WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 437,858: 68,159 57,785 138,032 200,422 186,364 406,613 382,181: 31,244 55,676
Old : 370,681: 57,228 61,084 114,010 171,227 150,853 342,464 325,946: 28,217 44,734
Other: 67,177: 28,771 14,540 6,183 29,195 35,512 64,149 56,235: 3,028 10,942
: : :
: : Changes in Commitments from: August 12, 2008 :
: -5,049: -1,474 -7,455 -159 -4,431 3,720 -6,064 -3,894: 1,015 -1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.2 31.5 45.8 42.6 92.9 87.3: 7.1 12.7
Old : 100.0: 15.4 16.5 30.8 46.2 40.7 92.4 87.9: 7.6 12.1
Other: 100.0: 42.8 21.6 9.2 43.5 52.9 95.5 83.7: 4.5 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 106 122 172 79 108 299 323:
Old : 370: 114 121 155 78 103 289 304:
Other: 169: 28 56 26 28 77 76 142:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 17.1 33.2 25.0 19.8 15.3 30.5 19.2
Old : 23.5 17.2 34.5 25.9 22.5 15.3 32.3 19.6
Other: 47.0 22.3 60.0 30.7 44.5 19.8 54.0 26.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 1,933,672: 213,180 85,858 732,705 838,498 868,329 1,784,383 1,686,892: 149,288 246,780
Old : 273,367: 48,973 22,776 117,459 80,151 109,009 246,584 249,244: 26,783 24,123
Other: 1,660,305: 215,592 114,467 563,860 758,347 759,320 1,537,800 1,437,648: 122,505 222,657
: : :
: : Changes in Commitments from: August 12, 2008 :
: -24,853: 1,945 -2,960 7,678 -20,703 -4,009 -11,081 708: -13,772 -25,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.4 37.9 43.4 44.9 92.3 87.2: 7.7 12.8
Old : 100.0: 17.9 8.3 43.0 29.3 39.9 90.2 91.2: 9.8 8.8
Other: 100.0: 13.0 6.9 34.0 45.7 45.7 92.6 86.6: 7.4 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 846: 183 191 313 311 392 682 758:
Old : 610: 159 96 127 191 265 402 436:
Other: 838: 176 232 265 267 383 596 740:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 14.2 21.8 21.7 8.0 6.1 13.0 8.7
Old : 15.5 18.3 26.9 28.7 9.0 8.1 12.4 12.2
Other: 14.4 14.1 23.0 21.0 8.7 6.2 14.4 9.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 16,626: 2,816 1,317 1,324 9,833 11,873 13,973 14,514: 2,652 2,111
Old : 16,152: 2,816 1,317 1,324 9,424 11,511 13,564 14,152: 2,587 1,999
Other: 474: 0 0 0 409 362 409 362: 65 112
: : :
: : Changes in Commitments from: August 12, 2008 :
: -782: 599 196 -357 -359 154 -117 -7: -665 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 7.9 8.0 59.1 71.4 84.0 87.3: 16.0 12.7
Old : 100.0: 17.4 8.2 8.2 58.3 71.3 84.0 87.6: 16.0 12.4
Other: 100.0: 0.0 0.0 0.0 86.3 76.4 86.3 76.4: 13.7 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 16 13 8 18 16 41 31:
Old : 53: 16 13 8 18 16 41 31:
Other: 7: 0 0 0 4 5 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 34.7 52.0 50.4 67.4 34.4 47.4 49.5 58.7
Old : 34.5 52.0 50.7 67.5 34.2 47.9 49.7 59.9
Other: 86.3 75.1 86.3 76.4 72.2 62.2 72.2 62.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 566,097: 93,527 34,203 197,204 225,833 255,686 516,564 487,092: 49,533 79,005
Old : 514,370: 83,546 36,447 177,909 206,328 228,080 467,782 442,436: 46,588 71,935
Other: 51,727: 17,786 5,560 11,491 19,505 27,605 48,782 44,657: 2,945 7,070
: : :
: : Changes in Commitments from: August 12, 2008 :
: 4,788: -2,210 825 6,810 -822 290 3,777 7,925: 1,011 -3,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.0 34.8 39.9 45.2 91.3 86.0: 8.7 14.0
Old : 100.0: 16.2 7.1 34.6 40.1 44.3 90.9 86.0: 9.1 14.0
Other: 100.0: 34.4 10.7 22.2 37.7 53.4 94.3 86.3: 5.7 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 508: 162 124 199 113 195 369 444:
Old : 506: 154 130 196 113 195 365 443:
Other: 238: 43 49 25 34 133 87 198:
:----------------------------------------------------------------------------------------------------
: 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 20.7 28.8 28.9 11.6 9.5 17.4 13.3
Old : 19.0 20.7 28.2 28.9 11.6 9.6 18.4 13.7
Other: 45.3 34.7 59.2 48.3 29.7 23.7 38.8 32.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,924: 17,893 3,896 1,179 3 3,332 19,075 8,407: 2,849 13,517
Old : 19,377: 15,915 3,994 1,041 3 2,681 16,959 7,716: 2,418 11,661
