WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 7, 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 : 282,510: 67,187 79,704 42,282 152,010 114,723 261,479 236,709: 21,031 45,801
Old : 220,541: 54,127 74,964 24,840 124,341 85,576 203,308 185,380: 17,233 35,161
Other: 61,969: 28,617 20,297 1,885 27,669 29,147 58,171 51,329: 3,798 10,640
: : :
: : Changes in Commitments from: September 30, 2008 :
: -4,907: 1,025 4,973 71 -5,208 -8,031 -4,112 -2,987: -795 -1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 28.2 15.0 53.8 40.6 92.6 83.8: 7.4 16.2
Old : 100.0: 24.5 34.0 11.3 56.4 38.8 92.2 84.1: 7.8 15.9
Other: 100.0: 46.2 32.8 3.0 44.6 47.0 93.9 82.8: 6.1 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 70 114 90 66 101 196 263:
Old : 301: 76 107 68 61 92 176 237:
Other: 168: 28 48 16 38 78 78 134:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 11.5 39.4 18.0 23.2 11.1 37.0 17.1
Old : 28.2 13.4 42.3 21.3 26.9 13.2 40.9 21.0
Other: 50.0 18.5 65.9 28.3 49.8 16.1 61.0 24.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 7, 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 : 1,011,641: 240,146 105,763 143,955 517,236 562,230 901,337 811,948: 110,304 199,693
Old : 860,706: 219,892 117,698 103,907 440,774 473,196 764,573 694,801: 96,133 165,905
Other: 150,935: 55,181 22,992 5,121 76,462 89,034 136,764 117,147: 14,171 33,788
: : :
: : Changes in Commitments from: September 30, 2008 :
: -23,714: -28,465 5,842 4,206 553 -27,189 -23,706 -17,141: -8 -6,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 10.5 14.2 51.1 55.6 89.1 80.3: 10.9 19.7
Old : 100.0: 25.5 13.7 12.1 51.2 55.0 88.8 80.7: 11.2 19.3
Other: 100.0: 36.6 15.2 3.4 50.7 59.0 90.6 77.6: 9.4 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 657: 139 139 158 204 296 442 526:
Old : 652: 139 149 133 193 289 419 503:
Other: 398: 58 69 23 76 225 141 312:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 16.2 21.8 22.3 12.4 14.7 21.5 19.6
Old : 13.2 16.0 23.1 22.6 13.1 14.5 22.8 19.6
Other: 29.3 22.7 43.6 30.4 29.3 22.6 42.8 29.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 7, 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 : 15,223: 2,172 1,741 367 11,131 10,429 13,670 12,537: 1,553 2,686
Old : 13,279: 2,250 1,741 248 9,276 8,812 11,774 10,801: 1,505 2,478
Other: 1,944: 41 119 0 1,855 1,617 1,896 1,736: 48 208
: : :
: : Changes in Commitments from: September 30, 2008 :
: 334: -35 202 -18 524 83 471 267: -137 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.4 2.4 73.1 68.5 89.8 82.4: 10.2 17.6
Old : 100.0: 16.9 13.1 1.9 69.9 66.4 88.7 81.3: 11.3 18.7
Other: 100.0: 2.1 6.1 0.0 95.4 83.2 97.5 89.3: 2.5 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 15 3 20 13 34 29:
Old : 50: 12 15 3 20 13 34 29:
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 : 44.1 54.2 64.8 64.3 42.4 45.9 58.1 53.8
Old : 38.9 52.1 62.0 61.7 37.3 43.6 55.8 52.6
Other: 93.5 72.8 97.5 89.0 82.6 65.3 82.8 74.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 7, 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 : 358,347: 87,244 36,497 58,111 169,812 186,786 315,167 281,394: 43,180 76,953
Old : 313,727: 80,429 40,040 44,086 149,402 162,538 273,917 246,664: 39,810 67,063
Other: 44,620: 19,002 8,644 1,838 20,410 24,248 41,250 34,730: 3,370 9,890
: : :
: : Changes in Commitments from: September 30, 2008 :
: 1,239: -1,452 -3,251 2,529 194 216 1,271 -506: -32 1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 10.2 16.2 47.4 52.1 88.0 78.5: 12.0 21.5
Old : 100.0: 25.6 12.8 14.1 47.6 51.8 87.3 78.6: 12.7 21.4
Other: 100.0: 42.6 19.4 4.1 45.7 54.3 92.4 77.8: 7.6 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 117 101 115 93 148 276 324:
Old : 398: 123 99 102 90 145 265 315:
Other: 194: 35 46 9 33 91 73 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 16.8 24.7 25.5 12.0 14.4 21.3 20.4
Old : 15.4 17.0 26.6 24.6 13.7 15.3 23.8 22.0
Other: 45.4 35.2 59.6 44.9 45.4 35.2 58.8 44.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,217: 15,356 3,486 875 3 2,804 16,234 7,165: 2,983 12,052
Old : 16,631: 13,329 3,628 707 3 2,174 14,039 6,509: 2,592 10,122
Other: 2,586: 2,195 26 0 0 630 2,195 656: 391 1,930
: : :
: : Changes in Commitments from: September 30, 2008 :
: -27: -260 -125 242 1 -184 -17 -67: -10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 18.1 4.6 0.0 14.6 84.5 37.3: 15.5 62.7
Old : 100.0: 80.1 21.8 4.3 0.0 13.1 84.4 39.1: 15.6 60.9
Other: 100.0: 84.9 1.0 0.0 0.0 24.4 84.9 25.4: 15.1 74.6
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 9 7 1 7 16 20:
Old : 28: 12 9 7 1 7 16 20:
Other: 20: 10 3 0 0 7 10 10:
:----------------------------------------------------------------------------------------------------
: 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 : 65.1 17.7 77.2 26.5 65.0 17.4 75.9 24.9
Old : 65.0 18.5 77.1 27.8 64.9 18.1 75.5 25.5
Other: 68.4 22.0 84.5 25.1 68.4 22.0 84.5 25.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 7, 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 : 254,241: 33,186 20,765 45,995 152,283 162,967 231,464 229,727: 22,777 24,514
Old : 230,350: 34,728 24,700 32,297 141,587 149,151 208,612 206,148: 21,738 24,202
Other: 23,891: 4,925 2,532 7,231 10,696 13,816 22,852 23,579: 1,039 312
: : :
: : Changes in Commitments from: September 30, 2008 :
: 7,467: -2,237 -3,484 -2,689 9,623 11,997 4,697 5,824: 2,770 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.2 18.1 59.9 64.1 91.0 90.4: 9.0 9.6
Old : 100.0: 15.1 10.7 14.0 61.5 64.7 90.6 89.5: 9.4 10.5
Other: 100.0: 20.6 10.6 30.3 44.8 57.8 95.7 98.7: 4.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 39 38 60 62 58 143 136:
Old : 181: 42 40 56 61 56 139 133:
Other: 47: 7 11 10 20 10 36 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 : 20.7 30.8 30.8 44.5 16.5 25.1 25.0 36.3
Old : 19.7 31.5 30.2 45.1 19.4 28.4 29.2 40.1
Other: 69.1 80.3 83.9 92.5 48.1 54.9 59.2 63.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 7, 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 : 793,207: 68,498 179,502 9,875 601,350 442,893 679,723 632,270: 113,484 160,937
Old : 793,207: 68,498 179,502 9,875 601,350 442,893 679,723 632,270: 113,484 160,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -9,969: 1,713 9,026 2,635 -8,302 -31,145 -3,954 -19,484: -6,015 9,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 22.6 1.2 75.8 55.8 85.7 79.7: 14.3 20.3
Old : 100.0: 8.6 22.6 1.2 75.8 55.8 85.7 79.7: 14.3 20.3
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 : 172: 29 42 21 63 82 103 134:
Old : 172: 29 42 21 63 82 103 134:
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 : 27.7 14.8 41.3 22.7 22.1 12.1 32.4 19.0
Old : 27.7 14.8 41.3 22.7 22.1 12.1 32.4 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 7, 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 : 153,739: 33,938 15,653 17,883 73,773 100,026 125,594 133,562: 28,145 20,177
Old : 145,240: 33,781 15,670 15,634 68,946 93,982 118,361 125,286: 26,879 19,954
Other: 8,499: 1,301 1,127 1,105 4,827 6,044 7,233 8,276: 1,266 223
: : :
: : Changes in Commitments from: September 30, 2008 :
: 877: 346 3,296 -1,162 2,174 -566 1,358 1,568: -481 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.2 11.6 48.0 65.1 81.7 86.9: 18.3 13.1
Old : 100.0: 23.3 10.8 10.8 47.5 64.7 81.5 86.3: 18.5 13.7
