WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 444,081: 75,992 67,321 124,644 212,603 197,791 413,238 389,756: 30,843 54,326
Old : 384,399: 61,720 65,489 109,029 185,870 164,412 356,619 338,930: 27,779 45,468
Other: 59,683: 25,553 13,114 4,333 26,733 33,379 56,619 50,825: 3,064 8,857
: : :
: : Changes in Commitments from: June 24, 2008 :
: 3,488: -2,436 -4,328 10,379 -774 970 7,170 7,021: -3,682 -3,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.2 28.1 47.9 44.5 93.1 87.8: 6.9 12.2
Old : 100.0: 16.1 17.0 28.4 48.4 42.8 92.8 88.2: 7.2 11.8
Other: 100.0: 42.8 22.0 7.3 44.8 55.9 94.9 85.2: 5.1 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 105 105 143 69 109 272 289:
Old : 356: 109 106 130 67 106 263 278:
Other: 159: 28 45 23 28 76 70 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 14.5 34.7 23.7 19.1 13.3 30.6 20.0
Old : 24.1 15.0 36.5 23.8 21.6 13.5 33.2 20.2
Other: 52.0 23.4 64.6 33.8 50.3 17.9 60.1 26.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,049,965: 324,988 75,763 691,505 856,941 1,010,925 1,873,434 1,778,194: 176,531 271,771
Old : 555,629: 107,545 71,653 131,437 268,038 289,180 507,019 492,270: 48,610 63,359
Other: 1,494,335: 281,994 68,660 495,518 588,903 721,745 1,366,415 1,285,924: 127,920 208,412
: : :
: : Changes in Commitments from: June 24, 2008 :
: -17,497: -473 2,745 4,600 -22,575 -23,448 -18,449 -16,103: 952 -1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 3.7 33.7 41.8 49.3 91.4 86.7: 8.6 13.3
Old : 100.0: 19.4 12.9 23.7 48.2 52.0 91.3 88.6: 8.7 11.4
Other: 100.0: 18.9 4.6 33.2 39.4 48.3 91.4 86.1: 8.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 882: 244 151 296 254 406 642 761:
Old : 693: 138 140 172 162 332 398 573:
Other: 822: 220 163 223 229 389 549 688:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 14.9 22.2 21.8 9.3 6.9 14.9 10.7
Old : 19.3 17.3 30.7 25.5 19.3 14.2 29.3 18.8
Other: 14.7 14.2 23.4 21.1 8.2 6.3 12.9 8.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,693: 4,373 438 899 9,052 15,316 14,324 16,653: 4,369 2,039
Old : 18,693: 4,373 438 899 9,052 15,316 14,324 16,653: 4,369 2,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 851: 624 77 -95 -273 253 255 234: 595 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 2.3 4.8 48.4 81.9 76.6 89.1: 23.4 10.9
Old : 100.0: 23.4 2.3 4.8 48.4 81.9 76.6 89.1: 23.4 10.9
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 : 52: 23 6 8 17 16 44 26:
Old : 52: 23 6 8 17 16 44 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 : 33.2 56.3 47.1 72.6 33.2 52.0 47.1 67.2
Old : 33.2 56.3 47.1 72.6 33.2 52.0 47.1 67.2
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 with Delta-adjusted Options and Futures Combined, 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 : 654,425: 146,346 29,364 194,872 247,607 341,105 588,824 565,341: 65,601 89,085
Old : 123,443: 49,479 9,739 23,468 34,837 74,054 107,784 107,262: 15,659 16,181
Other: 530,982: 128,036 50,794 140,234 212,770 267,051 481,040 458,079: 49,942 72,903
: : :
: : Changes in Commitments from: June 24, 2008 :
: 22,899: 7,560 2,622 20,150 -7,817 3,891 19,892 26,663: 3,007 -3,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 4.5 29.8 37.8 52.1 90.0 86.4: 10.0 13.6
Old : 100.0: 40.1 7.9 19.0 28.2 60.0 87.3 86.9: 12.7 13.1
Other: 100.0: 24.1 9.6 26.4 40.1 50.3 90.6 86.3: 9.4 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 173 113 187 122 205 391 431:
Old : 343: 110 60 63 71 136 206 235:
Other: 508: 152 140 156 101 200 347 410:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 22.4 27.4 31.2 12.7 14.4 19.0 18.9
Old : 22.2 32.8 35.5 43.4 19.1 28.5 29.7 36.3
Other: 22.5 20.6 31.2 29.7 15.2 12.5 22.4 18.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 301,805: 43,460 14,639 80,191 143,074 189,413 266,725 284,243: 35,080 17,562
Old : 98,539: 28,486 9,965 12,431 44,571 67,961 85,488 90,357: 13,052 8,182
Other: 203,265: 37,616 27,315 45,118 98,503 121,452 181,237 193,886: 22,028 9,380
