WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 30, 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 : 287,417: 66,162 74,731 42,211 157,218 122,754 265,591 239,696: 21,826 47,721
Old : 226,299: 53,872 72,438 24,585 129,453 92,847 207,910 189,870: 18,389 36,429
Other: 61,118: 28,330 18,333 1,586 27,765 29,907 57,681 49,826: 3,437 11,292
: : :
: : Changes in Commitments from: September 23, 2008 :
: -4,802: -3,243 -3,869 3,585 -4,085 -5,850 -3,743 -6,134: -1,059 1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 26.0 14.7 54.7 42.7 92.4 83.4: 7.6 16.6
Old : 100.0: 23.8 32.0 10.9 57.2 41.0 91.9 83.9: 8.1 16.1
Other: 100.0: 46.4 30.0 2.6 45.4 48.9 94.4 81.5: 5.6 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 68 109 86 67 100 195 253:
Old : 297: 73 103 63 61 93 175 229:
Other: 157: 21 48 16 35 75 70 128:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 13.3 40.1 19.7 23.8 12.8 37.6 18.5
Old : 27.7 15.4 42.5 22.9 26.9 15.1 41.2 22.6
Other: 51.0 19.3 66.8 30.2 50.8 16.5 62.1 24.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 30, 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 : 1,035,355: 268,611 99,921 139,749 516,683 589,419 925,043 829,089: 110,312 206,266
Old : 885,515: 241,414 119,113 99,910 446,119 492,150 787,443 711,173: 98,072 174,342
Other: 149,840: 62,092 15,703 4,944 70,564 97,269 137,600 117,916: 12,240 31,924
: : :
: : Changes in Commitments from: September 23, 2008 :
: -2,622: -10,168 10,063 7,139 1,213 -25,626 -1,816 -8,424: -806 5,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.7 13.5 49.9 56.9 89.3 80.1: 10.7 19.9
Old : 100.0: 27.3 13.5 11.3 50.4 55.6 88.9 80.3: 11.1 19.7
Other: 100.0: 41.4 10.5 3.3 47.1 64.9 91.8 78.7: 8.2 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 682: 137 150 150 202 308 432 543:
Old : 674: 140 157 127 187 300 404 521:
Other: 411: 57 69 22 81 238 141 326:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 15.7 22.2 21.9 12.6 14.3 21.8 19.8
Old : 13.1 14.8 23.0 21.5 13.1 13.6 22.6 19.0
Other: 29.5 24.9 43.7 32.8 29.3 24.7 42.6 31.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 30, 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 : 14,889: 2,207 1,539 385 10,607 10,346 13,199 12,270: 1,690 2,619
Old : 13,203: 2,294 1,539 266 8,998 8,991 11,558 10,796: 1,645 2,407
Other: 1,686: 32 119 0 1,609 1,355 1,641 1,474: 45 212
: : :
: : Changes in Commitments from: September 23, 2008 :
: 112: 90 100 11 258 -297 359 -186: -247 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 10.3 2.6 71.2 69.5 88.6 82.4: 11.4 17.6
Old : 100.0: 17.4 11.7 2.0 68.2 68.1 87.5 81.8: 12.5 18.2
Other: 100.0: 1.9 7.1 0.0 95.4 80.4 97.3 87.4: 2.7 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 13 13 2 18 14 32 28:
Old : 48: 13 13 2 18 14 32 28:
Other: 14: 2 1 0 6 8 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 43.6 55.3 63.9 65.8 42.1 48.9 58.4 57.2
Old : 39.3 54.0 61.8 63.8 37.6 48.0 56.8 57.2
Other: 93.2 70.8 97.3 87.1 79.9 62.4 80.1 69.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 30, 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 : 357,108: 88,696 39,748 55,582 169,618 186,570 313,896 281,900: 43,212 75,208
Old : 317,817: 80,630 45,704 42,901 155,752 163,231 279,283 251,836: 38,534 65,981
Other: 39,291: 18,368 4,346 2,379 13,866 23,339 34,613 30,064: 4,678 9,227
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,949: -5,297 -669 7,574 -676 -6,578 1,601 327: 348 1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 11.1 15.6 47.5 52.2 87.9 78.9: 12.1 21.1
Old : 100.0: 25.4 14.4 13.5 49.0 51.4 87.9 79.2: 12.1 20.8
Other: 100.0: 46.7 11.1 6.1 35.3 59.4 88.1 76.5: 11.9 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 122 96 114 88 152 279 326:
Old : 414: 116 105 106 86 150 268 323:
Other: 199: 42 36 12 33 98 80 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 16.9 26.3 25.8 13.7 15.3 23.8 21.9
Old : 15.8 17.4 28.3 25.2 14.5 15.6 26.5 23.0
Other: 33.5 35.3 46.2 45.9 32.7 35.3 44.1 45.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,244: 15,616 3,611 633 2 2,988 16,251 7,232: 2,993 12,012
Old : 16,659: 13,639 3,738 466 2 2,336 14,107 6,540: 2,552 10,119
Other: 2,585: 2,144 40 0 0 652 2,144 692: 441 1,893
: : :
: : Changes in Commitments from: September 23, 2008 :
: -269: -348 21 0 0 -48 -348 -27: 79 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 18.8 3.3 0.0 15.5 84.4 37.6: 15.6 62.4
Old : 100.0: 81.9 22.4 2.8 0.0 14.0 84.7 39.3: 15.3 60.7
Other: 100.0: 82.9 1.5 0.0 0.0 25.2 82.9 26.8: 17.1 73.2
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 10 5 1 8 13 22:
Old : 29: 11 10 5 1 8 13 22:
Other: 19: 7 4 0 0 8 7 12:
:----------------------------------------------------------------------------------------------------
: 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 : 65.7 16.6 79.7 24.7 65.6 15.3 77.8 23.3
Old : 65.8 17.1 80.2 25.8 65.7 16.5 78.0 24.8
Other: 67.7 21.8 82.9 25.4 67.7 21.8 82.9 25.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 30, 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 : 246,774: 35,423 24,249 48,684 142,660 150,970 226,767 223,903: 20,007 22,871
Old : 225,192: 36,445 28,064 35,326 134,257 139,148 206,028 202,538: 19,164 22,654
Other: 21,582: 5,085 2,292 7,251 8,403 11,822 20,739 21,365: 843 217
: : :
: : Changes in Commitments from: September 23, 2008 :
: -5,933: 3,424 -4,938 3,000 -12,469 -5,808 -6,045 -7,746: 112 1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.8 19.7 57.8 61.2 91.9 90.7: 8.1 9.3
Old : 100.0: 16.2 12.5 15.7 59.6 61.8 91.5 89.9: 8.5 10.1
Other: 100.0: 23.6 10.6 33.6 38.9 54.8 96.1 99.0: 3.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 47 51 70 58 58 153 152:
Old : 197: 48 56 66 57 56 150 148:
Other: 47: 13 7 12 18 10 38 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 31.9 29.9 44.8 17.6 26.2 26.3 36.2
Old : 19.1 31.6 29.2 43.1 19.1 28.5 28.7 38.9
Other: 68.6 80.1 82.9 93.2 45.4 52.3 55.5 61.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 30, 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 : 803,176: 66,785 170,476 7,240 609,652 474,038 683,677 651,754: 119,499 151,422
Old : 803,176: 66,785 170,476 7,240 609,652 474,038 683,677 651,754: 119,499 151,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -16,788: -17,474 -11,506 -1,994 1,437 -8,074 -18,031 -21,574: 1,243 4,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 21.2 0.9 75.9 59.0 85.1 81.1: 14.9 18.9
Old : 100.0: 8.3 21.2 0.9 75.9 59.0 85.1 81.1: 14.9 18.9
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 : 170: 29 42 20 65 81 105 132:
Old : 170: 29 42 20 65 81 105 132:
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 : 27.0 17.2 40.7 26.3 18.3 12.1 27.7 19.1
Old : 27.0 17.2 40.7 26.3 18.3 12.1 27.7 19.1
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 - Futures Only, September 30, 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 : 152,862: 33,592 12,357 19,045 71,599 100,592 124,236 131,994: 28,626 20,868
Old : 144,542: 33,446 12,673 16,833 67,034 94,562 117,313 124,068: 27,229 20,474
Other: 8,320: 1,109 647 1,249 4,565 6,030 6,923 7,926: 1,397 394
: : :
: : Changes in Commitments from: September 23, 2008 :
: -5,678: -2,066 2,436 2,024 -5,819 -13,591 -5,861 -9,131: 183 3,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.1 12.5 46.8 65.8 81.3 86.3: 18.7 13.7
Old : 100.0: 23.1 8.8 11.6 46.4 65.4 81.2 85.8: 18.8 14.2
Other: 100.0: 13.3 7.8 15.0 54.9 72.5 83.2 95.3: 16.8 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 35 27 39 66 58 130 115:
Old : 163: 35 30 38 65 58 128 115:
Other: 46: 14 6 10 15 13 32 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 32.3 26.5 46.9 17.6 28.8 26.3 40.0
Old : 18.3 31.9 27.3 45.9 18.2 28.4 26.7 38.7
Other: 35.4 63.2 54.4 77.0 35.4 60.9 54.4 73.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 30, 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 : 8,982: 2,257 1,225 380 4,222 5,888 6,859 7,493: 2,123 1,489
Old : 8,954: 2,257 1,218 379 4,222 5,888 6,858 7,485: 2,096 1,469
Other: 28: 1 8 0 0 0 1 8: 27 20
: : :
: : Changes in Commitments from: September 23, 2008 :
: -644: -485 27 4 -192 -869 -673 -838: 29 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 13.6 4.2 47.0 65.6 76.4 83.4: 23.6 16.6
Old : 100.0: 25.2 13.6 4.2 47.2 65.8 76.6 83.6: 23.4 16.4
Other: 100.0: 3.6 28.6 0.0 0.0 0.0 3.6 28.6: 96.4 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 10 9 4 16 21 30 31:
Old : 52: 10 9 4 16 21 30 31:
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 : 36.2 45.9 50.0 60.9 36.2 45.8 50.0 60.1
Old : 36.3 46.1 50.2 61.0 36.3 45.9 50.2 60.3
Other: 3.6 28.6 3.6 28.6 3.6 28.6 3.6 28.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 30, 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 : 711,182: 131,550 156,991 6,548 464,492 466,873 602,590 630,412: 108,592 80,770
Old : 711,182: 131,550 156,991 6,548 464,492 466,873 602,590 630,412: 108,592 80,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 15,720: 5,142 36,129 -707 18,729 -5,031 23,164 30,391: -7,444 -14,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 22.1 0.9 65.3 65.6 84.7 88.6: 15.3 11.4
Old : 100.0: 18.5 22.1 0.9 65.3 65.6 84.7 88.6: 15.3 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 : 187: 36 37 16 76 82 119 128:
Old : 187: 36 37 16 76 82 119 128:
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 : 21.4 31.8 33.9 45.0 15.3 29.4 25.8 37.6
Old : 21.4 31.8 33.9 45.0 15.3 29.4 25.8 37.6
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 - Futures Only, September 30, 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 : 1,515,264: 199,164 247,886 13,155 1,018,973 943,193 1,231,292 1,204,234: 283,972 311,030
Old : 1,515,264: 199,164 247,886 13,155 1,018,973 943,193 1,231,292 1,204,234: 283,972 311,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -81,734: -33,109 -5,602 -5,515 -52,617 -47,863 -91,241 -58,980: 9,507 -22,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.4 0.9 67.2 62.2 81.3 79.5: 18.7 20.5
Old : 100.0: 13.1 16.4 0.9 67.2 62.2 81.3 79.5: 18.7 20.5
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 : 237: 42 58 25 89 101 144 171:
Old : 237: 42 58 25 89 101 144 171:
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 : 27.2 25.3 37.0 32.2 25.2 22.7 33.6 28.8
Old : 27.2 25.3 37.0 32.2 25.2 22.7 33.6 28.8
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 - Futures Only, September 30, 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 : 1,475,682: 445,668 147,783 12,817 814,426 1,075,850 1,272,911 1,236,450: 202,771 239,232
Old : 1,475,682: 445,668 147,783 12,817 814,426 1,075,850 1,272,911 1,236,450: 202,771 239,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 57,108: -839 -9,816 -1,744 58,638 51,289 56,055 39,729: 1,053 17,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 10.0 0.9 55.2 72.9 86.3 83.8: 13.7 16.2
Old : 100.0: 30.2 10.0 0.9 55.2 72.9 86.3 83.8: 13.7 16.2
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 : 166: 39 27 17 79 70 127 105:
Old : 166: 39 27 17 79 70 127 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 33.0 35.5 45.6 15.6 24.6 25.4 34.7
Old : 24.3 33.0 35.5 45.6 15.6 24.6 25.4 34.7
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 - Futures Only, September 30, 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 : 598,042: 174,106 42,456 64,300 315,621 458,265 554,027 565,021: 44,015 33,021
