WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 418,187: 66,267 56,858 120,162 202,478 188,955 388,907 365,975: 29,280 52,213
Old : 349,603: 54,429 57,582 97,641 171,867 153,465 323,938 308,688: 25,665 40,915
Other: 68,585: 28,481 15,919 5,878 30,611 35,491 64,970 57,287: 3,615 11,298
: : :
: : Changes in Commitments from: August 19, 2008 :
: -19,670: -1,892 -927 -17,870 2,057 2,591 -17,706 -16,206: -1,964 -3,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.6 28.7 48.4 45.2 93.0 87.5: 7.0 12.5
Old : 100.0: 15.6 16.5 27.9 49.2 43.9 92.7 88.3: 7.3 11.7
Other: 100.0: 41.5 23.2 8.6 44.6 51.7 94.7 83.5: 5.3 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 97 108 166 81 113 291 317:
Old : 358: 101 105 148 80 108 278 298:
Other: 171: 35 48 26 31 79 80 142:
:----------------------------------------------------------------------------------------------------
: 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 18.1 34.3 25.5 20.8 17.2 32.0 21.4
Old : 24.6 18.6 35.3 26.8 23.8 17.5 34.1 22.4
Other: 45.8 21.8 59.0 31.2 43.7 19.8 53.2 26.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 1,765,382: 199,195 77,224 627,407 791,651 820,889 1,618,253 1,525,519: 147,129 239,862
Old : 71,591: 38,440 7,108 22 16,375 50,961 54,837 58,091: 16,754 13,500
Other: 1,693,791: 199,686 109,047 588,453 775,276 769,928 1,563,416 1,467,428: 130,375 226,362
: : :
: : Changes in Commitments from: August 19, 2008 :
: -168,290: -13,986 -8,634 -105,298 -46,847 -47,440 -166,131 -161,373: -2,159 -6,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.4 35.5 44.8 46.5 91.7 86.4: 8.3 13.6
Old : 100.0: 53.7 9.9 0.0 22.9 71.2 76.6 81.1: 23.4 18.9
Other: 100.0: 11.8 6.4 34.7 45.8 45.5 92.3 86.6: 7.7 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 818: 175 172 314 291 378 655 740:
Old : 393: 89 38 2 101 184 192 222:
Other: 817: 166 231 262 268 374 582 733:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 14.0 22.5 20.6 8.8 6.7 14.4 9.7
Old : 11.6 26.8 17.9 36.3 11.5 26.8 17.7 36.2
Other: 14.7 14.0 23.4 20.6 9.1 6.0 14.9 8.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 16,350: 2,437 1,231 1,376 10,012 11,631 13,825 14,238: 2,525 2,112
Old : 15,810: 2,437 1,231 1,376 9,550 11,232 13,363 13,839: 2,447 1,971
Other: 540: 0 0 0 462 399 462 399: 78 141
: : :
: : Changes in Commitments from: August 19, 2008 :
: -275: -378 -86 52 179 -241 -148 -276: -127 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 7.5 8.4 61.2 71.1 84.6 87.1: 15.4 12.9
Old : 100.0: 15.4 7.8 8.7 60.4 71.0 84.5 87.5: 15.5 12.5
Other: 100.0: 0.0 0.0 0.0 85.6 73.9 85.6 73.9: 14.4 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 17 12 7 19 15 40 30:
Old : 52: 17 12 7 19 15 40 30:
Other: 7: 0 0 0 4 5 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 34.7 54.4 51.0 69.1 34.5 48.4 48.9 58.7
Old : 34.3 54.7 51.2 69.3 34.1 49.2 49.0 59.8
Other: 85.6 72.8 85.6 73.9 66.3 54.6 66.3 54.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 544,315: 95,918 32,773 185,358 209,678 245,204 490,954 463,334: 53,361 80,981
Old : 492,318: 90,679 35,769 161,077 190,402 222,055 442,158 418,902: 50,160 73,417
Other: 51,997: 16,483 8,247 13,036 19,276 23,149 48,796 44,432: 3,201 7,564
: : :
: : Changes in Commitments from: August 19, 2008 :
: -21,782: 2,391 -1,430 -11,846 -16,155 -10,482 -25,610 -23,758: 3,829 1,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.0 34.1 38.5 45.0 90.2 85.1: 9.8 14.9
Old : 100.0: 18.4 7.3 32.7 38.7 45.1 89.8 85.1: 10.2 14.9
Other: 100.0: 31.7 15.9 25.1 37.1 44.5 93.8 85.5: 6.2 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 147 134 186 107 191 353 427:
Old : 496: 145 136 183 107 191 350 426:
Other: 239: 36 57 24 35 133 86 200:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 19.8 27.4 28.1 12.1 11.1 18.1 15.3
Old : 18.6 19.3 26.2 27.7 12.4 11.5 18.8 15.8
Other: 46.6 28.8 61.1 43.0 27.1 14.7 35.9 22.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,609: 17,388 3,827 1,259 3 3,365 18,650 8,451: 2,959 13,158
Old : 19,040: 15,390 3,962 1,084 3 2,713 16,477 7,759: 2,563 11,281
Other: 2,569: 2,173 40 0 0 652 2,173 692: 396 1,877
: : :
: : Changes in Commitments from: August 19, 2008 :
: -315: -505 -69 80 0 33 -425 44: 110 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 17.7 5.8 0.0 15.6 86.3 39.1: 13.7 60.9
Old : 100.0: 80.8 20.8 5.7 0.0 14.2 86.5 40.8: 13.5 59.2
Other: 100.0: 84.6 1.6 0.0 0.0 25.4 84.6 26.9: 15.4 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 10 11 9 1 10 13 28:
Old : 31: 10 11 8 1 10 12 28:
Other: 22: 9 4 0 0 9 9 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 : 63.3 15.6 82.3 23.4 63.2 13.5 78.0 20.0
Old : 63.1 16.7 83.0 24.3 62.9 13.5 78.0 20.7
Other: 68.0 21.4 83.6 25.0 68.0 21.4 83.6 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 314,749: 21,842 27,355 85,270 184,176 182,141 291,288 294,765: 23,460 19,984
Old : 16,183: 5,310 2,988 16 8,803 11,615 14,129 14,619: 2,054 1,564
Other: 298,566: 22,127 29,962 79,659 175,373 170,526 277,159 280,146: 21,406 18,420
: : :
: : Changes in Commitments from: August 19, 2008 :
: -1,492: 189 590 -3,153 -277 96 -3,241 -2,466: 1,749 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.7 27.1 58.5 57.9 92.5 93.7: 7.5 6.3
Old : 100.0: 32.8 18.5 0.1 54.4 71.8 87.3 90.3: 12.7 9.7
Other: 100.0: 7.4 10.0 26.7 58.7 57.1 92.8 93.8: 7.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 43 40 66 72 69 156 161:
Old : 77: 18 13 1 20 28 38 42:
Other: 198: 47 49 60 70 68 148 160:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 28.5 32.9 39.6 15.1 20.8 21.4 28.1
Old : 34.4 48.1 47.3 61.8 34.4 48.1 47.3 61.8
Other: 21.1 30.0 33.5 41.7 15.9 22.6 22.5 29.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 997,453: 105,470 161,224 67,946 662,404 565,679 835,821 794,850: 161,632 202,603
Old : 997,453: 105,470 161,224 67,946 662,404 565,679 835,821 794,850: 161,632 202,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -1,974: 5,659 -2,792 -8,693 -24,439 -1,835 -27,473 -13,321: 25,499 11,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.2 6.8 66.4 56.7 83.8 79.7: 16.2 20.3
Old : 100.0: 10.6 16.2 6.8 66.4 56.7 83.8 79.7: 16.2 20.3
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 : 180: 31 44 43 75 91 133 151:
Old : 180: 31 44 43 75 91 133 151:
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 : 23.2 14.9 35.1 22.9 16.4 10.4 25.1 17.0
Old : 23.2 14.9 35.1 22.9 16.4 10.4 25.1 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 194,596: 36,884 2,649 39,177 86,129 136,758 162,191 178,584: 32,406 16,012
Old : 20,840: 3,393 1,250 0 12,951 15,405 16,344 16,655: 4,496 4,185
Other: 173,756: 35,148 3,056 37,521 73,178 121,353 145,847 161,929: 27,910 11,827
: : :
: : Changes in Commitments from: August 19, 2008 :
: -7,348: 1,158 -924 -2,434 -8,013 -4,059 -9,289 -7,418: 1,941 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 1.4 20.1 44.3 70.3 83.3 91.8: 16.7 8.2
Old : 100.0: 16.3 6.0 0.0 62.1 73.9 78.4 79.9: 21.6 20.1
Other: 100.0: 20.2 1.8 21.6 42.1 69.8 83.9 93.2: 16.1 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 53 15 49 69 70 144 123:
Old : 82: 12 8 0 26 45 38 53:
Other: 163: 53 18 48 68 59 142 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 38.4 21.9 49.7 9.2 30.2 15.6 37.0