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,535: -1,417 -2,475 -426 3,840 6,879 1,997 3,978: 539 -1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 4.9 26.6 47.4 62.8 88.4 94.2: 11.6 5.8
Old : 100.0: 28.9 10.1 12.6 45.2 69.0 86.8 91.7: 13.2 8.3
Other: 100.0: 18.5 13.4 22.2 48.5 59.8 89.2 95.4: 10.8 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 59 24 61 64 65 157 135:
Old : 136: 41 17 37 51 53 107 99:
Other: 162: 47 43 39 52 48 127 104:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 30.2 25.6 44.8 13.7 25.8 21.6 37.1
Old : 20.3 28.9 32.4 44.0 18.0 28.4 27.8 43.0
Other: 22.3 38.9 32.8 52.8 19.8 34.6 27.7 43.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,028,813: 140,550 176,951 88,496 676,495 563,967 905,540 829,413: 123,272 199,400
Old : 1,028,813: 140,550 176,951 88,496 676,495 563,967 905,540 829,413: 123,272 199,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 29,952: 33,313 -6,144 12,331 -31,017 -2,512 14,627 3,675: 15,325 26,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.2 8.6 65.8 54.8 88.0 80.6: 12.0 19.4
Old : 100.0: 13.7 17.2 8.6 65.8 54.8 88.0 80.6: 12.0 19.4
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 : 189: 24 59 51 79 90 143 161:
Old : 189: 24 59 51 79 90 143 161:
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 : 23.8 19.9 37.3 28.5 17.3 12.0 27.0 18.6
Old : 23.8 19.9 37.3 28.5 17.3 12.0 27.0 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 252,731: 65,899 4,626 56,136 88,001 173,271 210,036 234,033: 42,695 18,697
Old : 101,747: 31,725 3,078 14,772 38,521 74,561 85,018 92,412: 16,729 9,336
Other: 150,983: 46,487 13,860 29,051 49,479 98,710 125,018 141,622: 25,966 9,362
: : :
: : Changes in Commitments from: June 24, 2008 :
: 7,486: -632 -896 5,429 -1,782 1,418 3,016 5,952: 4,471 1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 1.8 22.2 34.8 68.6 83.1 92.6: 16.9 7.4
Old : 100.0: 31.2 3.0 14.5 37.9 73.3 83.6 90.8: 16.4 9.2
Other: 100.0: 30.8 9.2 19.2 32.8 65.4 82.8 93.8: 17.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 80 19 61 64 64 167 134:
Old : 149: 54 17 39 51 53 119 99:
Other: 176: 69 32 45 56 49 147 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 33.6 18.8 44.0 7.6 30.1 13.0 36.6
Old : 21.3 28.9 33.2 42.5 18.1 28.1 26.7 40.6
Other: 11.5 38.2 19.9 50.9 9.7 34.0 16.6 43.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,260: 3,176 894 707 8,058 12,347 11,941 13,948: 3,319 1,312
Old : 15,249: 3,176 891 707 8,058 12,347 11,941 13,945: 3,308 1,304
Other: 11: 0 3 0 0 0 0 3: 11 8
: : :
: : Changes in Commitments from: June 24, 2008 :
: -1,804: -756 50 -394 -124 -935 -1,275 -1,278: -529 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 5.9 4.6 52.8 80.9 78.2 91.4: 21.8 8.6
Old : 100.0: 20.8 5.8 4.6 52.8 81.0 78.3 91.4: 21.7 8.6
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 : 62: 17 10 7 27 22 48 36:
Old : 62: 17 10 7 27 22 48 36:
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 : 27.6 61.9 42.3 73.4 19.3 45.6 32.4 54.9
Old : 27.6 62.0 42.4 73.5 19.3 45.6 32.4 54.9
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 with Delta-adjusted Options and Futures Combined, 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 : 970,716: 172,537 194,041 26,896 654,211 646,069 853,644 867,006: 117,072 103,710
Old : 970,716: 172,537 194,041 26,896 654,211 646,069 853,644 867,006: 117,072 103,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -69,203: -20,013 -6,886 4,654 -63,060 -70,368 -78,419 -72,600: 9,217 3,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.0 2.8 67.4 66.6 87.9 89.3: 12.1 10.7
Old : 100.0: 17.8 20.0 2.8 67.4 66.6 87.9 89.3: 12.1 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 : 207: 43 42 31 85 93 143 151:
Old : 207: 43 42 31 85 93 143 151:
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 : 22.2 40.8 35.3 53.5 20.2 36.4 29.7 45.7
Old : 22.2 40.8 35.3 53.5 20.2 36.4 29.7 45.7
