WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 431,474: 52,069 65,432 175,931 178,503 142,332 406,503 383,695: 24,971 47,779
Old : 357,297: 44,166 66,347 144,913 148,449 109,792 337,528 321,052: 19,769 36,245
Other: 74,178: 27,605 18,786 11,317 30,053 32,540 68,975 62,643: 5,203 11,534
: : :
: : Changes in Commitments from: October 14, 2008 :
: 8,251: -1,158 -185 14,062 -2,696 -3,910 10,209 9,967: -1,958 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.2 40.8 41.4 33.0 94.2 88.9: 5.8 11.1
Old : 100.0: 12.4 18.6 40.6 41.5 30.7 94.5 89.9: 5.5 10.1
Other: 100.0: 37.2 25.3 15.3 40.5 43.9 93.0 84.5: 7.0 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 73 124 133 82 104 249 291:
Old : 322: 92 111 119 81 100 240 275:
Other: 171: 31 54 34 42 80 95 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 13.3 29.7 21.0 14.5 6.9 23.7 11.3
Old : 17.3 14.0 31.2 22.6 15.4 7.5 24.0 12.2
Other: 41.4 15.6 56.9 25.3 40.1 12.0 50.0 19.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 1,707,036: 133,069 86,991 697,229 729,680 694,300 1,559,978 1,478,520: 147,058 228,516
Old : 1,465,020: 117,647 99,124 609,917 607,758 565,844 1,335,321 1,274,885: 129,699 190,135
Other: 242,016: 45,656 18,100 57,079 121,922 128,456 224,657 203,635: 17,360 38,381
: : :
: : Changes in Commitments from: October 14, 2008 :
: -18,185: -7,111 6,911 -4,180 -4,002 -9,123 -15,292 -6,392: -2,893 -11,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 5.1 40.8 42.7 40.7 91.4 86.6: 8.6 13.4
Old : 100.0: 8.0 6.8 41.6 41.5 38.6 91.1 87.0: 8.9 13.0
Other: 100.0: 18.9 7.5 23.6 50.4 53.1 92.8 84.1: 7.2 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 149 178 251 281 323 579 623:
Old : 691: 149 176 240 276 317 570 605:
Other: 400: 65 66 58 96 230 182 334:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 15.9 21.6 22.7 6.0 6.0 11.4 8.6
Old : 12.9 14.9 21.2 22.4 6.7 4.9 12.3 7.8
Other: 24.2 25.4 37.7 33.7 17.9 13.4 27.0 17.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 18,018: 988 2,399 2,129 13,335 10,724 16,452 15,252: 1,566 2,766
Old : 15,368: 1,099 2,333 1,966 10,776 8,452 13,841 12,751: 1,527 2,617
Other: 2,650: 10 187 42 2,559 2,272 2,611 2,501: 39 149
: : :
: : Changes in Commitments from: October 14, 2008 :
: -436: -23 264 -188 73 -155 -138 -78: -298 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 13.3 11.8 74.0 59.5 91.3 84.6: 8.7 15.4
Old : 100.0: 7.2 15.2 12.8 70.1 55.0 90.1 83.0: 9.9 17.0
Other: 100.0: 0.4 7.1 1.6 96.6 85.7 98.5 94.4: 1.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 12 21 9 19 12 37 37:
Old : 56: 14 20 9 19 12 37 37:
Other: 17: 1 5 2 6 8 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 : 44.6 46.4 61.2 60.9 41.9 37.3 54.8 45.2
Old : 37.6 42.6 56.7 56.2 35.5 33.3 50.3 42.4
Other: 90.5 74.5 98.4 91.5 81.5 62.0 81.5 76.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 553,469: 47,499 29,097 208,930 252,339 244,597 508,768 482,624: 44,701 70,845
Old : 484,165: 41,180 32,118 181,138 220,242 209,892 442,560 423,148: 41,605 61,017
Other: 69,304: 18,625 9,285 15,487 32,097 34,705 66,209 59,476: 3,095 9,828
: : :
: : Changes in Commitments from: October 14, 2008 :
: -35,791: -7,153 761 -34,467 10,047 9,450 -31,573 -24,256: -4,218 -11,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.3 37.7 45.6 44.2 91.9 87.2: 8.1 12.8
Old : 100.0: 8.5 6.6 37.4 45.5 43.4 91.4 87.4: 8.6 12.6
Other: 100.0: 26.9 13.4 22.3 46.3 50.1 95.5 85.8: 4.5 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 137 118 201 119 149 355 387:
Old : 425: 133 124 192 117 148 349 380:
Other: 188: 36 39 27 42 98 91 151:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 20.0 28.3 29.8 7.9 7.6 13.8 10.9