Old : 43.1 34.3 58.3 50.2 42.3 34.3 57.5 50.2
Other: 13.7 40.6 22.4 53.3 10.3 34.0 17.6 43.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 12,141: 2,540 866 918 6,879 9,085 10,337 10,869: 1,804 1,272
Old : 12,127: 2,547 866 911 6,879 9,085 10,337 10,862: 1,790 1,265
Other: 14: 0 7 0 0 0 0 7: 14 7
: : :
: : Changes in Commitments from: August 19, 2008 :
: -688: 304 -449 -301 -561 383 -559 -367: -129 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 7.1 7.6 56.7 74.8 85.1 89.5: 14.9 10.5
Old : 100.0: 21.0 7.1 7.5 56.7 74.9 85.2 89.6: 14.8 10.4
Other: 100.0: 0.0 50.0 0.0 0.0 0.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 16 9 7 24 20 45 32:
Old : 59: 16 9 7 24 20 45 32:
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 : 30.1 52.2 48.5 64.8 25.9 39.0 40.3 49.6
Old : 30.1 52.2 48.6 64.9 25.9 39.0 40.4 49.7
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 986,444: 186,997 182,811 37,157 629,254 639,249 853,407 859,217: 133,036 127,227
Old : 986,444: 186,997 182,811 37,157 629,254 639,249 853,407 859,217: 133,036 127,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 9,247: 11,476 -15,964 -8,514 -551 10,930 2,411 -13,549: 6,836 22,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 18.5 3.8 63.8 64.8 86.5 87.1: 13.5 12.9
Old : 100.0: 19.0 18.5 3.8 63.8 64.8 86.5 87.1: 13.5 12.9
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 : 200: 39 39 30 86 101 137 159:
Old : 200: 39 39 30 86 101 137 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 27.4 32.0 40.4 20.5 22.5 28.9 34.0
Old : 21.9 27.4 32.0 40.4 20.5 22.5 28.9 34.0
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 26, 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 : 2,035,304: 263,094 256,145 209,751 1,234,636 1,215,959 1,707,482 1,681,856: 327,822 353,448
Old : 2,035,304: 263,094 256,145 209,751 1,234,636 1,215,959 1,707,482 1,681,856: 327,822 353,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -440,643: 19,118 -3,579 -167,189 -244,948 -198,417 -393,019 -369,185: -47,624 -71,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 12.6 10.3 60.7 59.7 83.9 82.6: 16.1 17.4
Old : 100.0: 12.9 12.6 10.3 60.7 59.7 83.9 82.6: 16.1 17.4
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 : 257: 61 55 68 115 122 206 215:
Old : 257: 61 55 68 115 122 206 215:
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 : 24.9 20.1 33.3 27.4 21.9 17.6 29.3 23.5
Old : 24.9 20.1 33.3 27.4 21.9 17.6 29.3 23.5
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 26, 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 : 1,789,912: 456,005 191,785 63,808 994,678 1,276,966 1,514,491 1,532,560: 275,421 257,351
Old : 1,789,912: 456,005 191,785 63,808 994,678 1,276,966 1,514,491 1,532,560: 275,421 257,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 26,783: 21,457 -8,695 -35,095 31,143 53,500 17,505 9,710: 9,277 17,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.7 3.6 55.6 71.3 84.6 85.6: 15.4 14.4
Old : 100.0: 25.5 10.7 3.6 55.6 71.3 84.6 85.6: 15.4 14.4
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 : 198: 45 37 29 96 96 156 147:
Old : 198: 45 37 29 96 96 156 147:
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 : 25.0 28.0 33.6 40.6 11.9 16.7 18.5 23.7
Old : 25.0 28.0 33.6 40.6 11.9 16.7 18.5 23.7
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 26, 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 : 931,410: 238,733 36,393 257,149 391,418 601,805 887,300 895,346: 44,110 36,064