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 with Delta-adjusted Options and Futures Combined, 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 : 2,393,079: 246,081 256,091 302,382 1,536,936 1,418,805 2,085,399 1,977,279: 307,680 415,801
Old : 2,393,079: 246,081 256,091 302,382 1,536,936 1,418,805 2,085,399 1,977,279: 307,680 415,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -23,870: -12,347 -17,421 -14,220 -30,416 -2,936 -56,982 -34,576: 33,112 10,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.7 12.6 64.2 59.3 87.1 82.6: 12.9 17.4
Old : 100.0: 10.3 10.7 12.6 64.2 59.3 87.1 82.6: 12.9 17.4
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 : 274: 52 62 67 121 135 210 227:
Old : 274: 52 62 67 121 135 210 227:
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 18.9 35.9 25.9 25.1 14.9 31.4 19.9
Old : 29.0 18.9 35.9 25.9 25.1 14.9 31.4 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,716,642: 443,721 162,672 78,571 986,259 1,238,236 1,508,552 1,479,479: 208,090 237,162
Old : 1,716,642: 443,721 162,672 78,571 986,259 1,238,236 1,508,552 1,479,479: 208,090 237,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 14,720: -13,604 14,339 4,189 28,788 32,707 19,372 51,235: -4,653 -36,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 9.5 4.6 57.5 72.1 87.9 86.2: 12.1 13.8
Old : 100.0: 25.8 9.5 4.6 57.5 72.1 87.9 86.2: 12.1 13.8
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 : 197: 34 40 32 96 96 148 150:
Old : 197: 34 40 32 96 96 148 150:
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 : 21.3 29.4 31.6 41.5 14.8 20.8 24.0 28.6
Old : 21.3 29.4 31.6 41.5 14.8 20.8 24.0 28.6
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 with Delta-adjusted Options and Futures Combined, 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 : 879,892: 335,037 37,769 127,760 355,049 660,768 817,846 826,298: 62,046 53,594
Old : 879,892: 335,037 37,769 127,760 355,049 660,768 817,846 826,298: 62,046 53,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: -35,395: -42,117 -5,728 8,518 614 -41,270 -32,984 -38,480: -2,410 3,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 4.3 14.5 40.4 75.1 92.9 93.9: 7.1 6.1
Old : 100.0: 38.1 4.3 14.5 40.4 75.1 92.9 93.9: 7.1 6.1
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 : 141: 57 13 38 65 52 129 97:
Old : 141: 57 13 38 65 52 129 97:
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 : 29.6 38.7 41.2 53.0 25.6 37.0 33.5 48.8
Old : 29.6 38.7 41.2 53.0 25.6 37.0 33.5 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 28,461: 11,292 12,978 1,218 11,463 7,670 23,973 21,866: 4,488 6,595
Old : 28,461: 11,292 12,978 1,218 11,463 7,670 23,973 21,866: 4,488 6,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 2,705: 1,637 1,584 178 112 -456 1,928 1,307: 777 1,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 45.6 4.3 40.3 26.9 84.2 76.8: 15.8 23.2
Old : 100.0: 39.7 45.6 4.3 40.3 26.9 84.2 76.8: 15.8 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 16 6 10 8 28 25:
Old : 43: 13 16 6 10 8 28 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 : 42.2 39.7 58.4 58.4 42.2 39.7 57.8 55.9
Old : 42.2 39.7 58.4 58.4 42.2 39.7 57.8 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 105,432: 47,259 30,800 3,550 33,012 56,163 83,821 90,512: 21,611 14,919
Old : 105,432: 47,259 30,800 3,550 33,012 56,163 83,821 90,512: 21,611 14,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 4,788: 5,155 1,298 1,150 -2,082 2,248 4,223 4,696: 565 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 29.2 3.4 31.3 53.3 79.5 85.8: 20.5 14.2
Old : 100.0: 44.8 29.2 3.4 31.3 53.3 79.5 85.8: 20.5 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 46 34 15 25 20 78 62:
Old : 116: 46 34 15 25 20 78 62:
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 : 25.6 39.4 41.4 54.6 24.5 38.4 38.1 50.0
Old : 25.6 39.4 41.4 54.6 24.5 38.4 38.1 50.0
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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