WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 403,994: 67,463 64,291 115,775 192,224 171,002 375,462 351,068: 28,532 52,926
Old : 336,496: 56,181 65,434 93,202 162,540 136,642 311,923 295,278: 24,573 41,218
Other: 67,498: 28,016 15,591 5,839 29,684 34,360 63,539 55,790: 3,959 11,708
: : :
: : Changes in Commitments from: August 26, 2008 :
: -14,194: 1,196 7,433 -4,387 -10,254 -17,953 -13,445 -14,907: -748 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.9 28.7 47.6 42.3 92.9 86.9: 7.1 13.1
Old : 100.0: 16.7 19.4 27.7 48.3 40.6 92.7 87.8: 7.3 12.2
Other: 100.0: 41.5 23.1 8.7 44.0 50.9 94.1 82.7: 5.9 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 95 126 138 82 116 263 309:
Old : 349: 101 123 119 81 111 252 288:
Other: 170: 32 49 26 33 81 81 142:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 16.6 33.8 24.3 19.9 15.1 31.1 19.1
Old : 23.9 17.3 35.1 26.0 23.0 15.9 32.9 20.5
Other: 46.3 20.2 59.9 29.6 44.6 17.8 54.2 25.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 1,700,368: 191,485 74,211 596,455 775,447 791,863 1,563,387 1,462,528: 136,982 237,840
Old : 1,494,745: 174,206 85,945 530,911 666,832 674,468 1,371,950 1,291,323: 122,795 203,422
Other: 205,623: 41,432 12,419 41,390 108,615 117,396 191,437 171,205: 14,186 34,418
: : :
: : Changes in Commitments from: August 26, 2008 :
: -65,013: -7,709 -3,013 -30,952 -16,205 -29,026 -54,866 -62,991: -10,148 -2,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.4 35.1 45.6 46.6 91.9 86.0: 8.1 14.0
Old : 100.0: 11.7 5.7 35.5 44.6 45.1 91.8 86.4: 8.2 13.6
Other: 100.0: 20.1 6.0 20.1 52.8 57.1 93.1 83.3: 6.9 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 779: 177 164 275 271 367 600 691:
Old : 775: 172 176 264 266 365 589 681:
Other: 435: 60 69 58 83 265 172 366:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 14.2 23.1 20.9 9.1 6.4 14.8 9.5
Old : 14.2 14.0 22.1 20.9 9.6 5.5 15.8 9.1
Other: 32.1 24.6 47.6 34.9 22.4 13.2 33.2 17.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 16,516: 2,320 1,212 1,661 10,314 11,553 14,295 14,426: 2,221 2,090
Old : 15,785: 2,389 1,212 1,592 9,657 11,058 13,638 13,862: 2,147 1,923
Other: 731: 0 69 0 657 495 657 564: 74 167
: : :
: : Changes in Commitments from: August 26, 2008 :
: 166: -117 -19 285 302 -78 470 188: -304 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.3 10.1 62.4 69.9 86.6 87.3: 13.4 12.7
Old : 100.0: 15.1 7.7 10.1 61.2 70.1 86.4 87.8: 13.6 12.2
Other: 100.0: 0.0 9.4 0.0 89.9 67.7 89.9 77.2: 10.1 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 19 9 8 17 14 38 29:
Old : 51: 19 9 8 17 14 38 29:
Other: 8: 0 1 0 4 5 4 6:
:----------------------------------------------------------------------------------------------------
: 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 : 35.3 54.6 53.7 68.3 35.3 49.0 50.6 57.3
Old : 34.1 54.6 53.4 68.4 34.1 49.4 50.1 58.4
Other: 89.9 74.0 89.9 77.2 76.3 62.8 76.3 63.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 534,851: 92,991 29,166 183,197 207,346 241,112 483,534 453,474: 51,317 81,376
Old : 482,415: 87,363 32,042 159,368 187,831 217,659 434,562 409,069: 47,853 73,346
Other: 52,435: 15,901 7,397 13,555 19,515 23,453 48,972 44,405: 3,464 8,030
: : :
: : Changes in Commitments from: August 26, 2008 :
: -9,465: -2,927 -3,607 -2,161 -2,332 -4,092 -7,420 -9,860: -2,045 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 5.5 34.3 38.8 45.1 90.4 84.8: 9.6 15.2
Old : 100.0: 18.1 6.6 33.0 38.9 45.1 90.1 84.8: 9.9 15.2
Other: 100.0: 30.3 14.1 25.9 37.2 44.7 93.4 84.7: 6.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 163 121 188 105 188 353 428:
Old : 496: 158 127 183 105 187 349 425:
Other: 239: 39 55 27 36 130 92 197:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 19.9 28.1 28.1 12.2 11.2 18.2 15.1
Old : 19.2 19.6 27.2 28.0 12.6 11.8 19.1 15.6
Other: 46.3 29.3 60.4 43.2 26.4 15.0 34.5 22.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,951: 17,526 3,746 751 3 3,384 18,280 7,881: 2,671 13,070
Old : 18,376: 15,523 3,883 574 3 2,732 16,100 7,189: 2,276 11,187
Other: 2,575: 2,180 40 0 0 652 2,180 692: 395 1,883
: : :
: : Changes in Commitments from: August 26, 2008 :
: -658: 138 -81 -508 0 19 -370 -570: -288 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 17.9 3.6 0.0 16.2 87.3 37.6: 12.7 62.4
Old : 100.0: 84.5 21.1 3.1 0.0 14.9 87.6 39.1: 12.4 60.9
Other: 100.0: 84.7 1.6 0.0 0.0 25.3 84.7 26.9: 15.3 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 11 6 1 10 14 25:
Old : 32: 11 11 5 1 10 13 25:
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 : 65.8 15.2 83.0 22.6 65.7 14.7 80.9 21.4
Old : 65.8 15.5 83.8 23.3 65.8 14.8 81.3 22.1
Other: 68.1 21.4 83.7 25.0 68.1 21.4 83.7 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 311,483: 22,654 29,443 84,897 181,799 176,084 289,350 290,425: 22,132 21,058
Old : 292,717: 23,798 33,304 71,840 175,925 166,776 271,563 271,921: 21,153 20,796
Other: 18,766: 5,169 2,452 6,744 5,874 9,308 17,787 18,504: 979 262
: : :
: : Changes in Commitments from: August 26, 2008 :
: -3,266: 812 2,088 -372 -2,378 -6,057 -1,938 -4,341: -1,328 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.5 27.3 58.4 56.5 92.9 93.2: 7.1 6.8
Old : 100.0: 8.1 11.4 24.5 60.1 57.0 92.8 92.9: 7.2 7.1
Other: 100.0: 27.5 13.1 35.9 31.3 49.6 94.8 98.6: 5.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 44 48 67 67 67 156 158:
Old : 198: 46 49 65 66 67 153 158:
Other: 41: 10 7 9 15 11 31 24:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 29.5 34.0 40.2 15.3 21.1 21.8 28.0
Old : 20.8 26.9 32.6 38.1 16.2 21.9 23.2 29.3
Other: 76.9 81.8 85.3 91.9 48.9 48.8 52.8 57.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 1,011,970: 123,914 174,676 69,947 663,913 574,558 857,774 819,181: 154,195 192,789
Old : 1,011,970: 123,914 174,676 69,947 663,913 574,558 857,774 819,181: 154,195 192,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 14,517: 18,444 13,452 2,000 1,509 8,879 21,953 24,331: -7,436 -9,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 17.3 6.9 65.6 56.8 84.8 80.9: 15.2 19.1
Old : 100.0: 12.2 17.3 6.9 65.6 56.8 84.8 80.9: 15.2 19.1
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 : 198: 39 48 48 83 93 150 161:
Old : 198: 39 48 48 83 93 150 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 14.7 33.9 22.3 15.2 10.6 23.8 16.7
Old : 22.5 14.7 33.9 22.3 15.2 10.6 23.8 16.7
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, September 2, 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 : 193,722: 37,256 2,925 41,220 83,932 133,612 162,408 177,757: 31,314 15,965
Old : 185,695: 37,679 3,147 38,356 79,211 128,301 155,246 169,804: 30,449 15,891
Other: 8,027: 1,233 1,434 1,208 4,720 5,311 7,162 7,953: 865 74
: : :
: : Changes in Commitments from: August 26, 2008 :
: -874: 371 276 2,043 -2,197 -3,146 217 -828: -1,092 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 1.5 21.3 43.3 69.0 83.8 91.8: 16.2 8.2
Old : 100.0: 20.3 1.7 20.7 42.7 69.1 83.6 91.4: 16.4 8.6
Other: 100.0: 15.4 17.9 15.1 58.8 66.2 89.2 99.1: 10.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 58 12 54 66 67 148 125:
Old : 170: 58 17 54 66 67 148 125:
Other: 46: 15 6 13 17 10 38 25:
:----------------------------------------------------------------------------------------------------