Old : 598,042: 174,106 42,456 64,300 315,621 458,265 554,027 565,021: 44,015 33,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 10,073: -10,872 -1,753 1,910 17,080 6,308 8,118 6,465: 1,955 3,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.1 10.8 52.8 76.6 92.6 94.5: 7.4 5.5
Old : 100.0: 29.1 7.1 10.8 52.8 76.6 92.6 94.5: 7.4 5.5
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 : 123: 38 20 35 53 53 107 96:
Old : 123: 38 20 35 53 53 107 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 36.0 37.6 55.6 17.9 31.5 26.4 47.9
Old : 25.5 36.0 37.6 55.6 17.9 31.5 26.4 47.9
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 - Futures Only, September 30, 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 : 25,075: 9,883 3,004 50 10,577 12,563 20,510 15,617: 4,565 9,458
Old : 25,075: 9,883 3,004 50 10,577 12,563 20,510 15,617: 4,565 9,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,312: 704 -546 48 -427 1,183 325 685: 987 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 12.0 0.2 42.2 50.1 81.8 62.3: 18.2 37.7
Old : 100.0: 39.4 12.0 0.2 42.2 50.1 81.8 62.3: 18.2 37.7
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 : 38: 14 6 2 10 9 25 17:
Old : 38: 14 6 2 10 9 25 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 : 42.5 38.1 62.0 52.9 40.1 38.0 59.7 52.0
Old : 42.5 38.1 62.0 52.9 40.1 38.0 59.7 52.0
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 - Futures Only, September 30, 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 : 92,193: 18,548 23,937 480 59,860 52,908 78,888 77,325: 13,305 14,868
Old : 92,193: 18,548 23,937 480 59,860 52,908 78,888 77,325: 13,305 14,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 3,695: 222 -7,894 -1,469 7,040 11,425 5,793 2,062: -2,098 1,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.0 0.5 64.9 57.4 85.6 83.9: 14.4 16.1
Old : 100.0: 20.1 26.0 0.5 64.9 57.4 85.6 83.9: 14.4 16.1
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 : 101: 23 33 6 29 23 55 59:
Old : 101: 23 33 6 29 23 55 59:
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 : 36.3 37.6 52.5 50.8 33.5 36.9 49.4 49.4
Old : 36.3 37.6 52.5 50.8 33.5 36.9 49.4 49.4
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 - Futures Only, September 30, 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 : 37,141: 15,060 8,574 402 21,490 28,049 36,952 37,025: 189 116
Old : 37,141: 15,060 8,574 402 21,490 28,049 36,952 37,025: 189 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,202: 1,932 353 -111 412 1,908 2,233 2,150: -31 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 23.1 1.1 57.9 75.5 99.5 99.7: 0.5 0.3
Old : 100.0: 40.5 23.1 1.1 57.9 75.5 99.5 99.7: 0.5 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 : 42: 9 14 3 13 12 24 27:
Old : 42: 9 14 3 13 12 24 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 : 68.7 84.0 86.5 92.5 58.5 60.1 67.4 67.2
Old : 68.7 84.0 86.5 92.5 58.5 60.1 67.4 67.2
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 - Futures Only, September 30, 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 : 55,562: 24,888 9,284 490 29,879 45,616 55,257 55,390: 305 172
Old : 55,562: 24,888 9,284 490 29,879 45,616 55,257 55,390: 305 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,681: 2,031 -956 60 701 3,421 2,792 2,525: -111 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 16.7 0.9 53.8 82.1 99.5 99.7: 0.5 0.3
Old : 100.0: 44.8 16.7 0.9 53.8 82.1 99.5 99.7: 0.5 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 : 33: 10 8 2 10 7 20 17:
Old : 33: 10 8 2 10 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 : 80.1 93.8 91.7 98.0 68.5 81.9 78.3 83.9
Old : 80.1 93.8 91.7 98.0 68.5 81.9 78.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2008