WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 419,486: 61,500 73,957 129,542 193,711 154,062 384,753 357,562: 34,733 61,924
Old : 349,890: 50,835 72,937 105,977 162,001 120,722 318,813 299,636: 31,077 50,254
Other: 69,596: 28,297 18,652 5,934 31,710 33,340 65,940 57,926: 3,656 11,670
: : :
: : Changes in Commitments from: September 9, 2008 :
: 17,453: -1,165 7,680 6,742 1,797 -7,786 7,374 6,636: 10,079 10,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.6 30.9 46.2 36.7 91.7 85.2: 8.3 14.8
Old : 100.0: 14.5 20.8 30.3 46.3 34.5 91.1 85.6: 8.9 14.4
Other: 100.0: 40.7 26.8 8.5 45.6 47.9 94.7 83.2: 5.3 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 95 124 130 81 110 248 309:
Old : 344: 95 127 113 79 106 236 291:
Other: 167: 38 40 30 37 80 91 138:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 12.9 31.2 20.6 17.7 10.4 28.3 14.1
Old : 21.1 13.9 32.9 21.8 20.2 10.5 29.1 15.0
Other: 45.3 18.7 58.6 28.0 42.9 16.2 52.7 23.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 1,710,581: 183,079 76,654 616,214 763,317 768,013 1,562,610 1,460,881: 147,971 249,699
Old : 1,495,482: 162,795 86,782 547,130 653,510 648,020 1,363,435 1,281,932: 132,047 213,550
Other: 215,098: 43,407 12,996 45,961 109,807 119,993 199,175 178,949: 15,924 36,149
: : :
: : Changes in Commitments from: September 9, 2008 :
: 25,467: -954 1,622 17,524 -3,670 -2,389 12,899 16,757: 12,568 8,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 4.5 36.0 44.6 44.9 91.3 85.4: 8.7 14.6
Old : 100.0: 10.9 5.8 36.6 43.7 43.3 91.2 85.7: 8.8 14.3
Other: 100.0: 20.2 6.0 21.4 51.0 55.8 92.6 83.2: 7.4 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 766: 198 148 266 273 359 594 677:
Old : 760: 207 147 252 266 355 581 660:
Other: 432: 63 76 56 88 255 170 369:
:----------------------------------------------------------------------------------------------------
: 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 14.4 21.8 21.2 8.0 6.6 13.4 9.7
Old : 13.2 14.3 20.7 21.2 8.5 6.0 14.5 9.4
Other: 30.6 24.0 45.0 33.0 21.9 12.9 32.4 17.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 17,537: 1,582 1,468 1,987 11,567 11,196 15,137 14,652: 2,400 2,885
Old : 16,219: 1,663 1,458 1,899 10,380 10,240 13,942 13,597: 2,278 2,623
Other: 1,317: 0 91 8 1,187 956 1,195 1,055: 122 262
: : :
: : Changes in Commitments from: September 9, 2008 :
: 775: -279 129 223 604 -60 548 292: 227 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.4 11.3 66.0 63.8 86.3 83.6: 13.7 16.4
Old : 100.0: 10.3 9.0 11.7 64.0 63.1 86.0 83.8: 14.0 16.2
Other: 100.0: 0.0 6.9 0.6 90.1 72.6 90.7 80.1: 9.3 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 12 14 7 18 14 34 31:
Old : 49: 14 12 7 18 14 34 31:
Other: 15: 0 3 2 7 8 9 11:
:----------------------------------------------------------------------------------------------------
: 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 : 36.5 51.7 55.8 63.8 36.0 43.6 49.9 49.6
Old : 34.0 51.3 54.7 63.0 33.5 43.1 48.5 49.6
Other: 87.2 65.1 90.5 79.0 71.8 57.9 72.9 62.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 562,180: 73,092 33,073 208,253 228,505 235,930 509,850 477,256: 52,331 84,925
Old : 505,311: 67,284 36,543 184,166 205,540 208,701 456,990 429,410: 48,321 75,901
Other: 56,869: 16,488 7,211 13,407 22,965 27,228 52,860 47,846: 4,009 9,023
: : :
: : Changes in Commitments from: September 9, 2008 :
: 15,158: -9,731 -4,039 12,328 9,790 3,633 12,386 11,922: 2,772 3,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 5.9 37.0 40.6 42.0 90.7 84.9: 9.3 15.1
Old : 100.0: 13.3 7.2 36.4 40.7 41.3 90.4 85.0: 9.6 15.0