Old : 18.3 19.2 28.4 28.4 9.4 7.5 16.1 11.7
Other: 39.8 38.3 60.0 50.2 32.2 25.3 41.6 31.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,276: 11,142 4,308 690 7 1,027 11,839 6,025: 3,437 9,251
Old : 12,730: 9,205 4,294 683 7 600 9,895 5,577: 2,835 7,153
Other: 2,546: 1,942 19 2 0 427 1,944 448: 602 2,098
: : :
: : Changes in Commitments from: October 14, 2008 :
: -2,964: -3,202 -184 -311 4 -462 -3,509 -957: 545 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 28.2 4.5 0.0 6.7 77.5 39.4: 22.5 60.6
Old : 100.0: 72.3 33.7 5.4 0.1 4.7 77.7 43.8: 22.3 56.2
Other: 100.0: 76.3 0.7 0.1 0.0 16.8 76.4 17.6: 23.6 82.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 9 7 1 3 12 18:
Old : 22: 10 9 7 1 3 12 18:
Other: 11: 7 1 1 0 3 7 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 24.2 74.0 32.7 56.7 23.4 71.1 30.5
Old : 56.3 27.6 73.6 36.3 56.0 26.1 70.1 33.4
Other: 67.2 17.5 76.4 17.6 67.1 17.5 76.3 17.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 341,689: 15,887 37,856 100,020 203,513 180,052 319,421 317,928: 22,268 23,760
Old : 316,492: 17,451 41,093 86,191 191,727 165,777 295,369 293,061: 21,123 23,431
Other: 25,197: 4,958 3,285 7,308 11,786 14,274 24,052 24,867: 1,145 329
: : :
: : Changes in Commitments from: October 14, 2008 :
: -4,970: -2,172 9,170 -6,502 1,701 -8,797 -6,973 -6,130: 2,002 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.1 29.3 59.6 52.7 93.5 93.0: 6.5 7.0
Old : 100.0: 5.5 13.0 27.2 60.6 52.4 93.3 92.6: 6.7 7.4
Other: 100.0: 19.7 13.0 29.0 46.8 56.7 95.5 98.7: 4.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 37 49 72 66 65 151 166:
Old : 195: 42 51 70 64 64 147 165:
Other: 53: 7 12 12 24 14 41 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 22.7 34.2 35.7 10.3 14.6 17.0 19.8
Old : 23.0 23.3 34.3 35.3 12.7 14.8 20.1 21.6
Other: 66.3 75.5 83.5 88.6 48.5 50.9 59.8 60.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 883,654: 40,561 141,607 82,944 628,315 485,482 751,820 710,034: 131,835 173,621
Old : 883,654: 40,561 141,607 82,944 628,315 485,482 751,820 710,034: 131,835 173,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -39,317: -5,177 -29,509 -10,032 -27,276 -11,147 -42,485 -50,688: 3,168 11,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 16.0 9.4 71.1 54.9 85.1 80.4: 14.9 19.6
Old : 100.0: 4.6 16.0 9.4 71.1 54.9 85.1 80.4: 14.9 19.6
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 : 160: 23 37 43 77 88 126 142:
Old : 160: 23 37 43 77 88 126 142:
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 : 26.7 11.9 36.8 19.9 19.5 11.7 27.7 17.5
Old : 26.7 11.9 36.8 19.9 19.5 11.7 27.7 17.5
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, October 21, 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 : 194,116: 22,508 14,524 46,389 94,312 109,067 163,208 169,980: 30,908 24,135
Old : 183,585: 21,985 14,180 43,300 88,545 102,137 153,830 159,617: 29,755 23,968
Other: 10,530: 1,434 1,256 2,176 5,767 6,930 9,378 10,363: 1,152 167
: : :
: : Changes in Commitments from: October 14, 2008 :
: 5,760: -85 -785 3,134 3,187 4,115 6,236 6,464: -476 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.5 23.9 48.6 56.2 84.1 87.6: 15.9 12.4
Old : 100.0: 12.0 7.7 23.6 48.2 55.6 83.8 86.9: 16.2 13.1
Other: 100.0: 13.6 11.9 20.7 54.8 65.8 89.1 98.4: 10.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 30 34 41 68 61 127 118:
Old : 152: 34 37 41 68 61 127 118:
Other: 54: 12 10 15 22 14 44 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 29.8 31.2 44.7 17.0 22.4 23.0 30.2
Old : 21.9 29.9 32.3 43.9 17.5 22.0 23.3 29.0
