WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 423,223: 53,227 65,617 161,869 181,198 146,242 396,294 373,728: 26,929 49,495
Old : 349,308: 43,909 64,721 133,147 150,296 113,789 327,352 311,657: 21,956 37,651
Other: 73,915: 28,292 19,870 9,748 30,902 32,453 68,941 62,071: 4,973 11,844
: : :
: : Changes in Commitments from: October 7, 2008 :
: 7,486: -3,131 -2,591 12,186 -2,972 -347 6,083 9,248: 1,403 -1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.5 38.2 42.8 34.6 93.6 88.3: 6.4 11.7
Old : 100.0: 12.6 18.5 38.1 43.0 32.6 93.7 89.2: 6.3 10.8
Other: 100.0: 38.3 26.9 13.2 41.8 43.9 93.3 84.0: 6.7 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 71 121 126 80 104 237 280:
Old : 306: 79 112 111 78 100 226 262:
Other: 166: 34 46 31 39 79 90 140:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 13.2 30.5 21.2 15.5 8.2 25.0 12.5
Old : 19.0 14.2 32.8 22.8 17.2 8.5 26.2 13.6
Other: 42.8 16.7 57.8 27.1 41.2 14.0 51.0 22.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 1,725,221: 140,180 80,080 701,409 733,682 703,424 1,575,270 1,484,912: 149,951 240,309
Old : 1,488,622: 126,996 99,162 613,985 616,332 574,680 1,357,314 1,287,827: 131,309 200,795
Other: 236,599: 46,494 14,229 54,112 117,350 128,744 217,957 197,085: 18,642 39,514
: : :
: : Changes in Commitments from: October 7, 2008 :
: -3,684: -17,377 -4,180 13,042 -3,314 128 -7,650 8,989: 3,966 -12,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.6 40.7 42.5 40.8 91.3 86.1: 8.7 13.9
Old : 100.0: 8.5 6.7 41.2 41.4 38.6 91.2 86.5: 8.8 13.5
Other: 100.0: 19.7 6.0 22.9 49.6 54.4 92.1 83.3: 7.9 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 708: 144 182 262 282 326 589 633:
Old : 704: 143 190 249 276 322 577 619:
Other: 407: 66 69 61 90 234 179 343:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 16.2 21.5 22.7 6.4 6.2 11.7 8.8
Old : 13.0 15.2 21.1 22.3 7.0 5.0 12.5 8.1
Other: 24.0 26.3 38.0 35.2 18.0 14.8 26.6 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 18,454: 1,012 2,135 2,316 13,261 10,879 16,590 15,331: 1,864 3,123
Old : 16,177: 1,181 2,135 2,105 11,098 9,036 14,384 13,276: 1,793 2,901
Other: 2,276: 1 170 41 2,163 1,843 2,205 2,054: 71 222
: : :
: : Changes in Commitments from: October 7, 2008 :
: 295: -12 315 -64 394 85 318 337: -23 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 11.6 12.6 71.9 59.0 89.9 83.1: 10.1 16.9
Old : 100.0: 7.3 13.2 13.0 68.6 55.9 88.9 82.1: 11.1 17.9
Other: 100.0: 0.0 7.5 1.8 95.0 81.0 96.9 90.2: 3.1 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 18 7 21 13 37 34:
Old : 53: 13 17 7 21 13 37 34:
Other: 15: 1 2 2 7 8 9 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 47.6 60.8 61.3 38.7 36.0 51.5 44.0
Old : 36.2 45.0 57.5 58.1 33.4 33.6 47.8 42.4
Other: 88.7 69.0 96.7 89.0 77.9 59.1 78.0 70.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 589,260: 54,653 28,336 243,397 242,292 235,146 540,341 506,880: 48,919 82,380
Old : 520,602: 47,315 30,494 216,151 211,354 201,272 474,820 447,918: 45,782 72,684
Other: 68,658: 18,917 9,421 15,666 30,938 33,874 65,522 58,962: 3,137 9,696
: : :
: : Changes in Commitments from: October 7, 2008 :
: 13,759: -8,458 2,799 12,675 12,260 4,838 16,477 20,313: -2,718 -6,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.8 41.3 41.1 39.9 91.7 86.0: 8.3 14.0
Old : 100.0: 9.1 5.9 41.5 40.6 38.7 91.2 86.0: 8.8 14.0
Other: 100.0: 27.6 13.7 22.8 45.1 49.3 95.4 85.9: 4.6 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 144 106 223 123 149 380 405:
Old : 444: 147 110 211 120 148 370 397:
Other: 200: 41 43 33 43 97 99 159:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 19.0 27.2 28.0 7.7 7.3 13.4 10.2
Old : 18.1 18.4 27.1 26.8 8.6 7.3 15.3 10.7
Other: 40.4 38.4 60.2 49.5 32.6 24.4 41.2 30.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,240: 14,344 4,492 1,001 3 1,489 15,348 6,982: 2,892 11,258
Old : 15,699: 12,350 4,631 835 3 920 13,188 6,386: 2,511 9,313
Other: 2,541: 2,159 26 1 0 569 2,160 596: 381 1,945
: : :
: : Changes in Commitments from: October 7, 2008 :
: -977: -1,012 1,006 126 0 -1,315 -886 -183: -91 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 24.6 5.5 0.0 8.2 84.1 38.3: 15.9 61.7
Old : 100.0: 78.7 29.5 5.3 0.0 5.9 84.0 40.7: 16.0 59.3
Other: 100.0: 85.0 1.0 0.0 0.0 22.4 85.0 23.5: 15.0 76.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 13 7 1 4 17 21:
Old : 30: 13 13 7 1 4 17 21:
Other: 17: 10 3 1 0 4 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 61.8 17.5 75.0 26.5 61.7 16.1 73.0 23.3
Old : 61.4 19.3 74.6 27.7 61.3 17.1 72.4 24.5
Other: 67.3 22.4 83.8 23.5 67.3 22.4 83.8 23.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 346,659: 18,059 28,687 106,523 201,812 188,849 326,393 324,058: 20,266 22,601
Old : 322,366: 19,094 32,083 93,212 190,799 174,783 303,105 300,078: 19,261 22,288
Other: 24,293: 4,936 2,574 7,340 11,013 14,066 23,289 23,980: 1,005 313
: : :
: : Changes in Commitments from: October 7, 2008 :
: 10,869: -912 2,291 12,657 2,677 -689 14,422 14,259: -3,553 -3,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.3 30.7 58.2 54.5 94.2 93.5: 5.8 6.5
Old : 100.0: 5.9 10.0 28.9 59.2 54.2 94.0 93.1: 6.0 6.9
Other: 100.0: 20.3 10.6 30.2 45.3 57.9 95.9 98.7: 4.1 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 30 56 78 66 65 159 167:
Old : 200: 34 59 76 65 64 156 166:
Other: 53: 8 12 15 21 12 41 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 : 22.0 25.2 32.5 37.6 10.9 16.2 17.6 22.6
Old : 21.4 26.2 32.6 37.8 12.9 17.7 20.1 24.4
Other: 68.4 79.3 84.1 91.8 48.4 54.2 59.7 63.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 922,971: 45,738 171,117 92,975 655,591 496,630 794,304 760,722: 128,667 162,250
Old : 922,971: 45,738 171,117 92,975 655,591 496,630 794,304 760,722: 128,667 162,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -18,759: -21,649 -905 11,209 -8,184 -5,288 -18,623 5,016: -135 -23,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 18.5 10.1 71.0 53.8 86.1 82.4: 13.9 17.6
Old : 100.0: 5.0 18.5 10.1 71.0 53.8 86.1 82.4: 13.9 17.6
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 : 167: 26 42 47 79 84 132 146:
Old : 167: 26 42 47 79 84 132 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 11.6 36.0 19.9 18.2 11.1 27.5 17.1
Old : 24.7 11.6 36.0 19.9 18.2 11.1 27.5 17.1
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 with Delta-adjusted Options and Futures Combined, October 14, 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 : 188,356: 22,593 15,309 43,255 91,124 104,952 156,971 163,516: 31,384 24,840
Old : 178,544: 22,024 15,198 40,585 85,672 98,222 148,282 154,005: 30,262 24,539
Other: 9,812: 1,320 864 1,917 5,452 6,729 8,690 9,510: 1,122 301
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,715: -3,948 551 -1,199 5,714 -1,117 568 -1,764: 1,148 3,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 8.1 23.0 48.4 55.7 83.3 86.8: 16.7 13.2
Old : 100.0: 12.3 8.5 22.7 48.0 55.0 83.1 86.3: 16.9 13.7
Other: 100.0: 13.5 8.8 19.5 55.6 68.6 88.6 96.9: 11.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 35 27 45 66 52 130 108:
Old : 148: 38 30 45 66 52 130 108:
Other: 50: 10 10 14 21 14 40 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 30.2 30.3 44.7 17.4 22.8 23.6 32.0
Old : 21.7 30.2 31.4 43.9 18.0 22.5 24.1 30.8
Other: 33.4 53.6 51.1 71.3 28.9 49.6 43.3 63.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,409: 1,018 826 1,315 5,034 5,104 7,367 7,245: 2,042 2,164
Old : 9,380: 1,017 826 1,315 5,034 5,104 7,366 7,245: 2,014 2,135
Other: 29: 1 0 0 0 0 1 0: 28 29
: : :
: : Changes in Commitments from: October 7, 2008 :
: -90: -810 -300 152 391 -585 -267 -733: 177 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.8 14.0 53.5 54.2 78.3 77.0: 21.7 23.0
Old : 100.0: 10.8 8.8 14.0 53.7 54.4 78.5 77.2: 21.5 22.8
Other: 100.0: 3.4 0.0 0.0 0.0 0.0 3.4 0.0: 96.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 11 11 9 21 16 39 31:
Old : 52: 11 11 9 21 16 39 31:
Other: 1: 1 0 0 0 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 36.0 46.5 52.8 29.5 32.0 41.8 42.7
Old : 30.5 36.1 46.7 53.0 29.6 32.1 41.9 42.8
Other: 3.4 0.0 3.4 0.0 3.4 0.0 3.4 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 798,147: 149,250 128,067 42,177 484,740 518,895 676,167 689,140: 121,980 109,008
Old : 798,147: 149,250 128,067 42,177 484,740 518,895 676,167 689,140: 121,980 109,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -18,330: 9,098 -14,150 -7,017 -25,250 -7,920 -23,169 -29,088: 4,839 10,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.0 5.3 60.7 65.0 84.7 86.3: 15.3 13.7
Old : 100.0: 18.7 16.0 5.3 60.7 65.0 84.7 86.3: 15.3 13.7
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 : 188: 33 35 25 84 96 130 143:
Old : 188: 33 35 25 84 96 130 143:
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 : 19.5 25.5 30.6 38.0 13.7 20.9 23.3 29.2
Old : 19.5 25.5 30.6 38.0 13.7 20.9 23.3 29.2
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 14, 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 : 2,073,095: 218,897 245,240 321,302 1,273,455 1,177,861 1,813,654 1,744,403: 259,441 328,691
Old : 2,073,095: 218,897 245,240 321,302 1,273,455 1,177,861 1,813,654 1,744,403: 259,441 328,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 104,912: -38,285 53,258 60,206 98,854 17,576 120,775 131,040: -15,863 -26,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.8 15.5 61.4 56.8 87.5 84.1: 12.5 15.9
Old : 100.0: 10.6 11.8 15.5 61.4 56.8 87.5 84.1: 12.5 15.9
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 : 235: 45 52 64 116 115 191 201:
Old : 235: 45 52 64 116 115 191 201:
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 : 20.7 18.2 28.9 26.3 17.4 12.2 23.0 18.1
Old : 20.7 18.2 28.9 26.3 17.4 12.2 23.0 18.1
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 14, 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 : 1,550,129: 425,511 155,573 88,275 839,471 1,086,004 1,353,257 1,329,853: 196,871 220,276
Old : 1,550,129: 425,511 155,573 88,275 839,471 1,086,004 1,353,257 1,329,853: 196,871 220,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -65,453: 27,546 6,714 -14,558 -50,845 -47,146 -37,858 -54,990: -27,595 -10,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 10.0 5.7 54.2 70.1 87.3 85.8: 12.7 14.2
Old : 100.0: 27.5 10.0 5.7 54.2 70.1 87.3 85.8: 12.7 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 37 33 40 93 87 146 144:
Old : 180: 37 33 40 93 87 146 144:
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 31.1 34.9 41.5 14.7 22.8 23.7 31.3
Old : 24.3 31.1 34.9 41.5 14.7 22.8 23.7 31.3
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 14, 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 : 1,179,301: 165,821 28,675 439,320 513,625 663,728 1,118,767 1,131,724: 60,534 47,577