: 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 38.7 21.9 48.9 9.3 29.9 15.9 36.4
Old : 14.3 38.6 22.3 48.3 9.4 29.6 16.0 36.2
Other: 37.9 59.4 56.0 80.1 34.5 55.8 52.5 74.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 11,648: 2,526 1,054 1,045 6,305 8,358 9,876 10,457: 1,771 1,191
Old : 11,634: 2,533 1,054 1,038 6,305 8,358 9,876 10,450: 1,757 1,184
Other: 14: 0 7 0 0 0 0 7: 14 7
: : :
: : Changes in Commitments from: August 26, 2008 :
: -494: -14 187 127 -574 -727 -461 -413: -33 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.0 9.0 54.1 71.8 84.8 89.8: 15.2 10.2
Old : 100.0: 21.8 9.1 8.9 54.2 71.8 84.9 89.8: 15.1 10.2
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 : 63: 19 10 10 22 20 47 35:
Old : 63: 19 10 10 22 20 47 35:
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 : 28.2 48.5 47.5 61.7 27.4 39.5 42.4 50.0
Old : 28.2 48.5 47.5 61.8 27.4 39.5 42.5 50.1
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, September 2, 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 : 979,685: 190,540 166,281 37,491 626,654 663,177 854,686 866,950: 124,999 112,735
Old : 979,685: 190,540 166,281 37,491 626,654 663,177 854,686 866,950: 124,999 112,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -6,759: 3,544 -16,530 334 -2,600 23,929 1,278 7,733: -8,037 -14,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 17.0 3.8 64.0 67.7 87.2 88.5: 12.8 11.5
Old : 100.0: 19.4 17.0 3.8 64.0 67.7 87.2 88.5: 12.8 11.5
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 : 211: 42 42 35 93 104 149 167:
Old : 211: 42 42 35 93 104 149 167:
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 : 21.1 30.4 31.3 42.2 19.7 24.1 28.2 34.3
Old : 21.1 30.4 31.3 42.2 19.7 24.1 28.2 34.3
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, September 2, 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 : 2,092,883: 287,667 244,242 225,747 1,247,724 1,229,477 1,761,137 1,699,466: 331,746 393,417
Old : 2,092,883: 287,667 244,242 225,747 1,247,724 1,229,477 1,761,137 1,699,466: 331,746 393,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 57,579: 24,572 -11,904 15,996 13,087 13,518 53,655 17,610: 3,924 39,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.7 10.8 59.6 58.7 84.1 81.2: 15.9 18.8
Old : 100.0: 13.7 11.7 10.8 59.6 58.7 84.1 81.2: 15.9 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 : 268: 51 70 70 117 126 212 222:
Old : 268: 51 70 70 117 126 212 222:
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 : 24.8 20.3 33.6 27.2 22.1 18.4 29.4 23.3
Old : 24.8 20.3 33.6 27.2 22.1 18.4 29.4 23.3
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, September 2, 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 : 1,657,789: 447,225 198,889 55,839 906,594 1,160,405 1,409,658 1,415,133: 248,131 242,656
Old : 1,657,789: 447,225 198,889 55,839 906,594 1,160,405 1,409,658 1,415,133: 248,131 242,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -132,123: -8,780 7,104 -7,969 -88,083 -116,562 -104,833 -117,428: -27,290 -14,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.0 3.4 54.7 70.0 85.0 85.4: 15.0 14.6
Old : 100.0: 27.0 12.0 3.4 54.7 70.0 85.0 85.4: 15.0 14.6
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 : 207: 48 40 33 98 99 163 155:
Old : 207: 48 40 33 98 99 163 155:
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 : 21.1 26.2 30.1 39.5 11.6 18.3 18.5 24.8
Old : 21.1 26.2 30.1 39.5 11.6 18.3 18.5 24.8
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, September 2, 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 : 915,505: 241,247 37,922 252,647 378,150 593,018 872,045 883,587: 43,460 31,918
