WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, 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 : 273,500: 64,716 77,860 51,432 136,309 105,651 252,457 234,943: 21,043 38,557
Old : 208,882: 53,283 74,038 31,481 108,673 76,921 193,437 182,440: 15,445 26,442
Other: 64,618: 28,548 20,937 2,836 27,636 28,730 59,020 52,503: 5,598 12,115
: : :
: : Changes in Commitments from: October 21, 2008 :
: -3,312: -1,061 -4,927 5,434 -6,618 1,164 -2,245 1,671: -1,067 -4,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 28.5 18.8 49.8 38.6 92.3 85.9: 7.7 14.1
Old : 100.0: 25.5 35.4 15.1 52.0 36.8 92.6 87.3: 7.4 12.7
Other: 100.0: 44.2 32.4 4.4 42.8 44.5 91.3 81.3: 8.7 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 62 109 89 67 87 192 244:
Old : 287: 78 101 73 58 79 170 227:
Other: 165: 35 48 17 42 69 85 128:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 10.5 36.1 17.7 21.2 10.3 34.1 17.1
Old : 24.6 12.1 37.4 20.5 23.4 12.0 36.1 20.4
Other: 46.3 12.9 63.2 22.1 46.0 12.7 59.5 21.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, 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 : 982,689: 208,722 121,703 147,322 510,503 534,479 866,547 803,504: 116,142 179,185
Old : 828,603: 184,340 132,324 108,907 432,764 440,747 726,011 681,978: 102,592 146,625
Other: 154,086: 56,228 21,225 6,569 77,739 93,732 140,536 121,526: 13,550 32,560
: : :
: : Changes in Commitments from: October 21, 2008 :
: -4,246: -837 18,839 -5,510 1,753 -9,412 -4,594 3,917: 348 -8,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.4 15.0 51.9 54.4 88.2 81.8: 11.8 18.2
Old : 100.0: 22.2 16.0 13.1 52.2 53.2 87.6 82.3: 12.4 17.7
Other: 100.0: 36.5 13.8 4.3 50.5 60.8 91.2 78.9: 8.8 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 655: 145 140 160 229 273 479 507:
Old : 647: 148 149 142 224 263 465 482:
Other: 376: 59 63 26 74 210 142 291:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 16.8 20.9 23.2 11.2 14.7 20.2 20.0
Old : 12.7 16.6 22.4 23.3 12.6 14.0 21.7 19.1
Other: 29.7 23.5 46.3 30.8 29.5 23.3 45.4 29.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, 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 : 15,492: 1,884 2,257 267 11,331 10,389 13,482 12,913: 2,010 2,579
Old : 11,242: 1,877 2,257 134 7,343 6,499 9,354 8,890: 1,888 2,352
Other: 4,250: 140 133 0 3,988 3,890 4,128 4,023: 122 227
: : :
: : Changes in Commitments from: October 21, 2008 :
: -264: -137 -104 -3 -666 -266 -806 -373: 542 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.6 1.7 73.1 67.1 87.0 83.4: 13.0 16.6
Old : 100.0: 16.7 20.1 1.2 65.3 57.8 83.2 79.1: 16.8 20.9
Other: 100.0: 3.3 3.1 0.0 93.8 91.5 97.1 94.7: 2.9 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 13 16 5 20 13 36 32:
Old : 51: 13 16 3 19 11 34 28:
Other: 20: 3 3 0 8 10 11 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 : 47.7 50.7 62.1 65.3 44.7 41.3 55.4 51.5
Old : 41.4 43.2 55.0 56.4 36.6 35.3 46.3 45.2
Other: 86.5 80.2 95.7 92.3 86.5 75.8 90.4 85.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, 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 : 322,020: 51,074 30,277 47,082 179,218 176,943 277,374 254,302: 44,646 67,718
Old : 274,900: 45,858 33,870 32,138 155,215 151,660 233,211 217,668: 41,689 57,232
Other: 47,120: 18,046 9,237 2,114 24,003 25,283 44,163 36,634: 2,957 10,486
: : :
: : Changes in Commitments from: October 21, 2008 :
: -38,798: -12,387 -9,241 -9,155 -21,956 -23,980 -43,498 -42,376: 4,700 3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.4 14.6 55.7 54.9 86.1 79.0: 13.9 21.0
Old : 100.0: 16.7 12.3 11.7 56.5 55.2 84.8 79.2: 15.2 20.8
Other: 100.0: 38.3 19.6 4.5 50.9 53.7 93.7 77.7: 6.3 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 79 73 86 94 125 218 256:
Old : 300: 78 76 77 92 123 211 248:
Other: 165: 32 34 14 31 80 70 122:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 22.5 28.8 30.3 13.6 14.3 23.6 18.7
Old : 19.5 21.0 31.9 28.9 15.9 15.7 27.8 21.6
Other: 47.5 35.0 63.6 44.9 47.5 35.0 61.0 43.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, 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 : 255,830: 26,388 32,608 52,113 156,036 145,172 234,537 229,893: 21,293 25,937
