WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 1, 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 : 340,835: 79,201 73,377 47,254 188,310 171,781 314,765 292,412: 26,070 48,423
Old : 287,047: 64,166 71,962 34,943 164,829 140,373 263,938 247,278: 23,109 39,769
Other: 53,788: 26,138 12,518 1,208 23,481 31,408 50,827 45,134: 2,961 8,654
: : :
: : Changes in Commitments from: June 24, 2008 :
: -8,780: -1,252 -3,486 -410 -3,083 -968 -4,745 -4,864: -4,035 -3,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 21.5 13.9 55.2 50.4 92.4 85.8: 7.6 14.2
Old : 100.0: 22.4 25.1 12.2 57.4 48.9 91.9 86.1: 8.1 13.9
Other: 100.0: 48.6 23.3 2.2 43.7 58.4 94.5 83.9: 5.5 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 101 89 99 59 102 229 253:
Old : 336: 106 90 79 56 96 214 237:
Other: 156: 26 44 16 28 71 66 121:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 16.7 41.6 26.8 25.0 15.8 39.7 24.6
Old : 29.1 17.9 44.4 26.4 28.6 17.2 42.1 25.6
Other: 55.7 24.6 69.0 34.9 55.7 20.4 66.5 29.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 1, 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 : 1,317,496: 436,150 107,203 179,710 567,595 805,714 1,183,455 1,092,627: 134,041 224,869
Old : 405,239: 119,871 72,323 21,862 226,942 256,238 368,675 350,423: 36,564 54,816
Other: 912,257: 389,416 108,017 84,711 340,653 549,476 814,780 742,204: 97,477 170,053
: : :
: : Changes in Commitments from: June 24, 2008 :
: -48,611: -7,170 3,612 -5,842 -38,493 -27,837 -51,505 -30,067: 2,894 -18,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 8.1 13.6 43.1 61.2 89.8 82.9: 10.2 17.1
Old : 100.0: 29.6 17.8 5.4 56.0 63.2 91.0 86.5: 9.0 13.5
Other: 100.0: 42.7 11.8 9.3 37.3 60.2 89.3 81.4: 10.7 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 834: 239 131 197 178 358 526 632:
Old : 644: 124 126 60 103 297 271 466:
Other: 768: 216 142 97 157 340 425 540:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 12.6 23.2 18.9 14.4 12.5 22.6 18.4
Old : 26.5 19.5 40.2 25.7 26.5 19.3 40.2 25.5
Other: 14.0 11.7 23.5 18.2 13.8 11.6 22.2 17.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 1, 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 : 18,055: 4,646 417 478 8,831 15,232 13,955 16,127: 4,100 1,928
Old : 18,055: 4,646 417 478 8,831 15,232 13,955 16,127: 4,100 1,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 862: 586 73 -65 -255 240 266 248: 596 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 2.3 2.6 48.9 84.4 77.3 89.3: 22.7 10.7
Old : 100.0: 25.7 2.3 2.6 48.9 84.4 77.3 89.3: 22.7 10.7
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 : 51: 24 4 7 17 16 43 25:
Old : 51: 24 4 7 17 16 43 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 58.3 48.8 75.0 34.4 53.9 48.8 69.6
Old : 34.4 58.3 48.8 75.0 34.4 53.9 48.8 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 1, 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 : 479,364: 157,366 32,924 69,545 196,682 298,897 423,593 401,366: 55,771 77,998
Old : 96,041: 49,307 12,113 1,691 31,023 67,941 82,021 81,745: 14,020 14,296
Other: 383,323: 137,848 50,600 38,065 165,659 230,956 341,572 319,621: 41,751 63,702
: : :
: : Changes in Commitments from: June 24, 2008 :
: 3,176: 7,764 3,360 3,246 -10,237 1,148 773 7,754: 2,403 -4,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 6.9 14.5 41.0 62.4 88.4 83.7: 11.6 16.3
Old : 100.0: 51.3 12.6 1.8 32.3 70.7 85.4 85.1: 14.6 14.9
Other: 100.0: 36.0 13.2 9.9 43.2 60.3 89.1 83.4: 10.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 166 98 133 98 191 333 377:
Old : 324: 98 58 15 54 131 160 198:
Other: 477: 147 120 92 77 182 277 350:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 21.1 24.7 30.0 14.7 20.5 24.1 26.4
