WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 415,737: 56,358 68,208 149,682 184,170 146,590 390,210 364,480: 25,526 51,257
Old : 343,323: 46,432 67,549 121,961 153,444 113,607 321,837 303,117: 21,487 40,206
Other: 72,413: 28,764 19,497 8,883 30,726 32,983 68,374 61,363: 4,040 11,050
: : :
: : Changes in Commitments from: September 30, 2008 :
: 13,014: -1,136 2,153 18,105 -4,089 -6,235 12,880 14,024: 135 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 16.4 36.0 44.3 35.3 93.9 87.7: 6.1 12.3
Old : 100.0: 13.5 19.7 35.5 44.7 33.1 93.7 88.3: 6.3 11.7
Other: 100.0: 39.7 26.9 12.3 42.4 45.5 94.4 84.7: 5.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 78 123 130 84 109 247 290:
Old : 314: 85 111 113 83 105 235 269:
Other: 171: 32 47 35 40 81 93 146:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 12.8 31.1 20.4 16.4 8.7 26.3 12.9
Old : 20.1 13.9 33.4 22.0 18.4 8.9 28.0 14.0
Other: 43.8 18.0 58.6 27.6 42.5 14.4 52.3 21.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 1,728,906: 157,557 84,260 688,367 736,996 703,296 1,582,920 1,475,923: 145,986 252,983
Old : 1,496,073: 142,959 97,801 603,683 622,194 581,669 1,368,836 1,283,153: 127,237 212,919
Other: 232,833: 47,680 19,540 51,603 114,802 121,627 214,085 192,770: 18,749 40,063
: : :
: : Changes in Commitments from: September 30, 2008 :
: 43,106: -14,887 10,060 61,430 -1,739 -26,007 44,804 45,483: -1,698 -2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 4.9 39.8 42.6 40.7 91.6 85.4: 8.4 14.6
Old : 100.0: 9.6 6.5 40.4 41.6 38.9 91.5 85.8: 8.5 14.2
Other: 100.0: 20.5 8.4 22.2 49.3 52.2 91.9 82.8: 8.1 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 725: 151 185 260 276 332 586 643:
Old : 720: 143 196 245 269 328 572 627:
Other: 416: 66 71 57 92 239 179 348:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 14.9 21.7 22.0 6.9 5.9 12.2 8.3
Old : 12.7 14.5 21.1 21.9 7.4 5.0 13.1 8.0
Other: 24.9 24.2 39.2 33.8 18.7 13.6 27.5 17.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 18,159: 1,024 1,820 2,380 12,868 10,794 16,271 14,994: 1,887 3,165
Old : 16,080: 1,226 1,809 2,137 10,878 9,177 14,241 13,123: 1,839 2,957
Other: 2,079: 0 213 41 1,990 1,617 2,031 1,871: 48 208
: : :
: : Changes in Commitments from: September 30, 2008 :
: 703: -181 214 218 790 105 827 537: -124 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 10.0 13.1 70.9 59.4 89.6 82.6: 10.4 17.4
Old : 100.0: 7.6 11.3 13.3 67.6 57.1 88.6 81.6: 11.4 18.4
Other: 100.0: 0.0 10.2 2.0 95.7 77.8 97.7 90.0: 2.3 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 11 19 7 20 13 36 34:
Old : 53: 13 17 7 20 13 36 34:
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 : 40.8 49.5 60.7 62.0 37.4 38.0 50.9 44.1
Old : 35.5 47.3 57.9 59.1 32.6 36.2 47.7 43.1
Other: 88.8 70.5 97.5 88.6 76.1 59.6 76.1 68.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 575,501: 63,111 25,537 230,722 230,032 230,308 523,864 486,566: 51,637 88,935
Old : 509,278: 56,206 27,889 204,477 200,625 198,472 461,307 430,838: 47,970 78,440
Other: 66,223: 17,977 8,720 15,173 29,407 31,836 62,557 55,728: 3,666 10,495
: : :
: : Changes in Commitments from: September 30, 2008 :
: 20,236: -236 -3,269 14,184 6,279 6,489 20,227 17,405: 9 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.4 40.1 40.0 40.0 91.0 84.5: 9.0 15.5
Old : 100.0: 11.0 5.5 40.2 39.4 39.0 90.6 84.6: 9.4 15.4
Other: 100.0: 27.1 13.2 22.9 44.4 48.1 94.5 84.2: 5.5 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 132 116 200 115 158 353 393:
Old : 432: 136 116 193 112 157 345 389:
Other: 204: 36 50 28 42 103 93 167:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 18.6 27.7 27.4 8.5 7.3 14.2 10.3
Old : 18.4 18.3 27.5 26.5 9.3 7.4 15.9 11.2
Other: 38.6 38.3 59.4 49.4 30.6 24.6 40.3 30.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,217: 15,356 3,486 875 3 2,804 16,234 7,165: 2,983 12,052
Old : 16,631: 13,329 3,628 707 3 2,174 14,039 6,509: 2,592 10,122
Other: 2,586: 2,195 26 0 0 630 2,195 656: 391 1,930
: : :
: : Changes in Commitments from: September 30, 2008 :
: -27: -260 -125 242 1 -184 -17 -67: -10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 18.1 4.6 0.0 14.6 84.5 37.3: 15.5 62.7
Old : 100.0: 80.1 21.8 4.3 0.0 13.1 84.4 39.1: 15.6 60.9
Other: 100.0: 84.9 1.0 0.0 0.0 24.4 84.9 25.4: 15.1 74.6
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 9 7 1 7 16 20:
Old : 28: 12 9 7 1 7 16 20:
Other: 20: 10 3 0 0 7 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 65.1 17.7 77.2 26.5 65.0 17.4 75.9 24.9
Old : 65.0 18.5 77.1 27.8 64.9 18.1 75.5 25.5
Other: 68.4 22.0 84.5 25.1 68.4 22.0 84.5 25.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 335,790: 18,971 26,395 93,866 199,135 189,538 311,972 309,799: 23,819 25,991
Old : 311,819: 20,400 30,279 80,209 188,439 175,717 289,048 286,206: 22,771 25,613
Other: 23,971: 4,967 2,512 7,261 10,696 13,821 22,924 23,593: 1,048 378
: : :
: : Changes in Commitments from: September 30, 2008 :
: 15,936: -3,370 -3,074 2,364 14,437 14,748 13,431 14,038: 2,506 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.9 28.0 59.3 56.4 92.9 92.3: 7.1 7.7
Old : 100.0: 6.5 9.7 25.7 60.4 56.4 92.7 91.8: 7.3 8.2
Other: 100.0: 20.7 10.5 30.3 44.6 57.7 95.6 98.4: 4.4 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 36 42 67 68 64 149 150:
Old : 184: 39 44 64 67 63 145 149:
Other: 48: 8 11 12 20 11 38 26:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 26.4 32.0 39.1 11.4 17.2 18.5 24.3
Old : 21.4 27.2 32.1 39.1 12.9 18.9 20.8 26.2
Other: 68.8 80.1 83.7 92.2 47.9 54.7 59.0 63.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 941,730: 67,386 172,021 81,766 663,775 501,918 812,927 755,706: 128,803 186,024
Old : 941,730: 67,386 172,021 81,766 663,775 501,918 812,927 755,706: 128,803 186,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -2,223: 3,217 10,143 1,493 -2,846 -29,475 1,863 -17,839: -4,086 15,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 18.3 8.7 70.5 53.3 86.3 80.2: 13.7 19.8
Old : 100.0: 7.2 18.3 8.7 70.5 53.3 86.3 80.2: 13.7 19.8
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: 29 47 48 80 97 137 164:
Old : 185: 29 47 48 80 97 137 164:
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 : 23.9 12.4 35.4 19.8 18.1 10.2 27.0 16.0
Old : 23.9 12.4 35.4 19.8 18.1 10.2 27.0 16.0
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, October 7, 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 : 186,640: 26,540 14,758 44,453 85,410 106,069 156,404 165,280: 30,236 21,360
Old : 177,206: 26,070 14,891 41,857 80,324 99,327 148,251 156,075: 28,955 21,131
Other: 9,434: 1,354 751 1,713 5,087 6,741 8,153 9,205: 1,281 229
: : :
: : Changes in Commitments from: September 30, 2008 :
: 5,006: -1,381 3,102 2,625 4,215 -232 5,460 5,495: -453 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.9 23.8 45.8 56.8 83.8 88.6: 16.2 11.4
Old : 100.0: 14.7 8.4 23.6 45.3 56.1 83.7 88.1: 16.3 11.9
Other: 100.0: 14.3 8.0 18.2 53.9 71.5 86.4 97.6: 13.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 38 28 49 63 57 131 118:
Old : 152: 37 31 49 63 57 131 118:
Other: 50: 15 6 14 18 14 39 30:
:----------------------------------------------------------------------------------------------------
