WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 430,190: 50,177 62,047 184,682 173,188 140,615 408,047 387,344: 22,143 42,846
Old : 350,680: 43,108 63,561 149,723 141,587 107,088 334,419 320,372: 16,261 30,308
Other: 79,510: 28,220 19,637 13,808 31,601 33,527 73,628 66,972: 5,882 12,538
: : :
: : Changes in Commitments from: October 21, 2008 :
: -1,284: -1,893 -3,385 8,751 -5,314 -1,717 1,544 3,649: -2,828 -4,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.4 42.9 40.3 32.7 94.9 90.0: 5.1 10.0
Old : 100.0: 12.3 18.1 42.7 40.4 30.5 95.4 91.4: 4.6 8.6
Other: 100.0: 35.5 24.7 17.4 39.7 42.2 92.6 84.2: 7.4 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 65 121 124 82 97 237 272:
Old : 301: 81 110 112 79 93 226 257:
Other: 170: 31 55 34 45 76 98 145:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 13.5 28.9 21.9 13.8 6.9 22.8 11.5
Old : 16.5 14.4 30.3 24.2 14.3 7.6 22.7 12.4
Other: 38.3 13.2 54.2 22.8 37.3 11.0 47.9 17.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 1,697,112: 135,749 100,889 688,932 728,891 687,147 1,553,571 1,476,968: 143,541 220,144
Old : 1,452,495: 119,648 110,554 601,390 605,953 558,999 1,326,991 1,270,943: 125,504 181,552
Other: 244,617: 43,721 17,955 59,921 122,938 128,149 226,580 206,025: 18,037 38,592
: : :
: : Changes in Commitments from: October 21, 2008 :
: -9,924: 2,680 13,898 -8,297 -789 -7,153 -6,407 -1,552: -3,518 -8,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.9 40.6 42.9 40.5 91.5 87.0: 8.5 13.0
Old : 100.0: 8.2 7.6 41.4 41.7 38.5 91.4 87.5: 8.6 12.5
Other: 100.0: 17.9 7.3 24.5 50.3 52.4 92.6 84.2: 7.4 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 687: 146 178 255 278 311 576 615:
Old : 683: 141 185 245 274 304 567 599:
Other: 393: 62 68 62 95 223 182 329:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 16.0 21.8 22.7 5.9 6.2 11.3 8.9
Old : 13.0 15.0 21.2 22.2 6.7 5.1 12.2 8.1
Other: 24.8 25.9 38.1 34.7 18.2 13.2 27.1 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 17,839: 820 2,355 2,186 12,730 10,469 15,737 15,011: 2,102 2,828
Old : 13,388: 1,013 2,353 1,854 8,541 6,579 11,408 10,786: 1,980 2,601
Other: 4,451: 92 286 48 4,189 3,890 4,329 4,224: 122 227
: : :
: : Changes in Commitments from: October 21, 2008 :
: -179: -168 -44 58 -604 -255 -715 -241: 536 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 13.2 12.3 71.4 58.7 88.2 84.1: 11.8 15.9
Old : 100.0: 7.6 17.6 13.8 63.8 49.1 85.2 80.6: 14.8 19.4
Other: 100.0: 2.1 6.4 1.1 94.1 87.4 97.3 94.9: 2.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 12 19 9 21 13 38 37:
Old : 53: 13 18 8 20 12 36 35:
Other: 20: 1 5 2 8 10 11 15:
:----------------------------------------------------------------------------------------------------
: 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 : 45.3 44.5 61.0 59.5 41.1 33.4 50.5 41.8
Old : 39.8 36.9 56.3 51.8 33.4 29.4 41.1 37.7
Other: 82.6 76.5 95.0 91.2 82.6 68.4 85.7 80.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 419,138: 48,404 20,752 121,801 198,701 203,044 368,906 345,597: 50,232 73,541
Old : 348,090: 43,933 23,785 92,372 164,842 169,528 301,147 285,686: 46,943 62,404
Other: 71,048: 17,329 9,824 16,571 33,859 33,516 67,759 59,911: 3,289 11,137
: : :
: : Changes in Commitments from: October 21, 2008 :
: -134,331: 905 -8,345 -87,129 -53,638 -41,552 -139,862 -137,027: 5,531 2,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.0 29.1 47.4 48.4 88.0 82.5: 12.0 17.5
Old : 100.0: 12.6 6.8 26.5 47.4 48.7 86.5 82.1: 13.5 17.9
