 41 46 78 71:
Other: 188: 44 53 51 63 66 140 143:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 30.1 30.5 42.4 13.2 22.9 20.7 30.6
Old : 29.7 30.2 41.2 44.0 25.6 29.2 36.7 39.9
Other: 21.6 33.0 33.3 45.6 15.4 24.4 23.0 31.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 969,771: 136,711 174,839 67,691 639,244 545,389 843,646 787,919: 126,126 181,853
Old : 969,771: 136,711 174,839 67,691 639,244 545,389 843,646 787,919: 126,126 181,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 13,363: 18,190 -1,889 5,648 -15,812 6,813 8,027 10,572: 5,336 2,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.0 7.0 65.9 56.2 87.0 81.2: 13.0 18.8
Old : 100.0: 14.1 18.0 7.0 65.9 56.2 87.0 81.2: 13.0 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 : 196: 29 58 50 75 95 138 169:
Old : 196: 29 58 50 75 95 138 169:
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 : 24.1 16.5 37.0 25.0 17.0 10.6 25.9 16.5
Old : 24.1 16.5 37.0 25.0 17.0 10.6 25.9 16.5
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, August 5, 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 : 212,919: 41,486 4,820 48,438 89,031 141,523 178,955 194,782: 33,964 18,137
Old : 46,757: 14,647 1,470 4,246 19,504 34,633 38,397 40,349: 8,360 6,408
Other: 166,161: 36,225 12,736 34,806 69,527 106,891 140,558 154,433: 25,603 11,729
: : :
: : Changes in Commitments from: July 29, 2008 :
: 3,315: -828 940 -1,098 6,573 4,658 4,647 4,500: -1,332 -1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 2.3 22.7 41.8 66.5 84.0 91.5: 16.0 8.5
Old : 100.0: 31.3 3.1 9.1 41.7 74.1 82.1 86.3: 17.9 13.7
Other: 100.0: 21.8 7.7 20.9 41.8 64.3 84.6 92.9: 15.4 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 64 20 61 71 71 166 135:
Old : 132: 37 20 24 44 59 94 90:
Other: 172: 56 31 46 65 55 143 114:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 35.8 19.5 47.4 10.3 30.0 16.8 37.9
Old : 18.6 27.2 31.0 44.1 18.2 24.2 28.9 38.6
Other: 12.6 40.0 21.8 53.5 12.4 35.3 20.0 45.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 13,749: 2,051 1,213 1,118 8,528 9,789 11,697 12,119: 2,052 1,629
Old : 13,736: 2,051 1,208 1,118 8,528 9,789 11,697 12,114: 2,039 1,621
Other: 13: 0 5 0 0 0 0 5: 13 8
: : :
: : Changes in Commitments from: July 29, 2008 :
: 6: -216 -16 317 126 -421 227 -120: -221 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.8 8.1 62.0 71.2 85.1 88.1: 14.9 11.9
Old : 100.0: 14.9 8.8 8.1 62.1 71.3 85.2 88.2: 14.8 11.8
Other: 100.0: 0.0 38.5 0.0 0.0 0.0 0.0 38.5: 100.0 61.5
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 14 14 8 22 21 42 38:
Old : 62: 14 14 8 22 21 42 38:
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 : 32.1 56.6 49.6 67.4 23.5 35.1 35.8 42.4
Old : 32.1 56.7 49.7 67.4 23.5 35.1 35.8 42.5
Other: 0.0 38.5 0.0 38.5 0.0 38.5 0.0 38.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 928,888: 136,461 199,138 28,791 648,429 608,710 813,681 836,639: 115,207 92,249
Old : 928,888: 136,461 199,138 28,791 648,429 608,710 813,681 836,639: 115,207 92,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 16,821: -10,564 371 2,611 23,599 12,140 15,645 15,121: 1,175 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 21.4 3.1 69.8 65.5 87.6 90.1: 12.4 9.9
Old : 100.0: 14.7 21.4 3.1 69.8 65.5 87.6 90.1: 12.4 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 : 216: 43 44 32 91 99 151 158:
Old : 216: 43 44 32 91 99 151 158:
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 : 26.7 29.1 36.7 44.4 23.6 25.5 31.4 38.5
Old : 26.7 29.1 36.7 44.4 23.6 25.5 31.4 38.5
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, August 5, 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 : 2,286,076: 230,074 283,336 288,870 1,461,007 1,349,503 1,979,950 1,921,710: 306,125 364,366
Old : 2,286,076: 230,074 283,336 288,870 1,461,007 1,349,503 1,979,950 1,921,710: 306,125 364,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 69,291: 8,361 -37,444 31,469 10,647 98,270 50,477 92,295: 18,814 -23,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 12.4 12.6 63.9 59.0 86.6 84.1: 13.4 15.9
Old : 100.0: 10.1 12.4 12.6 63.9 59.0 86.6 84.1: 13.4 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 41 75 71 124 137 213 235:
Old : 276: 41 75 71 124 137 213 235:
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 : 27.2 19.6 35.6 26.3 20.3 13.8 26.7 18.7
Old : 27.2 19.6 35.6 26.3 20.3 13.8 26.7 18.7
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, August 5, 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 : 1,673,503: 376,257 177,710 92,183 974,536 1,165,998 1,442,976 1,435,891: 230,527 237,613
