WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 16, 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 : 302,474: 70,577 81,353 37,888 162,957 126,360 271,422 245,601: 31,052 56,873
Old : 240,960: 59,111 79,124 19,784 134,334 96,263 213,229 195,171: 27,731 45,789
Other: 61,514: 27,932 18,695 1,638 28,623 30,097 58,193 50,430: 3,321 11,084
: : :
: : Changes in Commitments from: September 9, 2008 :
: 9,163: 547 7,682 -871 188 -7,775 -136 -964: 9,299 10,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 26.9 12.5 53.9 41.8 89.7 81.2: 10.3 18.8
Old : 100.0: 24.5 32.8 8.2 55.7 39.9 88.5 81.0: 11.5 19.0
Other: 100.0: 45.4 30.4 2.7 46.5 48.9 94.6 82.0: 5.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 70 134 90 65 103 195 286:
Old : 326: 73 134 63 59 95 172 259:
Other: 163: 29 45 19 35 77 78 131:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 13.5 38.6 20.0 22.5 12.9 37.3 18.0
Old : 26.8 15.1 40.1 22.2 26.8 14.8 40.0 21.1
Other: 49.7 19.0 64.5 29.5 48.7 17.7 59.7 26.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 16, 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 : 1,070,817: 277,984 101,698 137,820 538,892 622,442 954,696 861,960: 116,121 208,857
Old : 928,166: 248,494 112,407 106,562 469,886 531,440 824,942 750,409: 103,224 177,757
Other: 142,651: 54,240 14,041 6,508 69,006 91,002 129,754 111,551: 12,897 31,100
: : :
: : Changes in Commitments from: September 9, 2008 :
: 18,039: -3,147 697 9,080 -60 1,522 5,873 11,299: 12,166 6,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 9.5 12.9 50.3 58.1 89.2 80.5: 10.8 19.5
Old : 100.0: 26.8 12.1 11.5 50.6 57.3 88.9 80.8: 11.1 19.2
Other: 100.0: 38.0 9.8 4.6 48.4 63.8 91.0 78.2: 9.0 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 688: 155 135 151 190 316 431 545:
Old : 680: 157 143 125 178 309 407 520:
Other: 417: 57 74 21 74 244 135 336:
:----------------------------------------------------------------------------------------------------
: 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 15.2 22.5 21.4 13.2 13.6 22.1 19.3
Old : 13.7 15.0 23.5 21.6 13.7 13.8 23.1 19.4
Other: 31.6 20.7 46.6 29.0 31.3 19.8 45.1 27.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 16, 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 : 15,172: 2,464 1,392 375 10,171 10,861 13,010 12,628: 2,162 2,544
Old : 13,864: 2,546 1,392 285 8,993 9,905 11,824 11,582: 2,040 2,282
Other: 1,308: 8 90 0 1,178 956 1,186 1,046: 122 262
: : :
: : Changes in Commitments from: September 9, 2008 :
: 595: -102 189 20 458 -63 376 146: 219 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 9.2 2.5 67.0 71.6 85.8 83.2: 14.2 16.8
Old : 100.0: 18.4 10.0 2.1 64.9 71.4 85.3 83.5: 14.7 16.5
Other: 100.0: 0.6 6.9 0.0 90.1 73.1 90.7 80.0: 9.3 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 11 2 18 14 32 26:
Old : 47: 13 11 2 18 14 32 26:
Other: 14: 2 1 0 6 8 8 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 54.7 59.4 66.2 39.4 50.6 56.6 57.5
Old : 37.4 54.8 58.5 65.4 36.8 50.7 56.2 58.3
Other: 87.8 65.5 90.7 79.5 72.3 58.3 73.3 62.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 16, 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 : 374,393: 94,377 43,651 55,687 179,259 199,434 329,323 298,772: 45,070 75,621
Old : 336,416: 86,240 46,479 44,148 164,780 178,703 295,168 269,330: 41,248 67,086
Other: 37,977: 18,055 7,090 1,621 14,479 20,731 34,155 29,442: 3,822 8,535
: : :
: : Changes in Commitments from: September 9, 2008 :
: -2,086: -8,055 -4,846 -490 3,621 1,772 -4,924 -3,564: 2,838 1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.7 14.9 47.9 53.3 88.0 79.8: 12.0 20.2
Old : 100.0: 25.6 13.8 13.1 49.0 53.1 87.7 80.1: 12.3 19.9