Old : 25.0 37.2 38.3 46.6 24.6 37.2 37.9 46.6
Other: 17.7 19.0 29.1 28.0 17.7 18.4 28.5 26.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,880: 18,314 3,284 619 5 3,055 18,938 6,958: 2,942 14,922
Old : 923: 641 39 81 3 141 725 261: 198 662
Other: 20,957: 17,673 3,245 538 2 2,914 18,213 6,697: 2,744 14,260
: : :
: : Changes in Commitments from: June 24, 2008 :
: 372: 1,066 1,208 -226 3 -623 843 359: -471 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 15.0 2.8 0.0 14.0 86.6 31.8: 13.4 68.2
Old : 100.0: 69.4 4.2 8.8 0.3 15.3 78.5 28.3: 21.5 71.7
Other: 100.0: 84.3 15.5 2.6 0.0 13.9 86.9 32.0: 13.1 68.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 10 7 2 9 16 25:
Old : 20: 8 4 4 1 7 9 15:
Other: 32: 13 10 6 1 9 15 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 : 64.9 12.5 81.3 18.8 64.6 11.8 78.5 17.8
Old : 64.0 15.5 78.3 23.1 57.7 12.8 69.6 18.4
Other: 65.3 12.6 81.4 19.0 65.2 11.9 78.9 18.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 1, 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 : 261,362: 47,455 16,832 53,363 130,056 177,275 230,874 247,470: 30,488 13,892
Old : 89,268: 29,669 11,056 4,909 42,143 65,536 76,721 81,501: 12,547 7,767
Other: 172,094: 41,348 29,338 24,892 87,913 111,739 154,153 165,969: 17,941 6,125
: : :
: : Changes in Commitments from: June 24, 2008 :
: 537: -1,369 -2,779 -225 2,141 5,401 547 2,397: -10 -1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.4 20.4 49.8 67.8 88.3 94.7: 11.7 5.3
Old : 100.0: 33.2 12.4 5.5 47.2 73.4 85.9 91.3: 14.1 8.7
Other: 100.0: 24.0 17.0 14.5 51.1 64.9 89.6 96.4: 10.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 59 22 54 61 57 151 121:
Old : 133: 40 16 21 48 46 98 80:
Other: 158: 53 36 29 48 40 119 89:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 32.5 27.3 47.8 15.5 28.5 24.6 41.8
Old : 21.5 31.6 34.5 47.9 19.8 31.5 30.6 47.5
Other: 25.4 42.2 37.0 56.6 23.0 39.3 32.3 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 1, 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 : 894,417: 141,015 188,620 8,855 633,286 516,822 783,156 714,297: 111,261 180,120
Old : 894,417: 141,015 188,620 8,855 633,286 516,822 783,156 714,297: 111,261 180,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 5,207: 31,459 -3,790 -1,384 -38,676 -8,769 -8,601 -13,943: 13,808 19,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.1 1.0 70.8 57.8 87.6 79.9: 12.4 20.1
Old : 100.0: 15.8 21.1 1.0 70.8 57.8 87.6 79.9: 12.4 20.1
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 : 172: 24 50 17 64 76 98 133:
Old : 172: 24 50 17 64 76 98 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 21.8 42.5 31.4 19.9 13.2 30.8 20.7
Old : 27.2 21.8 42.5 31.4 19.9 13.2 30.8 20.7
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, July 1, 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 : 225,308: 68,624 5,483 37,377 80,290 165,971 186,291 208,831: 39,017 16,477
Old : 93,412: 30,280 3,544 10,191 37,269 71,105 77,740 84,840: 15,672 8,572
Other: 131,896: 50,008 13,603 15,522 43,021 94,866 108,551 123,991: 23,345 7,905
: : :
: : Changes in Commitments from: June 24, 2008 :
: 3,843: -1,954 -378 3,709 -1,803 -380 -48 2,951: 3,891 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.4 16.6 35.6 73.7 82.7 92.7: 17.3 7.3
Old : 100.0: 32.4 3.8 10.9 39.9 76.1 83.2 90.8: 16.8 9.2
Other: 100.0: 37.9 10.3 11.8 32.6 71.9 82.3 94.0: 17.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 80 17 56 63 62 165 126:
Old : 147: 49 18 31 49 51 114 90:
Other: 172: 69 31 33 52 43 139 92:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 36.2 19.2 47.3 8.5 33.5 14.6 41.0
