WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 436,309: 70,897 71,584 125,499 210,450 183,960 406,846 381,044: 29,463 55,265
Old : 374,700: 57,424 69,702 109,093 181,760 149,871 348,276 328,665: 26,424 46,034
Other: 61,610: 24,897 13,307 4,983 28,690 34,089 58,570 52,379: 3,039 9,231
: : :
: : Changes in Commitments from: July 22, 2008 :
: -1,925: -1,684 -1,313 598 -3,132 -4,440 -4,218 -5,155: 2,293 3,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.4 28.8 48.2 42.2 93.2 87.3: 6.8 12.7
Old : 100.0: 15.3 18.6 29.1 48.5 40.0 92.9 87.7: 7.1 12.3
Other: 100.0: 40.4 21.6 8.1 46.6 55.3 95.1 85.0: 4.9 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 104 120 139 79 111 272 297:
Old : 351: 109 113 131 75 107 264 282:
Other: 159: 23 51 21 28 80 63 141:
:----------------------------------------------------------------------------------------------------
: 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 14.2 34.5 23.3 19.3 13.1 30.5 18.3
Old : 24.1 14.8 36.1 23.2 21.8 13.0 32.5 18.1
Other: 50.4 22.7 63.3 31.5 48.8 18.1 57.7 25.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 1,939,753: 239,837 72,509 689,074 857,218 911,165 1,786,129 1,672,748: 153,624 267,004
Old : 444,527: 62,114 91,244 119,028 231,390 186,917 412,533 397,189: 31,995 47,338
Other: 1,495,225: 251,651 55,193 496,118 625,827 724,249 1,373,596 1,275,559: 121,629 219,666
: : :
: : Changes in Commitments from: July 22, 2008 :
: -118,973: -8,672 -21,225 -48,591 -58,219 -37,812 -115,481 -107,628: -3,492 -11,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.7 35.5 44.2 47.0 92.1 86.2: 7.9 13.8
Old : 100.0: 14.0 20.5 26.8 52.1 42.0 92.8 89.4: 7.2 10.6
Other: 100.0: 16.8 3.7 33.2 41.9 48.4 91.9 85.3: 8.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 824: 200 156 279 276 397 618 725:
Old : 631: 112 142 119 172 303 349 499:
Other: 789: 219 138 243 242 383 558 679:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 14.6 21.7 21.6 8.4 5.8 14.0 9.2
Old : 22.2 14.5 35.3 23.3 22.2 9.9 32.5 14.7
Other: 14.2 15.0 22.3 21.8 7.3 6.0 12.6 9.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 16,939: 2,485 548 1,317 10,493 13,500 14,296 15,365: 2,643 1,574
Old : 16,748: 2,485 548 1,317 10,308 13,339 14,111 15,204: 2,637 1,544
Other: 191: 0 0 0 185 161 185 161: 6 30
: : :
: : Changes in Commitments from: July 22, 2008 :
: -529: -437 -123 259 75 -791 -103 -655: -426 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.2 7.8 61.9 79.7 84.4 90.7: 15.6 9.3
Old : 100.0: 14.8 3.3 7.9 61.5 79.6 84.3 90.8: 15.7 9.2
Other: 100.0: 0.0 0.0 0.0 96.9 84.3 96.9 84.3: 3.1 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 17 7 9 17 16 40 27:
Old : 48: 17 7 9 17 16 40 27:
Other: 2: 0 0 0 1 1 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 : 37.9 57.2 53.2 73.5 36.9 47.8 49.5 61.9
Old : 38.3 56.8 53.6 73.4 37.3 48.5 50.1 62.8
Other: 96.9 84.3 96.9 84.3 96.9 84.3 96.9 84.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 552,608: 106,686 28,043 170,453 220,991 271,680 498,130 470,176: 54,478 82,433
Old : 17,226: 5,090 925 10 8,546 12,995 13,646 13,930: 3,580 3,296
Other: 535,382: 105,556 31,078 166,483 212,445 258,685 484,484 456,246: 50,898 79,137
: : :
: : Changes in Commitments from: July 22, 2008 :
: -54,442: -12,467 -4,193 -23,495 -20,070 -25,427 -56,032 -53,114: 1,590 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.1 30.8 40.0 49.2 90.1 85.1: 9.9 14.9
Old : 100.0: 29.5 5.4 0.1 49.6 75.4 79.2 80.9: 20.8 19.1
Other: 100.0: 19.7 5.8 31.1 39.7 48.3 90.5 85.2: 9.5 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 504: 154 115 182 127 205 369 436:
Old : 139: 41 17 1 34 50 75 68:
Other: 503: 146 131 177 110 203 347 433:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 20.5 28.6 28.8 12.9 12.6 19.3 16.7
Old : 35.3 34.1 46.3 45.5 34.5 30.6 44.4 41.6
Other: 20.6 20.4 29.5 28.8 13.3 12.0 19.9 16.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,925: 18,164 3,249 1,163 2 3,141 19,329 7,553: 2,596 14,372
Old : 321: 199 1 0 0 52 199 53: 122 268
Other: 21,604: 17,968 3,251 1,160 2 3,089 19,130 7,500: 2,474 14,104
: : :
: : Changes in Commitments from: July 22, 2008 :
: 4: -95 -3 295 0 -30 200 262: -196 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 14.8 5.3 0.0 14.3 88.2 34.4: 11.8 65.6
Old : 100.0: 62.0 0.3 0.0 0.0 16.2 62.0 16.5: 38.0 83.5
Other: 100.0: 83.2 15.0 5.4 0.0 14.3 88.5 34.7: 11.5 65.3
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 10 10 1 9 16 27:
Old : 11: 6 1 0 0 4 6 5:
Other: 32: 13 10 9 1 9 16 26:
:----------------------------------------------------------------------------------------------------
: 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 : 65.3 15.1 81.9 21.5 65.2 13.2 78.8 19.1
Old : 60.7 16.2 62.0 16.5 60.7 16.2 62.0 16.5
Other: 65.7 15.1 82.2 21.6 65.7 13.1 79.0 19.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 296,292: 35,871 23,320 84,034 149,225 168,779 269,131 276,133: 27,161 20,159
Old : 64,344: 18,808 8,361 11,664 27,144 38,520 57,615 58,544: 6,729 5,800
Other: 231,947: 33,023 30,919 56,411 122,081 130,259 211,515 217,588: 20,432 14,359
: : :
: : Changes in Commitments from: July 22, 2008 :
: -14,179: -431 899 -4,770 -7,653 -9,890 -12,853 -13,761: -1,326 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 7.9 28.4 50.4 57.0 90.8 93.2: 9.2 6.8
Old : 100.0: 29.2 13.0 18.1 42.2 59.9 89.5 91.0: 10.5 9.0
Other: 100.0: 14.2 13.3 24.3 52.6 56.2 91.2 93.8: 8.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 48 39 72 68 67 164 159:
Old : 138: 42 18 35 45 49 103 97:
Other: 181: 45 54 51 60 60 136 138:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 27.7 27.6 42.5 13.3 22.0 20.3 30.5
Old : 24.4 25.2 35.4 37.9 19.9 23.7 28.7 34.2
Other: 20.8 33.0 31.7 48.0 16.5 25.7 23.4 35.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 956,409: 118,521 176,728 62,042 655,056 538,576 835,619 777,346: 120,790 179,062
Old : 956,409: 118,521 176,728 62,042 655,056 538,576 835,619 777,346: 120,790 179,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -81,930: -33,242 -1,194 -20,881 -7,243 -36,690 -61,366 -58,765: -20,565 -23,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.5 6.5 68.5 56.3 87.4 81.3: 12.6 18.7
Old : 100.0: 12.4 18.5 6.5 68.5 56.3 87.4 81.3: 12.6 18.7
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 : 191: 28 56 48 76 92 135 165:
Old : 191: 28 56 48 76 92 135 165:
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 : 24.9 17.7 38.5 26.4 16.9 10.5 26.2 16.5
Old : 24.9 17.7 38.5 26.4 16.9 10.5 26.2 16.5
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 29, 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 : 209,604: 42,314 3,881 49,536 82,458 136,865 174,308 190,282: 35,295 19,322
Old : 53,833: 13,908 1,827 5,800 22,474 37,618 42,182 45,245: 11,650 8,587
Other: 155,771: 37,427 11,074 34,715 59,985 99,247 132,126 145,036: 23,645 10,735
: : :
: : Changes in Commitments from: July 22, 2008 :
: -22,144: -7,069 -6,283 -8,291 -3,268 -5,909 -18,628 -20,482: -3,516 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 1.9 23.6 39.3 65.3 83.2 90.8: 16.8 9.2
Old : 100.0: 25.8 3.4 10.8 41.7 69.9 78.4 84.0: 21.6 16.0
Other: 100.0: 24.0 7.1 22.3 38.5 63.7 84.8 93.1: 15.2 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 65 17 58 66 68 162 129:
Old : 132: 41 15 30 49 56 101 92:
Other: 167: 57 29 43 60 53 141 107:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 32.9 17.9 44.8 8.9 29.8 15.1 36.7
Old : 19.3 24.3 29.8 38.5 19.0 22.9 29.0 36.9
Other: 11.6 38.4 20.6 52.1 11.0 35.2 17.9 44.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 13,743: 2,267 1,228 800 8,402 10,211 11,470 12,239: 2,273 1,504
Old : 13,732: 2,267 1,225 800 8,402 10,211 11,470 12,236: 2,262 1,496
Other: 11: 0 3 0 0 0 0 3: 11 8
: : :
: : Changes in Commitments from: July 22, 2008 :
: 54: -178 262 41 265 -324 127 -21: -73 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 8.9 5.8 61.1 74.3 83.5 89.1: 16.5 10.9
Old : 100.0: 16.5 8.9 5.8 61.2 74.4 83.5 89.1: 16.5 10.9
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 : 61: 15 13 8 23 20 43 37:
Old : 61: 15 13 8 23 20 43 37:
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 : 32.3 61.0 47.5 70.2 20.9 38.3 33.4 45.6
Old : 32.3 61.1 47.5 70.2 20.9 38.3 33.4 45.6
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 29, 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 : 912,067: 147,025 198,767 26,180 624,830 596,570 798,035 821,517: 114,032 90,550
Old : 912,067: 147,025 198,767 26,180 624,830 596,570 798,035 821,517: 114,032 90,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 3,289: -5,598 1,627 -6,213 10,530 5,460 -1,282 874: 4,571 2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 21.8 2.9 68.5 65.4 87.5 90.1: 12.5 9.9
Old : 100.0: 16.1 21.8 2.9 68.5 65.4 87.5 90.1: 12.5 9.9
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 : 210: 41 40 30 87 101 143 156:
Old : 210: 41 40 30 87 101 143 156:
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 : 25.8 29.3 34.9 45.0 23.8 26.2 31.3 37.9
Old : 25.8 29.3 34.9 45.0 23.8 26.2 31.3 37.9
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 with Delta-adjusted Options and Futures Combined, July 29, 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 : 2,216,785: 221,713 320,780 257,401 1,450,359 1,251,234 1,929,473 1,829,415: 287,311 387,370
Old : 2,216,785: 221,713 320,780 257,401 1,450,359 1,251,234 1,929,473 1,829,415: 287,311 387,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -200,120: -24,495 -20,852 -108,027 -16,803 -53,450 -149,324 -182,329: -50,796 -17,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.5 11.6 65.4 56.4 87.0 82.5: 13.0 17.5
Old : 100.0: 10.0 14.5 11.6 65.4 56.4 87.0 82.5: 13.0 17.5
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 : 272: 49 63 69 122 133 206 230:
Old : 272: 49 63 69 122 133 206 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 17.8 34.8 25.0 22.6 13.9 28.7 19.7
Old : 27.2 17.8 34.8 25.0 22.6 13.9 28.7 19.7
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 with Delta-adjusted Options and Futures Combined, July 29, 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 : 1,624,240: 333,133 187,148 94,735 973,058 1,119,057 1,400,926 1,400,940: 223,314 223,301
Old : 1,624,240: 333,133 187,148 94,735 973,058 1,119,057 1,400,926 1,400,940: 223,314 223,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -130,030: -21,149 -15,792 -28,139 -84,323 -64,434 -133,611 -108,365: 3,581 -21,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.5 5.8 59.9 68.9 86.3 86.3: 13.7 13.7
Old : 100.0: 20.5 11.5 5.8 59.9 68.9 86.3 86.3: 13.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 38 39 32 93 91 144 149:
Old : 194: 38 39 32 93 91 144 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 27.6 33.3 39.7 15.2 17.9 22.1 25.4
Old : 22.9 27.6 33.3 39.7 15.2 17.9 22.1 25.4
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 29, 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 : 888,998: 303,740 39,659 181,359 349,555 630,097 834,655 851,115: 54,343 37,883