: 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 29.4 29.7 44.9 17.4 23.0 23.4 33.2
Old : 20.9 29.2 30.6 44.1 17.9 22.8 23.9 31.8
Other: 33.6 56.6 49.6 74.0 27.4 52.7 42.5 66.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 9,499: 1,827 1,127 1,163 4,643 5,688 7,634 7,978: 1,865 1,521
Old : 9,469: 1,827 1,121 1,160 4,643 5,688 7,631 7,969: 1,838 1,500
Other: 30: 3 9 0 0 0 3 9: 27 21
: : :
: : Changes in Commitments from: September 30, 2008 :
: -10: -438 14 473 333 -404 369 83: -378 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 11.9 12.2 48.9 59.9 80.4 84.0: 19.6 16.0
Old : 100.0: 19.3 11.8 12.3 49.0 60.1 80.6 84.2: 19.4 15.8
Other: 100.0: 10.0 30.0 0.0 0.0 0.0 10.0 30.0: 90.0 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 12 12 9 18 19 38 34:
Old : 55: 12 12 9 18 19 38 34:
Other: 2: 1 1 0 0 0 1 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 : 34.5 40.5 48.2 56.3 34.5 40.5 46.0 53.5
Old : 34.6 40.6 48.4 56.4 34.6 40.6 46.1 53.7
Other: 10.0 30.0 10.0 30.0 10.0 30.0 10.0 30.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 816,477: 140,151 142,218 49,194 509,991 526,815 699,336 718,227: 117,141 98,250
Old : 816,477: 140,151 142,218 49,194 509,991 526,815 699,336 718,227: 117,141 98,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 54,785: 13,735 -15,090 10,764 24,172 44,341 48,670 40,014: 6,114 14,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 17.4 6.0 62.5 64.5 85.7 88.0: 14.3 12.0
Old : 100.0: 17.2 17.4 6.0 62.5 64.5 85.7 88.0: 14.3 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 40 40 30 87 97 142 152:
Old : 205: 40 40 30 87 97 142 152:
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 : 18.6 26.6 28.3 37.2 13.0 21.8 20.1 29.1
Old : 18.6 26.6 28.3 37.2 13.0 21.8 20.1 29.1
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, October 7, 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 : 1,968,183: 257,182 191,982 261,096 1,174,602 1,160,286 1,692,879 1,613,363: 275,304 354,819
Old : 1,968,183: 257,182 191,982 261,096 1,174,602 1,160,286 1,692,879 1,613,363: 275,304 354,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -40,154: 64,175 -39,393 -1,278 -72,921 -19,954 -10,025 -60,625: -30,129 20,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 9.8 13.3 59.7 59.0 86.0 82.0: 14.0 18.0
Old : 100.0: 13.1 9.8 13.3 59.7 59.0 86.0 82.0: 14.0 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 : 246: 52 53 67 115 120 197 210:
Old : 246: 52 53 67 115 120 197 210:
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 20.2 30.1 26.6 19.4 15.9 25.3 21.3
Old : 22.6 20.2 30.1 26.6 19.4 15.9 25.3 21.3
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, October 7, 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 : 1,615,581: 397,965 148,860 102,833 890,316 1,133,150 1,391,115 1,384,843: 224,466 230,738
Old : 1,615,581: 397,965 148,860 102,833 890,316 1,133,150 1,391,115 1,384,843: 224,466 230,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 11,491: -29,115 2,957 19,247 7,161 4,774 -2,708 26,978: 14,199 -15,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.2 6.4 55.1 70.1 86.1 85.7: 13.9 14.3
Old : 100.0: 24.6 9.2 6.4 55.1 70.1 86.1 85.7: 13.9 14.3
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 : 178: 37 31 41 91 88 146 142:
Old : 178: 37 31 41 91 88 146 142:
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 : 22.7 31.8 33.0 42.7 14.1 22.8 22.9 32.0
Old : 22.7 31.8 33.0 42.7 14.1 22.8 22.9 32.0