Old : 23.0 31.1 35.7 44.1 19.8 30.5 28.6 43.0
Other: 12.1 42.0 20.9 55.8 11.2 40.0 19.0 50.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 1, 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 : 14,727: 3,209 891 406 7,856 12,248 11,471 13,545: 3,256 1,182
Old : 14,716: 3,212 891 403 7,856 12,248 11,471 13,542: 3,245 1,174
Other: 11: 0 3 0 0 0 0 3: 11 8
: : :
: : Changes in Commitments from: June 24, 2008 :
: -1,743: -715 88 -384 -114 -916 -1,213 -1,212: -530 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 6.1 2.8 53.3 83.2 77.9 92.0: 22.1 8.0
Old : 100.0: 21.8 6.1 2.7 53.4 83.2 77.9 92.0: 22.1 8.0
Other: 100.0: 0.0 27.3 0.0 0.0 0.0 0.0 27.3: 100.0 72.7
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 6 6 26 21 45 33:
Old : 59: 18 6 6 26 21 45 33:
Other: 1: 0 1 0 0 0 0 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 : 28.3 64.1 42.9 75.5 19.8 47.4 32.8 57.1
Old : 28.3 64.2 42.9 75.6 19.8 47.5 32.9 57.2
Other: 0.0 27.3 0.0 27.3 0.0 27.3 0.0 27.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 1, 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 : 930,966: 173,949 194,519 5,688 638,383 629,797 818,020 830,004: 112,946 100,962
Old : 930,966: 173,949 194,519 5,688 638,383 629,797 818,020 830,004: 112,946 100,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -80,394: -20,242 -8,856 409 -68,003 -74,630 -87,836 -83,077: 7,442 2,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.9 0.6 68.6 67.6 87.9 89.2: 12.1 10.8
Old : 100.0: 18.7 20.9 0.6 68.6 67.6 87.9 89.2: 12.1 10.8
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 : 204: 41 41 15 80 89 129 137:
Old : 204: 41 41 15 80 89 129 137:
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 42.6 36.5 55.7 21.0 38.0 30.9 47.7
Old : 23.0 42.6 36.5 55.7 21.0 38.0 30.9 47.7
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, July 1, 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 : 1,848,701: 266,942 280,224 34,085 1,260,550 1,143,055 1,561,577 1,457,364: 287,124 391,337
Old : 1,848,701: 266,942 280,224 34,085 1,260,550 1,143,055 1,561,577 1,457,364: 287,124 391,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -52,978: -18,013 -1,674 -20,290 -47,841 -38,618 -86,144 -60,582: 33,166 7,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 15.2 1.8 68.2 61.8 84.5 78.8: 15.5 21.2
Old : 100.0: 14.4 15.2 1.8 68.2 61.8 84.5 78.8: 15.5 21.2
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 : 269: 49 62 29 101 108 165 185:
Old : 269: 49 62 29 101 108 165 185:
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 : 33.2 22.7 42.1 29.8 31.8 19.8 39.9 26.3
Old : 33.2 22.7 42.1 29.8 31.8 19.8 39.9 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, July 1, 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 : 1,570,762: 451,097 172,121 9,629 905,333 1,156,602 1,366,059 1,338,352: 204,703 232,410
Old : 1,570,762: 451,097 172,121 9,629 905,333 1,156,602 1,366,059 1,338,352: 204,703 232,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 1,372: -14,462 16,565 -2,106 21,204 22,633 4,636 37,092: -3,264 -35,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.0 0.6 57.6 73.6 87.0 85.2: 13.0 14.8
Old : 100.0: 28.7 11.0 0.6 57.6 73.6 87.0 85.2: 13.0 14.8
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 : 194: 33 40 12 87 80 127 125:
Old : 194: 33 40 12 87 80 127 125:
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 : 22.9 31.8 34.1 44.8 16.6 23.8 26.7 32.3
Old : 22.9 31.8 34.1 44.8 16.6 23.8 26.7 32.3
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 - Futures Only, July 1, 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 : 716,356: 331,593 38,076 19,660 305,872 608,026 657,125 665,762: 59,231 50,594