Old : 229,466: 28,205 35,319 38,096 143,269 130,781 209,570 204,196: 19,896 25,270
Other: 26,364: 4,431 3,537 7,769 12,767 14,391 24,967 25,697: 1,397 667
: : :
: : Changes in Commitments from: October 21, 2008 :
: -7,125: -1,926 152 -1,909 -3,104 -8,911 -6,939 -10,668: -186 3,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.7 20.4 61.0 56.7 91.7 89.9: 8.3 10.1
Old : 100.0: 12.3 15.4 16.6 62.4 57.0 91.3 89.0: 8.7 11.0
Other: 100.0: 16.8 13.4 29.5 48.4 54.6 94.7 97.5: 5.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 32 46 63 63 63 140 154:
Old : 189: 38 48 60 63 61 138 151:
Other: 51: 7 11 12 23 13 39 29:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 26.2 33.7 40.0 15.6 21.4 24.1 30.4
Old : 22.5 25.4 32.7 38.3 19.4 21.9 29.0 33.3
Other: 64.7 71.5 80.9 84.5 47.1 48.1 56.9 57.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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 : 734,592: 38,954 146,145 5,254 571,469 428,490 615,677 579,889: 118,915 154,703
Old : 734,592: 38,954 146,145 5,254 571,469 428,490 615,677 579,889: 118,915 154,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 11,004: -5,342 -3,857 1,161 13,039 12,768 8,858 10,072: 2,146 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 19.9 0.7 77.8 58.3 83.8 78.9: 16.2 21.1
Old : 100.0: 5.3 19.9 0.7 77.8 58.3 83.8 78.9: 16.2 21.1
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 : 145: 15 38 14 67 69 90 113:
Old : 145: 15 38 14 67 69 90 113:
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 : 32.6 14.6 44.7 24.1 25.2 13.9 35.3 22.3
Old : 32.6 14.6 44.7 24.1 25.2 13.9 35.3 22.3
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, 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 : 150,444: 29,443 12,563 16,708 77,748 99,425 123,899 128,696: 26,545 21,748
Old : 140,728: 29,117 12,430 13,922 72,189 92,795 115,228 119,147: 25,500 21,581
Other: 9,716: 1,524 1,331 1,588 5,559 6,630 8,671 9,549: 1,045 167
: : :
: : Changes in Commitments from: October 21, 2008 :
: -8,542: -547 -4,033 -1,073 -4,735 -2,556 -6,355 -7,662: -2,187 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 8.4 11.1 51.7 66.1 82.4 85.5: 17.6 14.5
Old : 100.0: 20.7 8.8 9.9 51.3 65.9 81.9 84.7: 18.1 15.3
Other: 100.0: 15.7 13.7 16.3 57.2 68.2 89.2 98.3: 10.8 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 31 28 32 61 56 112 104:
Old : 142: 32 33 31 60 56 110 104:
Other: 53: 12 9 9 22 13 40 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 : 22.3 35.2 32.7 48.2 22.3 29.8 30.5 39.7
Old : 23.3 35.2 34.1 47.1 23.3 29.7 31.4 38.8
Other: 35.1 57.4 52.8 75.4 35.1 53.4 51.4 68.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, 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 : 7,478: 1,152 350 695 4,563 4,917 6,410 5,962: 1,068 1,516
Old : 7,425: 1,146 351 694 4,543 4,897 6,383 5,942: 1,042 1,483
Other: 53: 7 0 0 20 20 27 20: 26 33
: : :
: : Changes in Commitments from: October 21, 2008 :
: -237: -273 -21 -90 258 -128 -105 -239: -132 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 4.7 9.3 61.0 65.8 85.7 79.7: 14.3 20.3
Old : 100.0: 15.4 4.7 9.3 61.2 66.0 86.0 80.0: 14.0 20.0
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 17 17 29 27:
Old : 43: 10 6 5 17 16 29 26:
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 : 36.6 42.1 54.7 62.9 34.3 42.1 48.8 54.2
Old : 36.5 42.2 54.8 63.1 34.3 42.2 48.9 54.3
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 - Futures Only, 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 : 732,540: 162,238 147,785 4,792 444,040 469,512 611,070 622,089: 121,470 110,451
Old : 732,540: 162,238 147,785 4,792 444,040 469,512 611,070 622,089: 121,470 110,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 7,858: -1,687 8,499 -1,141 -4,286 -13,798 -7,114 -6,440: 14,972 14,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 20.2 0.7 60.6 64.1 83.4 84.9: 16.6 15.1
Old : 100.0: 22.1 20.2 0.7 60.6 64.1 83.4 84.9: 16.6 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 : 174: 32 33 13 76 77 116 115:
Old : 174: 32 33 13 76 77 116 115:
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 : 19.0 29.7 30.0 42.4 16.3 24.0 26.4 35.0
Old : 19.0 29.7 30.0 42.4 16.3 24.0 26.4 35.0