Other: 100.0: 24.4 13.8 23.3 47.7 47.2 95.4 84.3: 4.6 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 99 69 111 109 131 252 284:
Old : 320: 101 71 106 106 130 245 281:
Other: 170: 31 36 30 39 88 86 139:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 22.1 29.5 31.6 10.2 11.5 18.0 14.8
Old : 18.6 21.8 29.9 30.0 12.3 13.0 21.5 18.2
Other: 40.1 38.1 60.9 49.3 31.5 23.9 41.2 30.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 336,701: 13,427 34,306 102,842 198,376 172,662 314,645 309,810: 22,057 26,891
Old : 310,199: 14,981 36,816 88,964 185,600 158,261 289,545 284,041: 20,654 26,157
Other: 26,502: 4,454 3,498 7,870 12,776 14,401 25,100 25,769: 1,402 733
: : :
: : Changes in Commitments from: October 21, 2008 :
: -4,988: -2,460 -3,550 2,822 -5,138 -7,390 -4,776 -8,118: -212 3,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 10.2 30.5 58.9 51.3 93.4 92.0: 6.6 8.0
Old : 100.0: 4.8 11.9 28.7 59.8 51.0 93.3 91.6: 6.7 8.4
Other: 100.0: 16.8 13.2 29.7 48.2 54.3 94.7 97.2: 5.3 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 35 50 70 70 70 153 168:
Old : 197: 41 52 68 70 69 151 167:
Other: 53: 9 11 15 23 14 42 32:
:----------------------------------------------------------------------------------------------------
: 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 21.6 34.6 34.9 10.2 14.9 16.7 20.6
Old : 22.0 21.6 34.6 33.8 12.4 14.5 19.6 21.6
Other: 64.4 71.2 80.5 84.1 46.8 47.8 56.6 57.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 858,723: 36,049 135,209 64,865 628,682 488,081 729,596 688,155: 129,128 170,569
Old : 858,723: 36,049 135,209 64,865 628,682 488,081 729,596 688,155: 129,128 170,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -24,931: -4,511 -6,399 -18,079 367 2,599 -22,224 -21,879: -2,707 -3,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 15.7 7.6 73.2 56.8 85.0 80.1: 15.0 19.9
Old : 100.0: 4.2 15.7 7.6 73.2 56.8 85.0 80.1: 15.0 19.9
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 : 154: 21 35 36 77 85 118 136:
Old : 154: 21 35 36 77 85 118 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 13.3 39.0 21.8 21.5 11.9 30.2 19.4
Old : 28.6 13.3 39.0 21.8 21.5 11.9 30.2 19.4
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 28, 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 : 186,507: 22,590 10,286 45,612 89,623 107,331 157,824 163,230: 28,683 23,277
Old : 175,742: 22,004 10,207 42,427 83,754 100,031 148,185 152,666: 27,558 23,077
Other: 10,765: 1,542 1,034 2,230 5,868 7,300 9,640 10,564: 1,125 201
: : :
: : Changes in Commitments from: October 21, 2008 :
: -7,609: 82 -4,239 -776 -4,689 -1,736 -5,383 -6,750: -2,225 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 5.5 24.5 48.1 57.5 84.6 87.5: 15.4 12.5
Old : 100.0: 12.5 5.8 24.1 47.7 56.9 84.3 86.9: 15.7 13.1
Other: 100.0: 14.3 9.6 20.7 54.5 67.8 89.5 98.1: 10.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 31 32 40 67 61 125 114:
Old : 147: 32 37 40 67 61 125 114:
Other: 53: 14 7 14 22 15 43 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 : 21.2 30.1 31.2 44.0 16.9 22.3 23.0 30.3
Old : 21.8 30.0 32.3 43.2 17.6 21.9 23.5 29.2
Other: 32.1 53.4 49.3 70.5 28.4 47.5 42.3 60.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 7,926: 1,048 348 948 4,834 5,003 6,830 6,299: 1,096 1,627
Old : 7,873: 1,042 349 947 4,814 4,983 6,803 6,279: 1,070 1,594
Other: 53: 7 0 0 20 20 27 20: 26 33
: : :
: : Changes in Commitments from: October 21, 2008 :