Old : 716,356: 331,593 38,076 19,660 305,872 608,026 657,125 665,762: 59,231 50,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -56,128: -43,209 -4,406 -6,950 -4,593 -48,876 -54,752 -60,232: -1,376 4,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 5.3 2.7 42.7 84.9 91.7 92.9: 8.3 7.1
Old : 100.0: 46.3 5.3 2.7 42.7 84.9 91.7 92.9: 8.3 7.1
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 : 133: 55 11 24 58 48 118 79:
Old : 133: 55 11 24 58 48 118 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 47.4 41.1 63.2 26.3 45.5 36.8 60.4
Old : 28.6 47.4 41.1 63.2 26.3 45.5 36.8 60.4
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, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 27,642: 11,311 12,789 981 11,333 7,491 23,625 21,261: 4,017 6,381
Old : 27,642: 11,311 12,789 981 11,333 7,491 23,625 21,261: 4,017 6,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,462: 1,656 1,466 1 79 -518 1,736 949: 726 1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 46.3 3.5 41.0 27.1 85.5 76.9: 14.5 23.1
Old : 100.0: 40.9 46.3 3.5 41.0 27.1 85.5 76.9: 14.5 23.1
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 : 42: 15 13 3 10 8 27 22:
Old : 42: 15 13 3 10 8 27 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 : 43.4 40.9 59.9 60.1 43.4 40.9 59.5 57.5
Old : 43.4 40.9 59.9 60.1 43.4 40.9 59.5 57.5
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, July 1, 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 : 96,267: 47,563 31,092 1,242 26,284 49,268 75,089 81,602: 21,178 14,665
Old : 96,267: 47,563 31,092 1,242 26,284 49,268 75,089 81,602: 21,178 14,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,138: 5,194 1,513 331 -4,029 152 1,496 1,996: 642 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 32.3 1.3 27.3 51.2 78.0 84.8: 22.0 15.2
Old : 100.0: 49.4 32.3 1.3 27.3 51.2 78.0 84.8: 22.0 15.2
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 : 113: 42 35 3 24 17 67 54:
Old : 113: 42 35 3 24 17 67 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 42.2 43.2 55.3 26.8 42.0 42.0 55.1
Old : 28.0 42.2 43.2 55.3 26.8 42.0 42.0 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, July 1, 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 : 55,890: 15,363 7,629 732 39,715 47,489 55,810 55,850: 80 40
Old : 55,890: 15,363 7,629 732 39,715 47,489 55,810 55,850: 80 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,963: 1,733 1,139 -114 1,646 2,276 3,265 3,301: -302 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 13.7 1.3 71.1 85.0 99.9 99.9: 0.1 0.1
Old : 100.0: 27.5 13.7 1.3 71.1 85.0 99.9 99.9: 0.1 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 : 43: 9 15 2 16 10 26 26:
Old : 43: 9 15 2 16 10 26 26:
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 : 70.0 79.6 87.9 93.1 48.5 49.4 56.8 57.8
Old : 70.0 79.6 87.9 93.1 48.5 49.4 56.8 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, July 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 58,780: 15,177 2,709 38 43,558 55,753 58,773 58,500: 7 280
Old : 58,780: 15,177 2,709 38 43,558 55,753 58,773 58,500: 7 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 1,360: -1,488 56 -17 2,865 1,321 1,360 1,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.6 0.1 74.1 94.9 100.0 99.5: 0.0 0.5
Old : 100.0: 25.8 4.6 0.1 74.1 94.9 100.0 99.5: 0.0 0.5
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 : 32: 5 10 1 10 10 15 21:
Old : 32: 5 10 1 10 10 15 21:
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 : 88.4 96.4 97.6 97.9 88.2 96.2 97.4 97.7
Old : 88.4 96.4 97.6 97.9 88.2 96.2 97.4 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2008