Old : 1,673,503: 376,257 177,710 92,183 974,536 1,165,998 1,442,976 1,435,891: 230,527 237,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 49,263: 43,125 -9,438 -2,552 1,478 46,941 42,050 34,951: 7,213 14,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.6 5.5 58.2 69.7 86.2 85.8: 13.8 14.2
Old : 100.0: 22.5 10.6 5.5 58.2 69.7 86.2 85.8: 13.8 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 43 36 35 97 98 155 154:
Old : 199: 43 36 35 97 98 155 154:
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 : 24.2 26.8 34.2 38.8 15.8 17.9 22.7 24.7
Old : 24.2 26.8 34.2 38.8 15.8 17.9 22.7 24.7
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, August 5, 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 : 826,201: 263,689 37,136 177,857 340,439 577,853 781,985 792,846: 44,216 33,354
Old : 826,201: 263,689 37,136 177,857 340,439 577,853 781,985 792,846: 44,216 33,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -62,797: -40,051 -2,522 -3,502 -9,116 -52,243 -52,669 -58,268: -10,127 -4,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.5 21.5 41.2 69.9 94.6 96.0: 5.4 4.0
Old : 100.0: 31.9 4.5 21.5 41.2 69.9 94.6 96.0: 5.4 4.0
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 : 126: 48 18 37 56 52 116 97:
Old : 126: 48 18 37 56 52 116 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 35.3 42.7 52.6 23.5 32.6 29.3 42.8
Old : 29.9 35.3 42.7 52.6 23.5 32.6 29.3 42.8
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, August 5, 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 : 33,251: 15,678 14,146 1,254 12,019 8,425 28,950 23,825: 4,301 9,427
Old : 33,251: 15,678 14,146 1,254 12,019 8,425 28,950 23,825: 4,301 9,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 512: 721 -204 37 -13 -84 745 -251: -233 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 42.5 3.8 36.1 25.3 87.1 71.7: 12.9 28.3
Old : 100.0: 47.1 42.5 3.8 36.1 25.3 87.1 71.7: 12.9 28.3
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 : 51: 21 16 9 11 8 38 27:
Old : 51: 21 16 9 11 8 38 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 : 35.1 34.8 53.2 52.4 34.7 34.8 52.5 48.4
Old : 35.1 34.8 53.2 52.4 34.7 34.8 52.5 48.4
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, August 5, 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 : 126,329: 52,665 38,673 5,449 49,511 67,291 107,626 111,413: 18,704 14,916
Old : 126,329: 52,665 38,673 5,449 49,511 67,291 107,626 111,413: 18,704 14,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 2,181: 2,245 -657 814 1,643 1,292 4,702 1,450: -2,522 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 30.6 4.3 39.2 53.3 85.2 88.2: 14.8 11.8
Old : 100.0: 41.7 30.6 4.3 39.2 53.3 85.2 88.2: 14.8 11.8
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 : 138: 52 43 24 25 26 88 82:
Old : 138: 52 43 24 25 26 88 82:
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 : 25.2 33.1 41.3 53.6 23.3 31.8 37.4 46.8
Old : 25.2 33.1 41.3 53.6 23.3 31.8 37.4 46.8
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, August 5, 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 : 55,848: 14,965 9,479 1,020 39,797 45,149 55,782 55,648: 66 200
Old : 55,848: 14,965 9,479 1,020 39,797 45,149 55,782 55,648: 66 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -3,313: -206 1,334 477 -3,424 -5,133 -3,153 -3,322: -160 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 17.0 1.8 71.3 80.8 99.9 99.6: 0.1 0.4
Old : 100.0: 26.8 17.0 1.8 71.3 80.8 99.9 99.6: 0.1 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 : 45: 11 14 3 16 12 28 28:
Old : 45: 11 14 3 16 12 28 28:
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 : 72.0 75.7 85.6 92.0 49.1 40.1 54.6 54.6
Old : 72.0 75.7 85.6 92.0 49.1 40.1 54.6 54.6
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, August 5, 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 : 57,997: 18,343 1,825 0 39,647 55,974 57,990 57,799: 7 198
Old : 57,997: 18,343 1,825 0 39,647 55,974 57,990 57,799: 7 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -1,491: 1,078 668 0 -2,576 -2,116 -1,498 -1,448: 7 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 3.1 0.0 68.4 96.5 100.0 99.7: 0.0 0.3
Old : 100.0: 31.6 3.1 0.0 68.4 96.5 100.0 99.7: 0.0 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 : 35: 7 10 0 10 11 17 21:
Old : 35: 7 10 0 10 11 17 21:
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 : 87.3 96.1 97.0 97.6 86.8 96.0 96.5 97.4
Old : 87.3 96.1 97.0 97.6 86.8 96.0 96.5 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2008