Old : 915,505: 241,247 37,922 252,647 378,150 593,018 872,045 883,587: 43,460 31,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -15,905: 2,514 1,529 -4,501 -13,268 -8,786 -15,255 -11,759: -650 -4,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.1 27.6 41.3 64.8 95.3 96.5: 4.7 3.5
Old : 100.0: 26.4 4.1 27.6 41.3 64.8 95.3 96.5: 4.7 3.5
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 : 138: 52 16 41 64 60 124 110:
Old : 138: 52 16 41 64 60 124 110:
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 : 28.8 31.8 41.6 51.8 18.9 29.3 25.8 38.7
Old : 28.8 31.8 41.6 51.8 18.9 29.3 25.8 38.7
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, September 2, 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 : 36,909: 16,763 14,066 1,813 16,407 14,002 34,983 29,881: 1,926 7,028
Old : 36,909: 16,763 14,066 1,813 16,407 14,002 34,983 29,881: 1,926 7,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -386: 233 -650 42 2,245 2,580 2,520 1,973: -2,906 -2,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 38.1 4.9 44.5 37.9 94.8 81.0: 5.2 19.0
Old : 100.0: 45.4 38.1 4.9 44.5 37.9 94.8 81.0: 5.2 19.0
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 : 56: 17 19 11 16 12 41 34:
Old : 56: 17 19 11 16 12 41 34:
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 : 34.9 38.7 55.6 54.9 34.9 32.4 52.2 44.1
Old : 34.9 38.7 55.6 54.9 34.9 32.4 52.2 44.1
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, September 2, 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 : 125,909: 49,205 51,274 3,390 58,675 58,780 111,270 113,444: 14,639 12,465
Old : 125,909: 49,205 51,274 3,390 58,675 58,780 111,270 113,444: 14,639 12,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: -837: 1,387 -645 28 -1,006 2,866 409 2,249: -1,246 -3,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 40.7 2.7 46.6 46.7 88.4 90.1: 11.6 9.9
Old : 100.0: 39.1 40.7 2.7 46.6 46.7 88.4 90.1: 11.6 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 : 137: 48 45 22 27 28 83 87:
Old : 137: 48 45 22 27 28 83 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 28.5 46.6 46.8 27.6 28.4 40.6 42.5
Old : 32.0 28.5 46.6 46.8 27.6 28.4 40.6 42.5
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 60,617: 13,872 9,119 2,277 44,415 49,112 60,564 60,508: 53 109
Old : 60,617: 13,872 9,119 2,277 44,415 49,112 60,564 60,508: 53 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 8,550: -303 47 1,529 7,334 6,977 8,560 8,553: -10 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.0 3.8 73.3 81.0 99.9 99.8: 0.1 0.2
Old : 100.0: 22.9 15.0 3.8 73.3 81.0 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 3 15 12 26 25:
Old : 41: 10 11 3 15 12 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 76.4 84.7 92.2 44.9 37.9 51.7 50.9
Old : 71.8 76.4 84.7 92.2 44.9 37.9 51.7 50.9
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, September 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 58,948: 21,718 2,612 187 36,991 55,893 58,896 58,692: 52 256
Old : 58,948: 21,718 2,612 187 36,991 55,893 58,896 58,692: 52 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 3,666: 1,107 -515 0 2,579 4,233 3,686 3,718: -20 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 4.4 0.3 62.8 94.8 99.9 99.6: 0.1 0.4
Old : 100.0: 36.8 4.4 0.3 62.8 94.8 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 : 33: 6 9 1 12 10 18 20:
Old : 33: 6 9 1 12 10 18 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 : 82.4 95.0 93.8 98.3 79.7 94.8 91.1 95.8
Old : 82.4 95.0 93.8 98.3 79.7 94.8 91.1 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2008