: -783: -30 -55 -545 -30 -125 -605 -725: -178 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.4 12.0 61.0 63.1 86.2 79.5: 13.8 20.5
Old : 100.0: 13.2 4.4 12.0 61.1 63.3 86.4 79.8: 13.6 20.2
Other: 100.0: 13.2 0.0 0.0 37.7 37.7 50.9 37.7: 49.1 62.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 6 5 20 17 32 27:
Old : 43: 10 6 5 20 17 32 27:
Other: 5: 2 0 0 1 2 3 2:
:----------------------------------------------------------------------------------------------------
: 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 39.8 54.5 61.6 34.6 39.2 48.2 50.7
Old : 37.4 39.8 54.6 61.8 34.6 39.3 48.3 50.8
Other: 50.9 37.7 50.9 37.7 50.9 37.7 50.9 37.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 773,467: 156,550 142,686 38,601 454,482 478,867 649,633 660,154: 123,835 113,313
Old : 773,467: 156,550 142,686 38,601 454,482 478,867 649,633 660,154: 123,835 113,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -14,926: -792 7,406 -10,248 -18,358 -26,770 -29,398 -29,612: 14,472 14,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 18.4 5.0 58.8 61.9 84.0 85.3: 16.0 14.7
Old : 100.0: 20.2 18.4 5.0 58.8 61.9 84.0 85.3: 16.0 14.7
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 : 176: 33 34 25 79 82 124 129:
Old : 176: 33 34 25 79 82 124 129:
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 : 18.1 28.1 28.7 40.1 15.5 22.7 25.0 33.2
Old : 18.1 28.1 28.7 40.1 15.5 22.7 25.0 33.2
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 28, 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 : 1,729,723: 192,090 195,110 204,512 1,067,962 1,000,754 1,464,564 1,400,375: 265,159 329,348
Old : 1,729,723: 192,090 195,110 204,512 1,067,962 1,000,754 1,464,564 1,400,375: 265,159 329,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -196,064: -19,517 1,795 -83,589 -121,531 -128,303 -224,637 -210,096: 28,573 14,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.3 11.8 61.7 57.9 84.7 81.0: 15.3 19.0
Old : 100.0: 11.1 11.3 11.8 61.7 57.9 84.7 81.0: 15.3 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 36 43 49 97 108 156 177:
Old : 200: 36 43 49 97 108 156 177:
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 : 21.7 18.2 30.6 26.1 17.6 11.7 24.9 17.9
Old : 21.7 18.2 30.6 26.1 17.6 11.7 24.9 17.9
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 28, 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 : 1,464,317: 423,950 164,657 71,522 768,868 1,007,414 1,264,340 1,243,593: 199,977 220,724
Old : 1,464,317: 423,950 164,657 71,522 768,868 1,007,414 1,264,340 1,243,593: 199,977 220,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -14,687: -3,359 3,060 -14,425 -9,290 -19,567 -27,075 -30,933: 12,388 16,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 11.2 4.9 52.5 68.8 86.3 84.9: 13.7 15.1
Old : 100.0: 29.0 11.2 4.9 52.5 68.8 86.3 84.9: 13.7 15.1
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 : 168: 32 35 36 84 81 135 133:
Old : 168: 32 35 36 84 81 135 133:
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 : 22.0 33.2 33.6 44.2 13.0 22.8 21.4 29.9
Old : 22.0 33.2 33.6 44.2 13.0 22.8 21.4 29.9
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, October 28, 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 : 1,290,401: 204,318 33,483 562,642 471,066 640,563 1,238,025 1,236,688: 52,375 53,713
Old : 1,290,401: 204,318 33,483 562,642 471,066 640,563 1,238,025 1,236,688: 52,375 53,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 33,606: 15,529 -3,331 73,437 -45,555 -42,736 43,412 27,371: -9,806 6,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 2.6 43.6 36.5 49.6 95.9 95.8: 4.1 4.2