Old : 931,410: 238,733 36,393 257,149 391,418 601,805 887,300 895,346: 44,110 36,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 9,397: 1,255 2,978 10,308 235 2,913 11,798 16,198: -2,401 -6,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 3.9 27.6 42.0 64.6 95.3 96.1: 4.7 3.9
Old : 100.0: 25.6 3.9 27.6 42.0 64.6 95.3 96.1: 4.7 3.9
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 : 135: 48 18 42 63 58 123 108:
Old : 135: 48 18 42 63 58 123 108:
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 : 27.5 31.6 41.7 51.4 19.0 28.9 26.2 38.0
Old : 27.5 31.6 41.7 51.4 19.0 28.9 26.2 38.0
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, August 26, 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 : 37,295: 16,530 14,716 1,771 14,162 11,422 32,463 27,909: 4,832 9,386
Old : 37,295: 16,530 14,716 1,771 14,162 11,422 32,463 27,909: 4,832 9,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,250: 1,172 -437 486 -735 598 923 647: 327 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 39.5 4.7 38.0 30.6 87.0 74.8: 13.0 25.2
Old : 100.0: 44.3 39.5 4.7 38.0 30.6 87.0 74.8: 13.0 25.2
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 : 55: 17 19 10 16 11 40 33:
Old : 55: 17 19 10 16 11 40 33:
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 : 34.6 32.5 53.2 48.3 34.6 31.8 51.5 43.8
Old : 34.6 32.5 53.2 48.3 34.6 31.8 51.5 43.8
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 26, 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 : 126,746: 47,817 51,918 3,362 59,681 55,914 110,860 111,194: 15,885 15,552
Old : 126,746: 47,817 51,918 3,362 59,681 55,914 110,860 111,194: 15,885 15,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -3,774: -1,629 -231 187 1,270 -4,085 -172 -4,130: -3,603 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 41.0 2.7 47.1 44.1 87.5 87.7: 12.5 12.3
Old : 100.0: 37.7 41.0 2.7 47.1 44.1 87.5 87.7: 12.5 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 45 46 21 31 25 86 82:
Old : 136: 45 46 21 31 25 86 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 : 30.8 28.9 45.7 48.2 28.0 28.7 40.9 44.0
Old : 30.8 28.9 45.7 48.2 28.0 28.7 40.9 44.0
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 26, 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 : 52,067: 14,175 9,072 748 37,081 42,135 52,004 51,955: 63 112
Old : 52,067: 14,175 9,072 748 37,081 42,135 52,004 51,955: 63 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -1,426: 1,132 -13 -250 -2,314 -424 -1,432 -687: 6 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.4 1.4 71.2 80.9 99.9 99.8: 0.1 0.2
Old : 100.0: 27.2 17.4 1.4 71.2 80.9 99.9 99.8: 0.1 0.2
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 : 41: 10 11 2 16 11 27 23:
Old : 41: 10 11 2 16 11 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 76.3 84.7 93.9 50.1 42.7 57.3 58.1
Old : 70.6 76.3 84.7 93.9 50.1 42.7 57.3 58.1
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 26, 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 : 55,282: 20,611 3,127 187 34,412 51,660 55,210 54,974: 72 308
Old : 55,282: 20,611 3,127 187 34,412 51,660 55,210 54,974: 72 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: -6,994: 293 134 0 -7,236 -7,100 -6,943 -6,966: -51 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 5.7 0.3 62.2 93.4 99.9 99.4: 0.1 0.6
Old : 100.0: 37.3 5.7 0.3 62.2 93.4 99.9 99.4: 0.1 0.6
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 : 33: 5 10 1 12 9 17 20:
Old : 33: 5 10 1 12 9 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 : 83.8 94.9 94.7 98.0 81.4 94.7 92.3 96.0
Old : 83.8 94.9 94.7 98.0 81.4 94.7 92.3 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2008