Other: 100.0: 47.5 18.7 4.3 38.1 54.6 89.9 77.5: 10.1 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 124 114 103 87 164 265 351:
Old : 442: 117 122 92 85 161 256 341:
Other: 224: 40 52 8 31 109 74 167:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 15.8 25.9 24.8 14.6 14.5 23.9 21.0
Old : 16.6 16.0 27.4 24.8 15.5 14.6 25.8 21.8
Other: 35.7 30.8 50.1 41.3 35.0 30.8 48.2 40.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,446: 16,924 3,811 645 152 3,282 17,721 7,738: 2,725 12,708
Old : 17,863: 14,925 3,928 488 152 2,617 15,565 7,033: 2,298 10,830
Other: 2,583: 2,156 40 0 0 665 2,156 705: 427 1,878
: : :
: : Changes in Commitments from: September 9, 2008 :
: -30: 297 264 212 150 53 659 529: -689 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 18.6 3.2 0.7 16.1 86.7 37.8: 13.3 62.2
Old : 100.0: 83.6 22.0 2.7 0.9 14.7 87.1 39.4: 12.9 60.6
Other: 100.0: 83.5 1.5 0.0 0.0 25.7 83.5 27.3: 16.5 72.7
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 11 4 2 9 15 23:
Old : 33: 12 11 4 2 9 15 23:
Other: 21: 8 4 0 0 9 8 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 : 65.6 15.5 80.4 22.9 65.6 14.7 78.7 21.5
Old : 65.7 15.7 80.9 23.5 65.7 14.9 79.0 22.5
Other: 67.6 21.8 83.5 25.4 67.6 21.8 83.5 25.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 16, 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 : 262,460: 28,097 27,308 53,929 159,284 157,075 241,310 238,312: 21,150 24,148
Old : 242,035: 30,658 31,627 39,494 151,701 147,229 221,853 218,350: 20,182 23,685
Other: 20,425: 4,817 3,059 7,057 7,583 9,846 19,457 19,962: 968 463
: : :
: : Changes in Commitments from: September 9, 2008 :
: -878: 179 644 -1,384 -2,138 -1,088 -3,343 -1,828: 2,465 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.4 20.5 60.7 59.8 91.9 90.8: 8.1 9.2
Old : 100.0: 12.7 13.1 16.3 62.7 60.8 91.7 90.2: 8.3 9.8
Other: 100.0: 23.6 15.0 34.6 37.1 48.2 95.3 97.7: 4.7 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 38 50 59 66 61 147 155:
Old : 202: 42 53 56 65 60 144 153:
Other: 44: 9 10 9 19 9 35 22:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 30.0 33.1 40.3 18.5 23.5 26.5 31.7
Old : 20.4 28.5 31.2 38.5 19.9 25.2 28.6 33.8
Other: 72.2 75.3 83.7 89.6 46.7 46.0 54.4 57.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 16, 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 : 908,645: 107,252 176,415 17,993 646,840 531,724 772,085 726,132: 136,560 182,513
Old : 908,645: 107,252 176,415 17,993 646,840 531,724 772,085 726,132: 136,560 182,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -10,649: -25,538 2,237 -4,256 15,664 -6,793 -14,130 -8,812: 3,481 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 19.4 2.0 71.2 58.5 85.0 79.9: 15.0 20.1
Old : 100.0: 11.8 19.4 2.0 71.2 58.5 85.0 79.9: 15.0 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 : 177: 31 45 20 68 80 110 134:
Old : 177: 31 45 20 68 80 110 134:
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 : 26.4 14.3 39.2 22.6 18.2 11.9 29.5 18.3
Old : 26.4 14.3 39.2 22.6 18.2 11.9 29.5 18.3
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, September 16, 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 : 166,261: 36,294 10,793 16,950 85,157 122,246 138,401 149,989: 27,860 16,272
Old : 158,213: 36,030 10,901 14,866 80,374 116,325 131,270 142,092: 26,943 16,121
Other: 8,048: 1,392 1,020 956 4,783 5,921 7,131 7,897: 917 151
: : :
: : Changes in Commitments from: September 9, 2008 :
: -4,603: -2,525 2,320 -1,957 -398 -5,984 -4,880 -5,621: 277 1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 6.5 10.2 51.2 73.5 83.2 90.2: 16.8 9.8
Old : 100.0: 22.8 6.9 9.4 50.8 73.5 83.0 89.8: 17.0 10.2
Other: 100.0: 17.3 12.7 11.9 59.4 73.6 88.6 98.1: 11.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 40 21 37 67 57 130 102:
Old : 153: 39 26 37 65 57 128 102:
Other: 46: 12 7 8 17 9 33 23:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 40.9 27.4 52.6 14.4 30.6 22.9 39.7
Old : 18.8 41.0 28.2 51.9 14.7 31.1 23.7 38.4
Other: 37.8 65.7 58.6 81.4 37.8 63.4 58.0 78.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 16, 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 : 9,635: 2,435 1,172 407 4,797 6,733 7,639 8,312: 1,996 1,323
Old : 9,618: 2,435 1,166 407 4,797 6,733 7,639 8,306: 1,979 1,312
Other: 17: 0 6 0 0 0 0 6: 17 11
: : :
: : Changes in Commitments from: September 9, 2008 :
: -458: -82 32 -118 -292 -412 -492 -498: 34 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.2 4.2 49.8 69.9 79.3 86.3: 20.7 13.7
Old : 100.0: 25.3 12.1 4.2 49.9 70.0 79.4 86.4: 20.6 13.6
Other: 100.0: 0.0 35.3 0.0 0.0 0.0 0.0 35.3: 100.0 64.7
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 14 10 5 17 22 36 33:
Old : 60: 14 10 5 17 22 36 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 : 34.4 47.1 50.7 62.7 34.4 47.1 50.7 62.0
Old : 34.5 47.2 50.8 62.7 34.5 47.2 50.8 62.1
Other: 0.0 35.3 0.0 35.3 0.0 35.3 0.0 35.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 16, 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 : 792,636: 140,595 164,951 6,761 520,477 501,952 667,833 673,664: 124,803 118,972
Old : 792,636: 140,595 164,951 6,761 520,477 501,952 667,833 673,664: 124,803 118,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -42,725: -32,154 800 109 -10,118 -67,780 -42,163 -66,871: -562 24,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 20.8 0.9 65.7 63.3 84.3 85.0: 15.7 15.0
Old : 100.0: 17.7 20.8 0.9 65.7 63.3 84.3 85.0: 15.7 15.0
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 : 182: 37 35 17 79 86 124 130:
Old : 182: 37 35 17 79 86 124 130:
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 : 22.5 30.6 34.1 40.5 21.4 26.4 31.0 34.9
Old : 22.5 30.6 34.1 40.5 21.4 26.4 31.0 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 16, 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 : 1,723,211: 229,651 240,195 45,081 1,117,438 1,064,750 1,392,170 1,350,026: 331,041 373,185
Old : 1,723,211: 229,651 240,195 45,081 1,117,438 1,064,750 1,392,170 1,350,026: 331,041 373,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 11,742: -34,002 -2,004 -778 19,529 1,603 -15,251 -1,179: 26,993 12,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.9 2.6 64.8 61.8 80.8 78.3: 19.2 21.7
Old : 100.0: 13.3 13.9 2.6 64.8 61.8 80.8 78.3: 19.2 21.7
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 : 249: 41 62 29 97 114 154 189:
Old : 249: 41 62 29 97 114 154 189:
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 : 30.9 23.9 39.2 31.0 29.4 22.2 36.9 28.7
Old : 30.9 23.9 39.2 31.0 29.4 22.2 36.9 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 16, 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 : 1,468,401: 411,072 179,146 16,937 793,077 1,024,458 1,221,086 1,220,541: 247,315 247,860
Old : 1,468,401: 411,072 179,146 16,937 793,077 1,024,458 1,221,086 1,220,541: 247,315 247,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -36,200: 11,585 -19,025 3,725 -58,507 -54,550 -43,197 -69,850: 6,997 33,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 12.2 1.2 54.0 69.8 83.2 83.1: 16.8 16.9
Old : 100.0: 28.0 12.2 1.2 54.0 69.8 83.2 83.1: 16.8 16.9
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 : 181: 41 34 22 81 74 133 119:
Old : 181: 41 34 22 81 74 133 119:
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 : 23.2 31.8 34.0 43.9 13.7 22.9 21.4 29.7
Old : 23.2 31.8 34.0 43.9 13.7 22.9 21.4 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 16, 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 : 605,357: 212,873 34,601 60,246 287,722 475,490 560,841 570,337: 44,516 35,020
