WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 442,906: 69,633 65,240 138,192 204,853 182,644 412,677 386,075: 30,229 56,831
Old : 380,043: 56,797 65,377 120,187 176,010 147,915 352,994 333,479: 27,049 46,564
Other: 62,863: 25,769 12,796 5,071 28,843 34,729 59,683 52,597: 3,180 10,266
: : :
: : Changes in Commitments from: August 5, 2008 :
: -6,996: -1,289 -2,707 1,761 -7,207 -5,374 -6,736 -6,320: -261 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.7 31.2 46.3 41.2 93.2 87.2: 6.8 12.8
Old : 100.0: 14.9 17.2 31.6 46.3 38.9 92.9 87.7: 7.1 12.3
Other: 100.0: 41.0 20.4 8.1 45.9 55.2 94.9 83.7: 5.1 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 98 127 166 83 105 295 318:
Old : 367: 108 124 153 81 101 286 306:
Other: 158: 24 57 20 27 73 67 134:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 15.3 32.8 23.2 19.0 13.9 29.9 18.3
Old : 22.9 15.6 33.9 23.3 21.3 13.2 31.1 17.7
Other: 49.6 23.5 62.0 32.2 47.0 20.6 55.5 27.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 1,958,525: 211,236 88,818 725,027 859,202 872,338 1,795,464 1,686,183: 163,060 272,341
Old : 342,451: 48,840 44,785 133,436 129,063 127,783 311,339 306,005: 31,112 36,446
Other: 1,616,074: 216,989 98,625 536,998 730,138 744,555 1,484,125 1,380,179: 131,948 235,895
: : :
: : Changes in Commitments from: August 5, 2008 :
: -2,116: -9,601 8,151 18,683 -9,751 -16,263 -670 10,570: -1,446 -12,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 4.5 37.0 43.9 44.5 91.7 86.1: 8.3 13.9
Old : 100.0: 14.3 13.1 39.0 37.7 37.3 90.9 89.4: 9.1 10.6
Other: 100.0: 13.4 6.1 33.2 45.2 46.1 91.8 85.4: 8.2 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 831: 182 174 294 303 395 657 739:
Old : 621: 126 129 117 193 280 396 450:
Other: 820: 197 190 246 262 385 580 713:
:----------------------------------------------------------------------------------------------------
: 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 14.3 21.2 21.6 7.8 5.7 12.9 8.7
Old : 17.4 16.2 28.2 25.6 11.6 6.7 15.1 11.5
Other: 13.4 14.5 22.0 21.1 8.3 6.2 13.9 9.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 17,408: 2,217 1,121 1,681 10,193 11,719 14,090 14,521: 3,318 2,887
Old : 16,986: 2,228 1,121 1,670 9,831 11,418 13,728 14,209: 3,258 2,777
Other: 422: 0 11 0 362 301 362 312: 60 110
: : :
: : Changes in Commitments from: August 5, 2008 :
: 777: 63 351 87 -407 -747 -256 -309: 1,033 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.4 9.7 58.6 67.3 80.9 83.4: 19.1 16.6
Old : 100.0: 13.1 6.6 9.8 57.9 67.2 80.8 83.7: 19.2 16.3
Other: 100.0: 0.0 2.6 0.0 85.8 71.3 85.8 73.9: 14.2 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 15 12 9 18 17 41 32:
Old : 52: 16 12 9 18 17 41 32:
Other: 6: 0 1 0 4 3 4 4:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 48.7 48.0 64.6 31.8 42.3 45.2 53.1
Old : 32.1 48.3 48.1 64.6 31.7 42.5 45.4 54.1
Other: 85.8 73.9 85.8 73.9 72.7 60.9 72.7 60.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 561,309: 95,737 33,377 190,394 226,656 255,396 512,787 479,167: 48,522 82,142
Old : 508,634: 83,580 37,715 172,225 207,475 224,164 463,279 434,103: 45,354 74,530
Other: 52,676: 19,739 3,243 10,588 19,181 31,233 49,508 45,064: 3,168 7,612
: : :
: : Changes in Commitments from: August 5, 2008 :
: 13,538: -8,478 4,495 18,785 4,144 -8,147 14,450 15,133: -912 -1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.9 33.9 40.4 45.5 91.4 85.4: 8.6 14.6
Old : 100.0: 16.4 7.4 33.9 40.8 44.1 91.1 85.3: 8.9 14.7
Other: 100.0: 37.5 6.2 20.1 36.4 59.3 94.0 85.6: 6.0 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 503: 149 129 191 113 199 359 442:
Old : 502: 144 137 187 113 199 354 442:
Other: 245: 46 49 28 33 132 91 201:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 20.1 29.0 28.6 11.5 9.9 17.5 13.3
Old : 18.8 20.4 28.5 28.1 11.6 9.6 18.9 13.2
Other: 43.5 39.9 58.1 52.8 28.5 29.7 39.1 37.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,028: 17,840 3,990 1,234 2 3,306 19,076 8,530: 2,952 13,498
Old : 19,478: 15,859 4,124 1,060 2 2,660 16,921 7,844: 2,557 11,634
Other: 2,550: 2,155 40 0 0 646 2,155 686: 395 1,864
: : :
: : Changes in Commitments from: August 5, 2008 :
: -481: -610 123 27 0 33 -583 183: 102 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 18.1 5.6 0.0 15.0 86.6 38.7: 13.4 61.3
Old : 100.0: 81.4 21.2 5.4 0.0 13.7 86.9 40.3: 13.1 59.7
Other: 100.0: 84.5 1.6 0.0 0.0 25.3 84.5 26.9: 15.5 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 11 10 1 10 15 28:
Old : 32: 11 11 8 1 10 13 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 : 64.1 16.0 82.8 23.7 63.9 13.7 78.6 20.2
Old : 63.9 17.3 83.5 24.4 63.7 14.5 78.7 21.1
Other: 68.1 21.5 83.3 25.0 68.1 21.5 83.3 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 320,641: 21,464 28,076 86,568 188,638 184,973 296,669 299,617: 23,972 21,024
Old : 45,999: 9,563 4,452 6,425 25,981 31,470 41,968 42,346: 4,031 3,653
Other: 274,642: 23,561 35,283 68,484 162,656 153,504 254,701 257,271: 19,941 17,371
: : :
: : Changes in Commitments from: August 5, 2008 :
: 20,668: -6,953 1,680 12,781 16,901 8,737 22,729 23,198: -2,060 -2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 8.8 27.0 58.8 57.7 92.5 93.4: 7.5 6.6
Old : 100.0: 20.8 9.7 14.0 56.5 68.4 91.2 92.1: 8.8 7.9
Other: 100.0: 8.6 12.8 24.9 59.2 55.9 92.7 93.7: 7.3 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 37 45 67 69 69 152 158:
Old : 113: 28 19 14 38 44 72 71:
Other: 187: 41 52 61 65 67 143 154:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 29.9 32.9 41.9 13.7 20.8 20.8 28.2
Old : 36.1 31.1 51.4 44.9 27.8 28.7 38.6 39.8
Other: 22.2 32.0 34.2 44.7 15.5 22.6 22.9 29.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 965,644: 110,313 159,391 67,786 658,563 558,188 836,662 785,366: 128,982 180,278
Old : 965,644: 110,313 159,391 67,786 658,563 558,188 836,662 785,366: 128,982 180,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -4,127: -26,398 -15,448 95 19,319 12,799 -6,983 -2,553: 2,856 -1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.5 7.0 68.2 57.8 86.6 81.3: 13.4 18.7
Old : 100.0: 11.4 16.5 7.0 68.2 57.8 86.6 81.3: 13.4 18.7
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 : 197: 32 54 49 77 95 142 165:
Old : 197: 32 54 49 77 95 142 165:
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 : 23.5 17.1 34.9 25.0 16.3 10.5 24.1 16.8
Old : 23.5 17.1 34.9 25.0 16.3 10.5 24.1 16.8
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 12, 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 : 210,028: 36,429 4,016 44,274 96,812 144,372 177,515 192,662: 32,512 17,365
Old : 44,547: 8,294 1,664 3,883 24,536 32,420 36,714 37,967: 7,833 6,580
Other: 165,481: 32,724 6,940 35,803 72,275 111,952 140,802 154,695: 24,679 10,786
: : :
: : Changes in Commitments from: August 5, 2008 :
: -2,891: -5,057 -804 -4,163 7,781 2,848 -1,440 -2,119: -1,451 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 1.9 21.1 46.1 68.7 84.5 91.7: 15.5 8.3
Old : 100.0: 18.6 3.7 8.7 55.1 72.8 82.4 85.2: 17.6 14.8
Other: 100.0: 19.8 4.2 21.6 43.7 67.7 85.1 93.5: 14.9 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 51 19 53 71 73 147 131:
Old : 121: 32 16 21 38 56 82 81:
Other: 159: 48 25 48 65 54 136 108:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 37.6 24.7 48.8 10.8 29.5 17.2 36.4
Old : 33.7 32.0 46.9 48.2 33.1 28.5 43.7 43.8
Other: 13.9 42.7 23.5 55.0 12.9 37.3 20.4 46.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 13,476: 2,030 1,510 1,169 8,415 9,219 11,614 11,898: 1,863 1,578
Old : 13,462: 2,030 1,504 1,169 8,415 9,219 11,614 11,892: 1,849 1,570
Other: 14: 0 6 0 0 0 0 6: 14 8
: : :
: : Changes in Commitments from: August 5, 2008 :
: -272: -21 297 52 -114 -570 -83 -221: -189 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.2 8.7 62.4 68.4 86.2 88.3: 13.8 11.7
Old : 100.0: 15.1 11.2 8.7 62.5 68.5 86.3 88.3: 13.7 11.7
Other: 100.0: 0.0 42.9 0.0 0.0 0.0 0.0 42.9: 100.0 57.1
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 14 13 8 23 22 42 39:
Old : 61: 14 13 8 23 22 42 39:
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 : 33.2 53.1 49.3 65.0 24.4 32.8 36.3 41.5
Old : 33.2 53.1 49.4 65.0 24.4 32.9 36.4 41.5
Other: 0.0 42.9 0.0 42.9 0.0 42.9 0.0 42.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 944,011: 154,959 223,318 33,502 632,340 596,105 820,801 852,925: 123,211 91,087
Old : 944,011: 154,959 223,318 33,502 632,340 596,105 820,801 852,925: 123,211 91,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 15,124: 18,499 24,180 4,711 -16,089 -12,605 7,120 16,286: 8,004 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 23.7 3.5 67.0 63.1 86.9 90.4: 13.1 9.6
Old : 100.0: 16.4 23.7 3.5 67.0 63.1 86.9 90.4: 13.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 43 40 33 95 96 153 154:
Old : 212: 43 40 33 95 96 153 154:
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 : 24.5 33.4 34.6 47.6 23.1 29.6 31.4 42.3
Old : 24.5 33.4 34.6 47.6 23.1 29.6 31.4 42.3
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 12, 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 : 2,388,232: 245,415 267,828 340,170 1,456,556 1,382,684 2,042,141 1,990,683: 346,091 397,549
Old : 2,388,232: 245,415 267,828 340,170 1,456,556 1,382,684 2,042,141 1,990,683: 346,091 397,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 102,157: 15,341 -15,508 51,300 -4,451 33,181 62,191 68,973: 39,966 33,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.2 14.2 61.0 57.9 85.5 83.4: 14.5 16.6
Old : 100.0: 10.3 11.2 14.2 61.0 57.9 85.5 83.4: 14.5 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 46 77 76 125 138 224 239:
Old : 283: 46 77 76 125 138 224 239:
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 : 25.8 19.7 34.0 27.0 17.8 13.6 24.6 18.2
Old : 25.8 19.7 34.0 27.0 17.8 13.6 24.6 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 1,718,051: 429,244 193,379 82,599 940,306 1,200,094 1,452,150 1,476,072: 265,901 241,979
Old : 1,718,051: 429,244 193,379 82,599 940,306 1,200,094 1,452,150 1,476,072: 265,901 241,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 44,548: 52,987 15,669 -9,583 -34,230 34,096 9,174 40,182: 35,374 4,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 11.3 4.8 54.7 69.9 84.5 85.9: 15.5 14.1
Old : 100.0: 25.0 11.3 4.8 54.7 69.9 84.5 85.9: 15.5 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 : 205: 41 40 33 100 103 160 157:
Old : 205: 41 40 33 100 103 160 157:
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 : 23.3 27.3 32.6 39.6 14.1 17.1 20.3 24.2
Old : 23.3 27.3 32.6 39.6 14.1 17.1 20.3 24.2
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 12, 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 : 866,394: 245,686 38,704 206,950 368,073 582,022 820,709 827,677: 45,685 38,717