Old : 100.0: 15.8 2.6 43.6 36.5 49.6 95.9 95.8: 4.1 4.2
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 : 127: 42 20 41 57 58 114 107:
Old : 127: 42 20 41 57 58 114 107:
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 : 31.9 31.0 46.2 45.5 10.3 16.6 15.2 22.5
Old : 31.9 31.0 46.2 45.5 10.3 16.6 15.2 22.5
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 28, 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 : 30,107: 12,134 5,739 441 13,062 12,787 25,638 18,967: 4,469 11,139
Old : 30,107: 12,134 5,739 441 13,062 12,787 25,638 18,967: 4,469 11,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 2,289: 860 2,353 88 444 -1,588 1,393 852: 897 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 19.1 1.5 43.4 42.5 85.2 63.0: 14.8 37.0
Old : 100.0: 40.3 19.1 1.5 43.4 42.5 85.2 63.0: 14.8 37.0
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 : 48: 16 11 5 15 11 34 24:
Old : 48: 16 11 5 15 11 34 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 : 29.9 31.0 50.2 44.0 26.1 30.7 46.4 43.4
Old : 29.9 31.0 50.2 44.0 26.1 30.7 46.4 43.4
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 28, 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 : 122,075: 22,637 24,196 2,051 82,369 74,247 107,056 100,494: 15,019 21,581
Old : 122,075: 22,637 24,196 2,051 82,369 74,247 107,056 100,494: 15,019 21,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 13,755: 5,034 5,732 280 4,820 1,550 10,134 7,561: 3,621 6,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.8 1.7 67.5 60.8 87.7 82.3: 12.3 17.7
Old : 100.0: 18.5 19.8 1.7 67.5 60.8 87.7 82.3: 12.3 17.7
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 : 107: 30 29 11 34 27 70 61:
Old : 107: 30 29 11 34 27 70 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 33.4 51.1 51.3 30.1 25.3 40.3 39.5
Old : 34.2 33.4 51.1 51.3 30.1 25.3 40.3 39.5
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 28, 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 : 32,682: 15,441 8,953 428 16,477 23,107 32,346 32,488: 336 194
Old : 32,682: 15,441 8,953 428 16,477 23,107 32,346 32,488: 336 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -1,600: 310 -190 -33 -2,023 -1,561 -1,746 -1,784: 146 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 27.4 1.3 50.4 70.7 99.0 99.4: 1.0 0.6
Old : 100.0: 47.2 27.4 1.3 50.4 70.7 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 12 4 12 13 26 27:
Old : 41: 12 12 4 12 13 26 27:
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 : 71.9 86.2 87.1 92.9 67.4 72.1 74.9 77.0
Old : 71.9 86.2 87.1 92.9 67.4 72.1 74.9 77.0
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 28, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 60,107: 30,864 6,562 1,118 27,764 52,358 59,746 60,038: 361 69
Old : 60,107: 30,864 6,562 1,118 27,764 52,358 59,746 60,038: 361 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 1,309: 2,795 -938 -25 -1,330 2,385 1,440 1,422: -131 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 10.9 1.9 46.2 87.1 99.4 99.9: 0.6 0.1
Old : 100.0: 51.3 10.9 1.9 46.2 87.1 99.4 99.9: 0.6 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 : 34: 12 7 3 10 7 23 16:
Old : 34: 12 7 3 10 7 23 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 : 86.5 90.0 94.7 99.0 78.2 90.0 86.4 91.3
Old : 86.5 90.0 94.7 99.0 78.2 90.0 86.4 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2008