Other: 32.8 52.7 50.2 70.4 28.9 46.6 42.9 60.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 8,709: 1,078 403 1,493 4,864 5,128 7,435 7,024: 1,274 1,685
Old : 8,679: 1,079 406 1,489 4,864 5,128 7,431 7,022: 1,248 1,657
Other: 30: 4 2 0 0 0 4 2: 26 28
: : :
: : Changes in Commitments from: October 14, 2008 :
: -700: 61 -423 178 -170 25 68 -220: -768 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.6 17.1 55.8 58.9 85.4 80.7: 14.6 19.3
Old : 100.0: 12.4 4.7 17.2 56.0 59.1 85.6 80.9: 14.4 19.1
Other: 100.0: 13.3 6.7 0.0 0.0 0.0 13.3 6.7: 86.7 93.3
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 12 9 21 16 38 30:
Old : 49: 10 11 9 21 16 38 30:
Other: 3: 2 1 0 0 0 2 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 : 32.3 38.8 49.4 59.3 29.4 34.8 41.7 45.6
Old : 32.3 38.9 49.5 59.5 29.5 34.9 41.8 45.7
Other: 13.3 6.7 13.3 6.7 13.3 6.7 13.3 6.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 788,393: 157,342 135,280 48,848 472,840 505,637 679,030 689,766: 109,362 98,627
Old : 788,393: 157,342 135,280 48,848 472,840 505,637 679,030 689,766: 109,362 98,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -9,755: 8,092 7,213 6,671 -11,900 -13,258 2,863 626: -12,618 -10,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 17.2 6.2 60.0 64.1 86.1 87.5: 13.9 12.5
Old : 100.0: 20.0 17.2 6.2 60.0 64.1 86.1 87.5: 13.9 12.5
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 : 192: 39 33 26 84 94 136 140:
Old : 192: 39 33 26 84 94 136 140:
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 : 16.5 24.2 26.9 37.1 14.2 19.2 23.6 30.2
Old : 16.5 24.2 26.9 37.1 14.2 19.2 23.6 30.2
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 21, 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 : 1,925,787: 211,606 193,314 288,101 1,189,493 1,129,056 1,689,201 1,610,472: 236,586 315,315
Old : 1,925,787: 211,606 193,314 288,101 1,189,493 1,129,056 1,689,201 1,610,472: 236,586 315,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -147,308: -7,291 -51,926 -33,201 -83,962 -48,805 -124,453 -133,932: -22,854 -13,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.0 15.0 61.8 58.6 87.7 83.6: 12.3 16.4
Old : 100.0: 11.0 10.0 15.0 61.8 58.6 87.7 83.6: 12.3 16.4
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 : 223: 34 60 61 110 113 181 197:
Old : 223: 34 60 61 110 113 181 197:
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 : 21.3 19.5 30.2 26.6 17.9 13.7 24.7 20.3
Old : 21.3 19.5 30.2 26.6 17.9 13.7 24.7 20.3
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 21, 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 : 1,479,004: 427,310 161,598 85,947 778,158 1,026,981 1,291,415 1,274,526: 187,589 204,478
Old : 1,479,004: 427,310 161,598 85,947 778,158 1,026,981 1,291,415 1,274,526: 187,589 204,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -71,125: 1,798 6,024 -2,328 -61,312 -59,023 -61,842 -55,327: -9,282 -15,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 10.9 5.8 52.6 69.4 87.3 86.2: 12.7 13.8
Old : 100.0: 28.9 10.9 5.8 52.6 69.4 87.3 86.2: 12.7 13.8
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 : 181: 43 32 41 88 86 144 146:
Old : 181: 43 32 41 88 86 144 146:
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 : 23.0 33.1 33.8 44.0 12.7 23.5 21.5 30.5
Old : 23.0 33.1 33.8 44.0 12.7 23.5 21.5 30.5
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 21, 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 : 1,256,795: 188,789 36,814 489,204 516,621 683,299 1,194,614 1,209,317: 62,181 47,478