Other: 100.0: 15.3 13.3 13.0 56.8 71.1 85.1 97.4: 14.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 33 30 39 59 51 120 106:
Old : 149: 33 32 38 58 51 118 106:
Other: 50: 12 9 9 17 12 34 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 34.3 30.9 49.6 21.7 30.7 30.1 42.8
Old : 22.5 34.2 32.0 48.4 22.5 30.6 30.9 41.7
Other: 35.8 62.2 53.5 79.1 35.8 59.5 53.3 75.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,861: 1,828 1,187 789 4,440 5,506 7,057 7,482: 1,804 1,379
Old : 8,831: 1,837 1,190 777 4,440 5,506 7,054 7,473: 1,777 1,358
Other: 30: 3 9 0 0 0 3 9: 27 21
: : :
: : Changes in Commitments from: September 30, 2008 :
: -121: -429 -38 409 218 -382 198 -11: -319 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 13.4 8.9 50.1 62.1 79.6 84.4: 20.4 15.6
Old : 100.0: 20.8 13.5 8.8 50.3 62.3 79.9 84.6: 20.1 15.4
Other: 100.0: 10.0 30.0 0.0 0.0 0.0 10.0 30.0: 90.0 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 11 10 7 16 18 33 31:
Old : 52: 11 10 7 16 18 33 31:
Other: 2: 1 1 0 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 43.4 49.5 58.7 36.6 43.4 48.8 57.3
Old : 36.7 43.5 49.7 58.8 36.7 43.5 48.9 57.5
Other: 10.0 30.0 10.0 30.0 10.0 30.0 10.0 30.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 7, 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 : 749,812: 147,867 144,248 4,405 484,172 506,699 636,444 655,352: 113,368 94,460
Old : 749,812: 147,867 144,248 4,405 484,172 506,699 636,444 655,352: 113,368 94,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 38,630: 16,317 -12,743 -2,143 19,680 39,826 33,854 24,940: 4,776 13,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.2 0.6 64.6 67.6 84.9 87.4: 15.1 12.6
Old : 100.0: 19.7 19.2 0.6 64.6 67.6 84.9 87.4: 15.1 12.6
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 : 201: 38 38 18 84 88 132 134:
Old : 201: 38 38 18 84 88 132 134:
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 : 20.2 29.0 30.7 40.6 14.1 23.8 21.8 31.7
Old : 20.2 29.0 30.7 40.6 14.1 23.8 21.8 31.7
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, October 7, 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 : 1,460,044: 260,936 209,882 17,640 932,028 907,526 1,210,604 1,135,048: 249,440 324,996
Old : 1,460,044: 260,936 209,882 17,640 932,028 907,526 1,210,604 1,135,048: 249,440 324,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -55,220: 61,772 -38,004 4,485 -86,945 -35,667 -20,688 -69,186: -34,532 13,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 14.4 1.2 63.8 62.2 82.9 77.7: 17.1 22.3
Old : 100.0: 17.9 14.4 1.2 63.8 62.2 82.9 77.7: 17.1 22.3
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 : 238: 44 56 27 92 102 149 172:
Old : 238: 44 56 27 92 102 149 172:
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 : 29.0 24.5 37.9 31.7 27.6 20.9 35.6 27.8
Old : 29.0 24.5 37.9 31.7 27.6 20.9 35.6 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 7, 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 : 1,445,880: 416,149 150,694 12,409 800,208 1,057,601 1,228,766 1,220,704: 217,114 225,176
Old : 1,445,880: 416,149 150,694 12,409 800,208 1,057,601 1,228,766 1,220,704: 217,114 225,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -29,802: -29,519 2,911 -408 -14,218 -18,249 -44,145 -15,746: 14,343 -14,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 10.4 0.9 55.3 73.1 85.0 84.4: 15.0 15.6
Old : 100.0: 28.8 10.4 0.9 55.3 73.1 85.0 84.4: 15.0 15.6
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 : 174: 35 31 17 83 76 129 113:
Old : 174: 35 31 17 83 76 129 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 34.1 35.7 46.2 15.9 24.8 25.7 35.6