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, 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 : 1,308,008: 200,274 226,956 14,411 850,313 762,559 1,064,998 1,003,926: 243,010 304,082
Old : 1,308,008: 200,274 226,956 14,411 850,313 762,559 1,064,998 1,003,926: 243,010 304,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -55,645: -26,192 -3,007 -1,141 -62,219 -69,674 -89,552 -73,822: 33,907 18,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.4 1.1 65.0 58.3 81.4 76.8: 18.6 23.2
Old : 100.0: 15.3 17.4 1.1 65.0 58.3 81.4 76.8: 18.6 23.2
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 : 192: 29 47 25 75 91 118 149:
Old : 192: 29 47 25 75 91 118 149:
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 : 24.9 21.6 35.9 31.4 23.2 16.4 33.2 24.8
Old : 24.9 21.6 35.9 31.4 23.2 16.4 33.2 24.8
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, 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 : 1,360,390: 441,332 168,691 6,428 718,129 970,522 1,165,889 1,145,641: 194,501 214,749
Old : 1,360,390: 441,332 168,691 6,428 718,129 970,522 1,165,889 1,145,641: 194,501 214,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 21,883: -2,814 6,031 -2,360 12,280 936 7,106 4,607: 14,777 17,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 12.4 0.5 52.8 71.3 85.7 84.2: 14.3 15.8
Old : 100.0: 32.4 12.4 0.5 52.8 71.3 85.7 84.2: 14.3 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 34 31 16 78 69 122 106:
Old : 165: 34 31 16 78 69 122 106:
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 : 22.6 35.0 35.0 46.8 14.0 24.1 23.1 32.6
Old : 22.6 35.0 35.0 46.8 14.0 24.1 23.1 32.6
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, 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 : 594,221: 221,426 46,531 51,980 284,331 460,309 557,737 558,820: 36,484 35,401
Old : 594,221: 221,426 46,531 51,980 284,331 460,309 557,737 558,820: 36,484 35,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 2,406: 17,122 2,543 53 -9,579 -4,472 7,596 -1,876: -5,190 4,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.8 8.7 47.8 77.5 93.9 94.0: 6.1 6.0
Old : 100.0: 37.3 7.8 8.7 47.8 77.5 93.9 94.0: 6.1 6.0
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 : 117: 39 19 28 49 49 100 87:
Old : 117: 39 19 28 49 49 100 87:
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 42.1 37.4 60.0 17.4 36.4 29.2 49.3
Old : 23.0 42.1 37.4 60.0 17.4 36.4 29.2 49.3
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 - Futures Only, 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 : 28,889: 12,214 5,756 57 12,568 12,306 24,839 18,119: 4,050 10,770
Old : 28,889: 12,214 5,756 57 12,568 12,306 24,839 18,119: 4,050 10,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 2,151: 930 2,341 -5 352 -1,563 1,277 773: 874 1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 19.9 0.2 43.5 42.6 86.0 62.7: 14.0 37.3
Old : 100.0: 42.3 19.9 0.2 43.5 42.6 86.0 62.7: 14.0 37.3
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 : 47: 17 10 3 12 10 30 22:
Old : 47: 17 10 3 12 10 30 22:
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 : 31.2 32.3 52.3 45.8 27.2 32.0 48.3 45.2
Old : 31.2 32.3 52.3 45.8 27.2 32.0 48.3 45.2
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, 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 : 108,291: 23,103 24,229 831 69,736 61,922 93,670 86,982: 14,621 21,309
Old : 108,291: 23,103 24,229 831 69,736 61,922 93,670 86,982: 14,621 21,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 12,547: 5,224 5,740 86 3,696 603 9,006 6,429: 3,541 6,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 22.4 0.8 64.4 57.2 86.5 80.3: 13.5 19.7
Old : 100.0: 21.3 22.4 0.8 64.4 57.2 86.5 80.3: 13.5 19.7
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 : 105: 28 29 8 32 25 65 57:
Old : 105: 28 29 8 32 25 65 57:
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 : 35.6 33.3 50.5 49.5 33.9 32.6 45.5 47.5
Old : 35.6 33.3 50.5 49.5 33.9 32.6 45.5 47.5
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 - Futures Only, 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 - Futures Only, 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