Old : 605,357: 212,873 34,601 60,246 287,722 475,490 560,841 570,337: 44,516 35,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 57,057: -15,590 1,084 23,989 44,944 23,961 53,343 49,034: 3,714 8,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 5.7 10.0 47.5 78.5 92.6 94.2: 7.4 5.8
Old : 100.0: 35.2 5.7 10.0 47.5 78.5 92.6 94.2: 7.4 5.8
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 : 134: 44 17 38 57 51 117 95:
Old : 134: 44 17 38 57 51 117 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 44.6 38.5 59.6 20.2 41.6 31.3 53.7
Old : 25.1 44.6 38.5 59.6 20.2 41.6 31.3 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, September 16, 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 : 61,275: 17,392 14,541 3,805 27,721 23,034 48,918 41,380: 12,357 19,895
Old : 61,275: 17,392 14,541 3,805 27,721 23,034 48,918 41,380: 12,357 19,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 20,958: 362 300 1,462 7,298 8,164 9,122 9,926: 11,836 11,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 23.7 6.2 45.2 37.6 79.8 67.5: 20.2 32.5
Old : 100.0: 28.4 23.7 6.2 45.2 37.6 79.8 67.5: 20.2 32.5
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 : 65: 19 23 15 19 15 47 44:
Old : 65: 19 23 15 19 15 47 44:
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 : 30.1 29.5 47.7 42.3 28.5 18.9 39.8 28.4
Old : 30.1 29.5 47.7 42.3 28.5 18.9 39.8 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 16, 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 : 147,101: 48,557 49,205 6,034 74,206 76,777 128,797 132,016: 18,304 15,085
Old : 147,101: 48,557 49,205 6,034 74,206 76,777 128,797 132,016: 18,304 15,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 31,964: 1,187 -1,444 4,251 23,064 26,876 28,502 29,683: 3,462 2,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 33.4 4.1 50.4 52.2 87.6 89.7: 12.4 10.3
Old : 100.0: 33.0 33.4 4.1 50.4 52.2 87.6 89.7: 12.4 10.3
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 : 140: 46 47 22 34 32 92 90:
Old : 140: 46 47 22 34 32 92 90:
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 : 26.8 28.0 40.3 44.7 18.1 26.5 28.6 36.3
Old : 26.8 28.0 40.3 44.7 18.1 26.5 28.6 36.3
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, September 16, 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 : 36,571: 13,635 8,344 630 22,150 27,562 36,415 36,536: 156 35
Old : 36,571: 13,635 8,344 630 22,150 27,562 36,415 36,536: 156 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -22,983: -764 -777 -1,054 -20,754 -20,600 -22,572 -22,431: -411 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 22.8 1.7 60.6 75.4 99.6 99.9: 0.4 0.1
Old : 100.0: 37.3 22.8 1.7 60.6 75.4 99.6 99.9: 0.4 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 : 38: 9 11 3 14 11 24 24:
Old : 38: 9 11 3 14 11 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 79.7 82.3 92.8 48.7 53.7 59.5 63.0
Old : 65.4 79.7 82.3 92.8 48.7 53.7 59.5 63.0
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, September 16, 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 : 53,034: 23,194 12,513 297 29,171 39,817 52,662 52,627: 372 407
Old : 53,034: 23,194 12,513 297 29,171 39,817 52,662 52,627: 372 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: -14,718: 906 11,010 -1,815 -7,249 -17,278 -8,158 -8,083: -6,560 -6,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 23.6 0.6 55.0 75.1 99.3 99.2: 0.7 0.8
Old : 100.0: 43.7 23.6 0.6 55.0 75.1 99.3 99.2: 0.7 0.8
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 : 27: 7 6 1 9 6 16 13:
Old : 27: 7 6 1 9 6 16 13:
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 : 85.6 97.0 94.5 98.7 77.0 89.6 85.9 90.4
Old : 85.6 97.0 94.5 98.7 77.0 89.6 85.9 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2008