Other: 100.0: 29.0 12.7 23.6 40.4 47.9 92.9 84.1: 7.1 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 490: 152 126 200 111 180 362 430:
Old : 488: 147 132 197 111 179 357 429:
Other: 231: 45 50 27 38 122 92 191:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 17.7 27.4 26.0 10.8 8.4 16.6 12.2
Old : 18.3 17.0 26.9 25.5 11.2 8.3 18.0 12.5
Other: 41.4 33.5 56.0 46.0 24.0 19.9 34.7 27.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,446: 16,924 3,811 645 152 3,282 17,721 7,738: 2,725 12,708
Old : 17,863: 14,925 3,928 488 152 2,617 15,565 7,033: 2,298 10,830
Other: 2,583: 2,156 40 0 0 665 2,156 705: 427 1,878
: : :
: : Changes in Commitments from: September 9, 2008 :
: -30: 297 264 212 150 53 659 529: -689 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 18.6 3.2 0.7 16.1 86.7 37.8: 13.3 62.2
Old : 100.0: 83.6 22.0 2.7 0.9 14.7 87.1 39.4: 12.9 60.6
Other: 100.0: 83.5 1.5 0.0 0.0 25.7 83.5 27.3: 16.5 72.7
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 11 4 2 9 15 23:
Old : 33: 12 11 4 2 9 15 23:
Other: 21: 8 4 0 0 9 8 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 : 65.6 15.5 80.4 22.9 65.6 14.7 78.7 21.5
Old : 65.7 15.7 80.9 23.5 65.7 14.9 79.0 22.5
Other: 67.6 21.8 83.5 25.4 67.6 21.8 83.5 25.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 341,022: 15,972 34,736 99,570 203,446 181,209 318,988 315,515: 22,034 25,508
Old : 320,516: 17,548 38,129 86,050 195,863 171,359 299,461 295,538: 21,055 24,978
Other: 20,506: 4,858 3,042 7,086 7,583 9,849 19,527 19,977: 979 529
: : :
: : Changes in Commitments from: September 9, 2008 :
: 10,826: -2,693 1,892 5,892 5,677 1,932 8,876 9,716: 1,950 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 10.2 29.2 59.7 53.1 93.5 92.5: 6.5 7.5
Old : 100.0: 5.5 11.9 26.8 61.1 53.5 93.4 92.2: 6.6 7.8
Other: 100.0: 23.7 14.8 34.6 37.0 48.0 95.2 97.4: 4.8 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 35 57 70 70 69 156 173:
Old : 206: 39 60 68 69 69 153 173:
Other: 45: 10 10 11 19 10 37 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 : 21.8 25.2 34.1 36.2 14.7 16.2 21.6 22.6
Old : 21.1 23.8 33.2 34.3 15.6 17.0 22.9 23.6
Other: 72.0 75.1 83.4 89.3 46.5 45.8 54.1 57.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 1,085,201: 101,739 169,142 103,368 728,905 603,265 934,012 875,775: 151,189 209,426
Old : 1,085,201: 101,739 169,142 103,368 728,905 603,265 934,012 875,775: 151,189 209,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 36,260: -28,522 -3,961 16,546 39,916 20,135 27,940 32,720: 8,320 3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.6 9.5 67.2 55.6 86.1 80.7: 13.9 19.3
Old : 100.0: 9.4 15.6 9.5 67.2 55.6 86.1 80.7: 13.9 19.3
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 : 192: 30 50 54 85 98 149 168:
Old : 192: 30 50 54 85 98 149 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 12.5 33.4 19.7 14.8 10.0 24.3 15.5
Old : 22.6 12.5 33.4 19.7 14.8 10.0 24.3 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 194,064: 30,376 8,748 39,502 93,722 128,327 163,600 176,577: 30,464 17,487
Old : 185,582: 29,854 8,924 37,270 88,911 122,051 156,035 168,246: 29,547 17,336
Other: 8,482: 1,458 759 1,296 4,811 6,276 7,565 8,331: 917 151
: : :
: : Changes in Commitments from: September 9, 2008 :
: -2,319: -2,202 2,935 -922 284 -5,420 -2,839 -3,406: 521 1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 4.5 20.4 48.3 66.1 84.3 91.0: 15.7 9.0
Old : 100.0: 16.1 4.8 20.1 47.9 65.8 84.1 90.7: 15.9 9.3
Other: 100.0: 17.2 8.9 15.3 56.7 74.0 89.2 98.2: 10.8 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 45 18 45 71 64 138 116:
Old : 158: 41 26 45 70 64 137 116:
Other: 46: 15 4 13 17 10 37 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 : 17.6 36.6 26.0 47.8 12.2 25.4 18.9 32.7
Old : 17.9 36.5 26.7 47.3 12.5 25.7 19.4 31.4
Other: 35.9 62.3 55.6 78.8 31.7 59.9 50.8 73.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 10,152: 2,446 1,053 747 4,888 6,932 8,081 8,732: 2,071 1,420
Old : 10,135: 2,446 1,047 747 4,888 6,932 8,081 8,726: 2,054 1,409
Other: 17: 0 6 0 0 0 0 6: 17 11
: : :
: : Changes in Commitments from: September 9, 2008 :
: -454: -80 48 -124 -275 -421 -479 -497: 25 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 10.4 7.4 48.2 68.3 79.6 86.0: 20.4 14.0
Old : 100.0: 24.1 10.3 7.4 48.2 68.4 79.7 86.1: 20.3 13.9
Other: 100.0: 0.0 35.3 0.0 0.0 0.0 0.0 35.3: 100.0 64.7
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 16 11 7 20 23 42 36:
Old : 63: 16 11 7 20 23 42 36:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 44.7 49.1 60.4 32.9 44.5 48.4 59.1
Old : 32.9 44.8 49.2 60.4 32.9 44.6 48.4 59.2
Other: 0.0 35.3 0.0 35.3 0.0 35.3 0.0 35.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 843,792: 133,289 168,950 39,490 543,770 513,090 716,548 721,530: 127,243 122,262
Old : 843,792: 133,289 168,950 39,490 543,770 513,090 716,548 721,530: 127,243 122,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -34,074: -39,425 8,554 9,406 -4,187 -76,302 -34,205 -58,342: 131 24,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 20.0 4.7 64.4 60.8 84.9 85.5: 15.1 14.5
Old : 100.0: 15.8 20.0 4.7 64.4 60.8 84.9 85.5: 15.1 14.5
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 : 183: 37 36 28 84 91 134 142:
Old : 183: 37 36 28 84 91 134 142:
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 : 21.2 28.7 32.0 38.1 20.1 24.8 29.1 32.8
Old : 21.2 28.7 32.0 38.1 20.1 24.8 29.1 32.8
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 16, 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 : 2,253,131: 225,252 191,835 324,519 1,346,809 1,331,824 1,896,580 1,848,178: 356,551 404,953
Old : 2,253,131: 225,252 191,835 324,519 1,346,809 1,331,824 1,896,580 1,848,178: 356,551 404,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 110,662: -26,989 -24,389 54,110 50,892 60,745 78,014 90,466: 32,648 20,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.5 14.4 59.8 59.1 84.2 82.0: 15.8 18.0
Old : 100.0: 10.0 8.5 14.4 59.8 59.1 84.2 82.0: 15.8 18.0
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 : 259: 48 60 68 119 130 206 219:
Old : 259: 48 60 68 119 130 206 219:
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 : 24.6 20.0 31.0 26.5 21.4 18.1 27.1 23.1
Old : 24.6 20.0 31.0 26.5 21.4 18.1 27.1 23.1
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 16, 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 : 1,627,320: 388,189 177,284 102,359 875,010 1,091,062 1,365,558 1,370,705: 261,762 256,615
Old : 1,627,320: 388,189 177,284 102,359 875,010 1,091,062 1,365,558 1,370,705: 261,762 256,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 5,549: 1,083 -22,846 35,606 -45,723 -39,710 -9,034 -26,950: 14,583 32,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.9 6.3 53.8 67.0 83.9 84.2: 16.1 15.8
Old : 100.0: 23.9 10.9 6.3 53.8 67.0 83.9 84.2: 16.1 15.8
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 : 185: 39 38 39 89 85 146 144:
Old : 185: 39 38 39 89 85 146 144:
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 : 21.2 29.5 31.1 40.4 12.3 20.2 19.3 26.9
Old : 21.2 29.5 31.1 40.4 12.3 20.2 19.3 26.9
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 16, 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 : 1,176,444: 198,515 33,470 423,690 499,433 673,809 1,121,638 1,130,968: 54,806 45,475