Old : 24.2 34.1 35.7 46.2 15.9 24.8 25.7 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 7, 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 : 534,132: 165,417 39,686 60,445 267,183 405,638 493,045 505,769: 41,087 28,363
Old : 534,132: 165,417 39,686 60,445 267,183 405,638 493,045 505,769: 41,087 28,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -63,910: -8,689 -2,770 -3,855 -48,438 -52,627 -60,982 -59,252: -2,928 -4,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.4 11.3 50.0 75.9 92.3 94.7: 7.7 5.3
Old : 100.0: 31.0 7.4 11.3 50.0 75.9 92.3 94.7: 7.7 5.3
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 : 114: 39 17 33 48 49 100 87:
Old : 114: 39 17 33 48 49 100 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 38.6 36.8 57.4 17.2 34.1 27.5 48.6
Old : 25.1 38.6 36.8 57.4 17.2 34.1 27.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 25,460: 9,809 3,838 56 10,577 12,478 20,442 16,372: 5,018 9,088
Old : 25,460: 9,809 3,838 56 10,577 12,478 20,442 16,372: 5,018 9,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 385: -74 834 6 0 -85 -68 755: 453 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 15.1 0.2 41.5 49.0 80.3 64.3: 19.7 35.7
Old : 100.0: 38.5 15.1 0.2 41.5 49.0 80.3 64.3: 19.7 35.7
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 : 39: 14 8 4 10 9 25 20:
Old : 39: 14 8 4 10 9 25 20:
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 : 41.2 38.1 60.5 52.7 38.9 38.0 58.2 52.5
Old : 41.2 38.1 60.5 52.7 38.9 38.0 58.2 52.5
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, October 7, 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 : 97,820: 20,826 19,766 484 57,285 64,459 78,595 84,709: 19,225 13,111
Old : 97,820: 20,826 19,766 484 57,285 64,459 78,595 84,709: 19,225 13,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 5,627: 2,278 -4,171 4 -2,575 11,551 -293 7,384: 5,920 -1,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 20.2 0.5 58.6 65.9 80.3 86.6: 19.7 13.4
Old : 100.0: 21.3 20.2 0.5 58.6 65.9 80.3 86.6: 19.7 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 29 28 7 31 25 62 58:
Old : 105: 29 28 7 31 25 62 58:
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 36.6 45.6 54.4 30.3 33.1 44.2 50.1
Old : 31.7 36.6 45.6 54.4 30.3 33.1 44.2 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, October 7, 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 : 36,307: 14,166 9,087 402 21,428 26,696 35,996 36,185: 311 122
Old : 36,307: 14,166 9,087 402 21,428 26,696 35,996 36,185: 311 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -834: -894 513 0 -62 -1,353 -956 -840: 122 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 25.0 1.1 59.0 73.5 99.1 99.7: 0.9 0.3
Old : 100.0: 39.0 25.0 1.1 59.0 73.5 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 16 3 13 14 24 31:
Old : 44: 9 16 3 13 14 24 31:
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 : 69.3 80.0 88.3 89.5 58.8 56.9 66.9 63.9
Old : 69.3 80.0 88.3 89.5 58.8 56.9 66.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, October 7, 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 : 56,172: 26,486 6,760 535 28,841 48,784 55,862 56,079: 310 93
Old : 56,172: 26,486 6,760 535 28,841 48,784 55,862 56,079: 310 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 610: 1,598 -2,524 45 -1,038 3,168 605 689: 5 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 12.0 1.0 51.3 86.8 99.4 99.8: 0.6 0.2
Old : 100.0: 47.2 12.0 1.0 51.3 86.8 99.4 99.8: 0.6 0.2
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 : 33: 10 8 3 9 7 20 17:
Old : 33: 10 8 3 9 7 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.1 90.6 93.8 98.5 76.4 90.0 86.1 91.6
Old : 84.1 90.6 93.8 98.5 76.4 90.0 86.1 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2008