Old : 866,394: 245,686 38,704 206,950 368,073 582,022 820,709 827,677: 45,685 38,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 40,193: -18,002 1,568 29,094 27,633 4,169 38,724 34,830: 1,469 5,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 4.5 23.9 42.5 67.2 94.7 95.5: 5.3 4.5
Old : 100.0: 28.4 4.5 23.9 42.5 67.2 94.7 95.5: 5.3 4.5
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 : 126: 52 15 36 56 51 116 96:
Old : 126: 52 15 36 56 51 116 96:
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 : 27.8 34.2 41.1 52.3 19.9 31.3 26.8 40.7
Old : 27.8 34.2 41.1 52.3 19.9 31.3 26.8 40.7
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 12, 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 : 35,833: 15,590 14,053 1,609 14,551 11,396 31,751 27,058: 4,082 8,775
Old : 35,833: 15,590 14,053 1,609 14,551 11,396 31,751 27,058: 4,082 8,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,581: -88 -93 356 2,533 2,971 2,801 3,233: -220 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 39.2 4.5 40.6 31.8 88.6 75.5: 11.4 24.5
Old : 100.0: 43.5 39.2 4.5 40.6 31.8 88.6 75.5: 11.4 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 : 56: 22 16 11 14 10 43 30:
Old : 56: 22 16 11 14 10 43 30:
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 : 38.3 35.1 56.3 52.6 38.0 35.0 55.6 48.8
Old : 38.3 35.1 56.3 52.6 38.0 35.0 55.6 48.8
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 12, 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 : 128,014: 47,923 37,497 5,196 57,187 69,989 110,306 112,682: 17,708 15,332
Old : 128,014: 47,923 37,497 5,196 57,187 69,989 110,306 112,682: 17,708 15,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,685: -4,742 -1,177 -253 7,676 2,698 2,680 1,269: -996 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 29.3 4.1 44.7 54.7 86.2 88.0: 13.8 12.0
Old : 100.0: 37.4 29.3 4.1 44.7 54.7 86.2 88.0: 13.8 12.0
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 : 129: 47 38 27 27 26 88 77:
Old : 129: 47 38 27 27 26 88 77:
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 : 30.3 32.9 45.5 55.0 28.2 31.5 41.4 47.2
Old : 30.3 32.9 45.5 55.0 28.2 31.5 41.4 47.2
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, August 12, 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 : 55,477: 14,801 9,457 793 39,846 45,029 55,440 55,279: 37 198
Old : 55,477: 14,801 9,457 793 39,846 45,029 55,440 55,279: 37 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -371: -164 -22 -227 49 -120 -342 -369: -29 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 17.0 1.4 71.8 81.2 99.9 99.6: 0.1 0.4
Old : 100.0: 26.7 17.0 1.4 71.8 81.2 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 : 42: 9 14 3 15 11 25 27:
Old : 42: 9 14 3 15 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 : 75.0 77.2 88.5 93.4 51.6 41.2 56.9 55.7
Old : 75.0 77.2 88.5 93.4 51.6 41.2 56.9 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 59,001: 18,529 1,649 187 40,274 56,903 58,990 58,739: 11 262
Old : 59,001: 18,529 1,649 187 40,274 56,903 58,990 58,739: 11 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,004: 186 -176 187 627 929 1,000 940: 4 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 2.8 0.3 68.3 96.4 100.0 99.6: 0.0 0.4
Old : 100.0: 31.4 2.8 0.3 68.3 96.4 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 9 1 10 11 16 21:
Old : 32: 6 9 1 10 11 16 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 : 87.2 95.3 97.3 97.5 85.8 95.3 95.9 96.7
Old : 87.2 95.3 97.3 97.5 85.8 95.3 95.9 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2008