Old : 1,176,444: 198,515 33,470 423,690 499,433 673,809 1,121,638 1,130,968: 54,806 45,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 234,572: -18,176 -7,478 133,102 110,922 94,669 225,848 220,293: 8,724 14,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 2.8 36.0 42.5 57.3 95.3 96.1: 4.7 3.9
Old : 100.0: 16.9 2.8 36.0 42.5 57.3 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 : 146: 49 20 52 66 66 134 123:
Old : 146: 49 20 52 66 66 134 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 28.3 44.6 46.5 12.5 21.1 17.9 27.4
Old : 31.1 28.3 44.6 46.5 12.5 21.1 17.9 27.4
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 16, 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 : 62,342: 17,392 14,760 3,931 28,014 23,374 49,337 42,065: 13,005 20,276
Old : 62,342: 17,392 14,760 3,931 28,014 23,374 49,337 42,065: 13,005 20,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 21,113: 362 399 1,510 7,419 8,368 9,291 10,276: 11,822 10,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 23.7 6.3 44.9 37.5 79.1 67.5: 20.9 32.5
Old : 100.0: 27.9 23.7 6.3 44.9 37.5 79.1 67.5: 20.9 32.5
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 : 66: 19 24 17 20 16 50 46:
Old : 66: 19 24 17 20 16 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 29.3 46.9 41.8 28.0 18.5 39.1 27.9
Old : 29.6 29.3 46.9 41.8 28.0 18.5 39.1 27.9
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 16, 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 : 162,807: 49,290 49,345 8,177 86,444 89,804 143,911 147,326: 18,895 15,481
Old : 162,807: 49,290 49,345 8,177 86,444 89,804 143,911 147,326: 18,895 15,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 33,680: 1,586 -1,467 4,412 24,081 28,468 30,079 31,413: 3,601 2,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 30.3 5.0 53.1 55.2 88.4 90.5: 11.6 9.5
Old : 100.0: 30.3 30.3 5.0 53.1 55.2 88.4 90.5: 11.6 9.5
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 : 142: 47 48 29 34 33 96 96:
Old : 142: 47 48 29 34 33 96 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 : 25.4 25.5 40.3 45.0 16.3 24.0 25.8 33.4
Old : 25.4 25.5 40.3 45.0 16.3 24.0 25.8 33.4
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 16, 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 : 36,571: 13,635 8,344 630 22,150 27,562 36,415 36,536: 156 35
Old : 36,571: 13,635 8,344 630 22,150 27,562 36,415 36,536: 156 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -22,983: -764 -777 -1,054 -20,754 -20,600 -22,572 -22,431: -411 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 22.8 1.7 60.6 75.4 99.6 99.9: 0.4 0.1
Old : 100.0: 37.3 22.8 1.7 60.6 75.4 99.6 99.9: 0.4 0.1
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 : 38: 9 11 3 14 11 24 24:
Old : 38: 9 11 3 14 11 24 24:
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 : 65.4 79.7 82.3 92.8 48.7 53.7 59.5 63.0
Old : 65.4 79.7 82.3 92.8 48.7 53.7 59.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 53,034: 23,194 12,513 297 29,171 39,817 52,662 52,627: 372 407
Old : 53,034: 23,194 12,513 297 29,171 39,817 52,662 52,627: 372 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -14,718: 906 11,010 -1,815 -7,249 -17,278 -8,158 -8,083: -6,560 -6,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 23.6 0.6 55.0 75.1 99.3 99.2: 0.7 0.8
Old : 100.0: 43.7 23.6 0.6 55.0 75.1 99.3 99.2: 0.7 0.8
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 : 27: 7 6 1 9 6 16 13:
Old : 27: 7 6 1 9 6 16 13:
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 : 85.6 97.0 94.5 98.7 77.0 89.6 85.9 90.4
Old : 85.6 97.0 94.5 98.7 77.0 89.6 85.9 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2008