Old : 888,998: 303,740 39,659 181,359 349,555 630,097 834,655 851,115: 54,343 37,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 20,046: 3,856 -612 7,773 3,235 10,761 14,864 17,922: 5,182 2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 4.5 20.4 39.3 70.9 93.9 95.7: 6.1 4.3
Old : 100.0: 34.2 4.5 20.4 39.3 70.9 93.9 95.7: 6.1 4.3
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 : 127: 48 17 39 58 54 116 101:
Old : 127: 48 17 39 58 54 116 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 36.5 43.1 53.2 25.7 35.0 31.6 44.9
Old : 31.0 36.5 43.1 53.2 25.7 35.0 31.6 44.9
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 29, 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 : 32,739: 14,957 14,350 1,216 12,032 8,509 28,205 24,076: 4,534 8,663
Old : 32,739: 14,957 14,350 1,216 12,032 8,509 28,205 24,076: 4,534 8,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 325: 570 -116 32 107 339 709 255: -384 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 43.8 3.7 36.8 26.0 86.2 73.5: 13.8 26.5
Old : 100.0: 45.7 43.8 3.7 36.8 26.0 86.2 73.5: 13.8 26.5
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 : 52: 20 17 9 12 9 39 28:
Old : 52: 20 17 9 12 9 39 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 35.1 52.9 53.6 34.0 35.1 52.1 49.6
Old : 34.6 35.1 52.9 53.6 34.0 35.1 52.1 49.6
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 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 124,149: 50,420 39,331 4,635 47,868 65,998 102,923 109,964: 21,225 14,185
Old : 124,149: 50,420 39,331 4,635 47,868 65,998 102,923 109,964: 21,225 14,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 2,322: 2,813 -853 -1 -1,520 6,142 1,292 5,288: 1,030 -2,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 31.7 3.7 38.6 53.2 82.9 88.6: 17.1 11.4
Old : 100.0: 40.6 31.7 3.7 38.6 53.2 82.9 88.6: 17.1 11.4
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 : 134: 50 42 21 25 26 83 81:
Old : 134: 50 42 21 25 26 83 81:
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 33.6 40.7 53.4 22.1 32.2 36.8 46.7
Old : 23.8 33.6 40.7 53.4 22.1 32.2 36.8 46.7
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 29, 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 : 59,161: 15,171 8,145 543 43,221 50,282 58,935 58,970: 226 191
Old : 59,161: 15,171 8,145 543 43,221 50,282 58,935 58,970: 226 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,243: -313 560 -103 1,652 783 1,236 1,240: 7 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 13.8 0.9 73.1 85.0 99.6 99.7: 0.4 0.3
Old : 100.0: 25.6 13.8 0.9 73.1 85.0 99.6 99.7: 0.4 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 : 41: 10 14 2 13 11 24 26:
Old : 41: 10 14 2 13 11 24 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 : 72.6 81.0 87.2 93.5 45.7 40.3 51.8 51.3
Old : 72.6 81.0 87.2 93.5 45.7 40.3 51.8 51.3
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 29, 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 : 59,488: 17,265 1,157 0 42,223 58,090 59,488 59,247: 0 241
Old : 59,488: 17,265 1,157 0 42,223 58,090 59,488 59,247: 0 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -1,227: -1,477 597 -68 334 -1,749 -1,211 -1,220: -16 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 1.9 0.0 71.0 97.6 100.0 99.6: 0.0 0.4
Old : 100.0: 29.0 1.9 0.0 71.0 97.6 100.0 99.6: 0.0 0.4
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 : 31: 5 9 0 9 11 14 20:
Old : 31: 5 9 0 9 11 14 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 : 89.3 96.8 97.8 98.1 89.2 96.7 97.7 97.9
Old : 89.3 96.8 97.8 98.1 89.2 96.7 97.7 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2008