Old : 1,179,301: 165,821 28,675 439,320 513,625 663,728 1,118,767 1,131,724: 60,534 47,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 92,833: 14,076 -2,868 27,940 51,423 64,323 93,440 89,396: -606 3,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 2.4 37.3 43.6 56.3 94.9 96.0: 5.1 4.0
Old : 100.0: 14.1 2.4 37.3 43.6 56.3 94.9 96.0: 5.1 4.0
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 : 120: 37 18 38 56 58 108 101:
Old : 120: 37 18 38 56 58 108 101:
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 30.8 44.2 46.2 10.2 17.1 15.2 23.3
Old : 31.2 30.8 44.2 46.2 10.2 17.1 15.2 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 29,582: 10,471 3,725 1,100 13,286 14,490 24,858 19,315: 4,724 10,267
Old : 29,582: 10,471 3,725 1,100 13,286 14,490 24,858 19,315: 4,724 10,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,614: 421 -539 527 1,659 920 2,607 907: -993 706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.6 3.7 44.9 49.0 84.0 65.3: 16.0 34.7
Old : 100.0: 35.4 12.6 3.7 44.9 49.0 84.0 65.3: 16.0 34.7
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 : 43: 17 7 8 14 10 34 22:
Old : 43: 17 7 8 14 10 34 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 : 31.7 37.6 49.7 51.0 29.6 35.8 47.5 49.3
Old : 31.7 37.6 49.7 51.0 29.6 35.8 47.5 49.3
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 14, 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 : 124,604: 16,564 19,009 2,243 89,527 83,842 108,334 105,094: 16,270 19,510
Old : 124,604: 16,564 19,009 2,243 89,527 83,842 108,334 105,094: 16,270 19,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 8,821: -4,795 -445 32 17,035 2,953 12,271 2,540: -3,450 6,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 15.3 1.8 71.8 67.3 86.9 84.3: 13.1 15.7
Old : 100.0: 13.3 15.3 1.8 71.8 67.3 86.9 84.3: 13.1 15.7
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 : 101: 22 31 10 34 28 62 63:
Old : 101: 22 31 10 34 28 62 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 35.9 56.3 54.1 31.7 26.6 44.4 40.7
Old : 37.4 35.9 56.3 54.1 31.7 26.6 44.4 40.7
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 14, 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 : 33,937: 13,964 8,496 490 19,155 24,763 33,609 33,749: 328 188
Old : 33,937: 13,964 8,496 490 19,155 24,763 33,609 33,749: 328 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -2,370: -202 -591 88 -2,273 -1,933 -2,387 -2,436: 17 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 25.0 1.4 56.4 73.0 99.0 99.4: 1.0 0.6
Old : 100.0: 41.1 25.0 1.4 56.4 73.0 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: 9 15 4 13 12 24 29:
Old : 41: 9 15 4 13 12 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 83.9 88.5 92.0 67.2 66.5 75.8 73.6
Old : 69.5 83.9 88.5 92.0 67.2 66.5 75.8 73.6
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 14, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 56,056: 26,723 6,748 1,106 27,649 48,131 55,478 55,985: 578 71
Old : 56,056: 26,723 6,748 1,106 27,649 48,131 55,478 55,985: 578 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -116: 237 -12 571 -1,192 -653 -384 -94: 268 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 12.0 2.0 49.3 85.9 99.0 99.9: 1.0 0.1
Old : 100.0: 47.7 12.0 2.0 49.3 85.9 99.0 99.9: 1.0 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 : 32: 10 8 2 9 6 19 16:
Old : 32: 10 8 2 9 6 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 89.2 94.0 98.9 74.7 88.9 84.8 90.2
Old : 84.0 89.2 94.0 98.9 74.7 88.9 84.8 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2008