Old : 1,256,795: 188,789 36,814 489,204 516,621 683,299 1,194,614 1,209,317: 62,181 47,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 77,494: 22,967 8,138 49,884 2,996 19,571 75,847 77,593: 1,647 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 2.9 38.9 41.1 54.4 95.1 96.2: 4.9 3.8
Old : 100.0: 15.0 2.9 38.9 41.1 54.4 95.1 96.2: 4.9 3.8
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 : 126: 42 19 44 55 57 115 106:
Old : 126: 42 19 44 55 57 115 106:
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 : 31.7 30.4 44.8 45.8 9.9 16.3 14.4 22.3
Old : 31.7 30.4 44.8 45.8 9.9 16.3 14.4 22.3
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 21, 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 : 27,817: 11,274 3,387 353 12,618 14,375 24,245 18,115: 3,572 9,702
Old : 27,817: 11,274 3,387 353 12,618 14,375 24,245 18,115: 3,572 9,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -1,765: 802 -338 -747 -668 -115 -613 -1,200: -1,152 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 12.2 1.3 45.4 51.7 87.2 65.1: 12.8 34.9
Old : 100.0: 40.5 12.2 1.3 45.4 51.7 87.2 65.1: 12.8 34.9
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 : 44: 17 6 6 16 10 36 19:
Old : 44: 17 6 6 16 10 36 19:
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 : 31.8 38.4 51.4 53.1 27.7 38.0 47.3 51.0
Old : 31.8 38.4 51.4 53.1 27.7 38.0 47.3 51.0
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 21, 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 : 108,320: 17,603 18,464 1,771 77,548 72,697 96,922 92,933: 11,397 15,387
Old : 108,320: 17,603 18,464 1,771 77,548 72,697 96,922 92,933: 11,397 15,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -16,284: 1,039 -544 -472 -11,979 -11,145 -11,412 -12,161: -4,872 -4,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 17.0 1.6 71.6 67.1 89.5 85.8: 10.5 14.2
Old : 100.0: 16.3 17.0 1.6 71.6 67.1 89.5 85.8: 10.5 14.2
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 : 98: 22 28 11 33 28 62 60:
Old : 98: 22 28 11 33 28 62 60:
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 : 37.9 35.6 54.5 53.7 33.4 27.1 45.4 40.6
Old : 37.9 35.6 54.5 53.7 33.4 27.1 45.4 40.6
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 21, 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 : 34,282: 15,131 9,143 461 18,500 24,668 34,092 34,272: 190 10
Old : 34,282: 15,131 9,143 461 18,500 24,668 34,092 34,272: 190 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 345: 1,167 647 -29 -655 -95 483 523: -138 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 26.7 1.3 54.0 72.0 99.4 100.0: 0.6 0.0
Old : 100.0: 44.1 26.7 1.3 54.0 72.0 99.4 100.0: 0.6 0.0
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 : 42: 11 14 5 13 12 26 29:
Old : 42: 11 14 5 13 12 26 29:
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 : 71.1 85.6 87.0 92.9 67.4 69.3 76.9 76.5
Old : 71.1 85.6 87.0 92.9 67.4 69.3 76.9 76.5
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 21, 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 : 58,798: 28,069 7,500 1,143 29,094 49,973 58,306 58,616: 492 182
Old : 58,798: 28,069 7,500 1,143 29,094 49,973 58,306 58,616: 492 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 2,742: 1,346 752 37 1,445 1,842 2,828 2,631: -86 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 12.8 1.9 49.5 85.0 99.2 99.7: 0.8 0.3
Old : 100.0: 47.7 12.8 1.9 49.5 85.0 99.2 99.7: 0.8 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 : 31: 9 9 3 10 5 20 16:
Old : 31: 9 9 3 10 5 20 16:
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 : 84.9 88.5 94.4 98.6 76.2 88.2 85.8 90.4
Old : 84.9 88.5 94.4 98.6 76.2 88.2 85.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2008