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, October 7, 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 : 1,086,468: 151,745 31,543 411,380 462,202 599,405 1,025,327 1,042,328: 61,141 44,140
Old : 1,086,468: 151,745 31,543 411,380 462,202 599,405 1,025,327 1,042,328: 61,141 44,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -144,769: -18,137 -6,785 -52,007 -79,096 -86,911 -149,240 -145,703: 4,471 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.9 37.9 42.5 55.2 94.4 95.9: 5.6 4.1
Old : 100.0: 14.0 2.9 37.9 42.5 55.2 94.4 95.9: 5.6 4.1
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 : 122: 41 19 44 54 58 110 107:
Old : 122: 41 19 44 54 58 110 107:
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 : 30.6 30.7 42.8 45.6 8.8 16.7 13.7 23.8
Old : 30.6 30.7 42.8 45.6 8.8 16.7 13.7 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 27,968: 10,050 4,264 573 11,628 13,570 22,251 18,407: 5,717 9,561
Old : 27,968: 10,050 4,264 573 11,628 13,570 22,251 18,407: 5,717 9,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 1,710: 167 1,258 418 485 405 1,070 2,081: 640 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 15.2 2.0 41.6 48.5 79.6 65.8: 20.4 34.2
Old : 100.0: 35.9 15.2 2.0 41.6 48.5 79.6 65.8: 20.4 34.2
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 : 42: 14 10 7 12 11 30 24:
Old : 42: 14 10 7 12 11 30 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 : 37.5 35.5 55.1 49.9 35.4 34.6 52.9 48.7
Old : 37.5 35.5 55.1 49.9 35.4 34.6 52.9 48.7
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, October 7, 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 : 115,783: 21,359 19,454 2,211 72,493 80,889 96,063 102,554: 19,719 13,228
Old : 115,783: 21,359 19,454 2,211 72,493 80,889 96,063 102,554: 19,719 13,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 8,031: 2,623 -4,221 398 -1,064 13,744 1,958 9,920: 6,074 -1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.8 1.9 62.6 69.9 83.0 88.6: 17.0 11.4
Old : 100.0: 18.4 16.8 1.9 62.6 69.9 83.0 88.6: 17.0 11.4
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 : 106: 30 28 14 33 27 68 64:
Old : 106: 30 28 14 33 27 68 64:
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 : 31.9 37.8 46.9 57.6 25.6 26.1 37.4 40.8
Old : 31.9 37.8 46.9 57.6 25.6 26.1 37.4 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 36,307: 14,166 9,087 402 21,428 26,696 35,996 36,185: 311 122
Old : 36,307: 14,166 9,087 402 21,428 26,696 35,996 36,185: 311 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -834: -894 513 0 -62 -1,353 -956 -840: 122 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 25.0 1.1 59.0 73.5 99.1 99.7: 0.9 0.3
Old : 100.0: 39.0 25.0 1.1 59.0 73.5 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 16 3 13 14 24 31:
Old : 44: 9 16 3 13 14 24 31:
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 : 69.3 80.0 88.3 89.5 58.8 56.9 66.9 63.9
Old : 69.3 80.0 88.3 89.5 58.8 56.9 66.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 56,172: 26,486 6,760 535 28,841 48,784 55,862 56,079: 310 93
Old : 56,172: 26,486 6,760 535 28,841 48,784 55,862 56,079: 310 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 610: 1,598 -2,524 45 -1,038 3,168 605 689: 5 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 12.0 1.0 51.3 86.8 99.4 99.8: 0.6 0.2
Old : 100.0: 47.2 12.0 1.0 51.3 86.8 99.4 99.8: 0.6 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 : 33: 10 8 3 9 7 20 17:
Old : 33: 10 8 3 9 7 20 17:
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 : 84.1 90.6 93.8 98.5 76.4 90.0 86.1 91.6
Old : 84.1 90.6 93.8 98.5 76.4 90.0 86.1 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2008