Other: 2,547: 2,116 40 0 0 651 2,116 691: 431 1,856
: : :
: : Changes in Commitments from: August 12, 2008 :
: -104: 53 -94 -55 1 26 -1 -123: -103 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 17.8 5.4 0.0 15.2 87.0 38.3: 13.0 61.7
Old : 100.0: 82.1 20.6 5.4 0.0 13.8 87.5 39.8: 12.5 60.2
Other: 100.0: 83.1 1.6 0.0 0.0 25.6 83.1 27.1: 16.9 72.9
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 11 9 8 1 10 13 26:
Old : 30: 11 9 8 1 10 13 26:
Other: 21: 8 4 0 0 9 8 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 17.4 82.7 24.9 63.4 15.1 78.6 21.4
Old : 63.3 19.0 83.4 25.8 63.2 15.9 78.7 22.4
Other: 68.0 21.6 83.1 25.2 68.0 21.6 83.1 25.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 316,241: 21,653 26,764 88,422 184,454 182,045 294,529 297,232: 21,712 19,009
Old : 35,621: 8,526 3,011 5,489 18,649 25,858 32,664 34,357: 2,957 1,264
Other: 280,620: 22,291 32,918 73,769 165,804 156,187 261,865 262,875: 18,755 17,745
: : :
: : Changes in Commitments from: August 12, 2008 :
: -4,400: 190 -1,311 1,855 -4,184 -2,928 -2,140 -2,385: -2,260 -2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.5 28.0 58.3 57.6 93.1 94.0: 6.9 6.0
Old : 100.0: 23.9 8.5 15.4 52.4 72.6 91.7 96.5: 8.3 3.5
Other: 100.0: 7.9 11.7 26.3 59.1 55.7 93.3 93.7: 6.7 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 46 44 69 71 71 159 165:
Old : 107: 26 20 15 33 42 65 71:
Other: 200: 49 50 62 67 69 150 160:
:----------------------------------------------------------------------------------------------------
: 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 28.5 32.6 40.5 14.9 20.5 21.3 27.6
Old : 36.0 33.9 51.2 49.4 29.4 33.0 37.9 46.3
Other: 22.5 29.7 34.0 42.1 16.8 21.2 23.7 29.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 999,427: 99,811 164,016 76,640 686,843 567,514 863,294 808,170: 136,133 191,256
Old : 999,427: 99,811 164,016 76,640 686,843 567,514 863,294 808,170: 136,133 191,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 33,782: -10,502 4,625 8,854 28,280 9,326 26,632 22,805: 7,151 10,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 16.4 7.7 68.7 56.8 86.4 80.9: 13.6 19.1
Old : 100.0: 10.0 16.4 7.7 68.7 56.8 86.4 80.9: 13.6 19.1
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 : 200: 34 54 56 79 94 148 169:
Old : 200: 34 54 56 79 94 148 169:
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 : 23.7 15.8 35.1 23.4 16.2 10.0 24.9 16.6
Old : 23.7 15.8 35.1 23.4 16.2 10.0 24.9 16.6
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, August 19, 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 : 201,944: 35,726 3,573 41,612 94,142 140,817 171,480 186,002: 30,465 15,942
Old : 38,771: 6,489 1,467 3,349 23,327 28,771 33,166 33,588: 5,605 5,183
Other: 163,173: 32,575 5,444 34,925 70,814 112,046 138,314 152,414: 24,859 10,759
: : :
: : Changes in Commitments from: August 12, 2008 :
: -8,083: -703 -443 -2,663 -2,670 -3,555 -6,036 -6,660: -2,048 -1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 1.8 20.6 46.6 69.7 84.9 92.1: 15.1 7.9
Old : 100.0: 16.7 3.8 8.6 60.2 74.2 85.5 86.6: 14.5 13.4
Other: 100.0: 20.0 3.3 21.4 43.4 68.7 84.8 93.4: 15.2 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 51 19 50 73 71 147 127:
Old : 109: 27 13 18 39 48 74 71:
Other: 161: 48 23 44 67 57 135 110:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 36.5 22.8 48.0 8.6 27.7 14.9 33.9
Old : 37.0 34.9 51.9 48.7 36.5 31.1 49.0 44.8
Other: 12.0 40.8 21.4 53.9 10.3 34.5 17.9 43.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 12,829: 2,236 1,315 1,219 7,440 8,702 10,896 11,237: 1,933 1,593
Old : 12,815: 2,243 1,315 1,212 7,440 8,702 10,896 11,230: 1,919 1,586
Other: 14: 0 7 0 0 0 0 7: 14 7
: : :
: : Changes in Commitments from: August 12, 2008 :
: -647: 207 -195 50 -974 -517 -718 -661: 71 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 10.3 9.5 58.0 67.8 84.9 87.6: 15.1 12.4
Old : 100.0: 17.5 10.3 9.5 58.1 67.9 85.0 87.6: 15.0 12.4
Other: 100.0: 0.0 50.0 0.0 0.0 0.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 15 12 8 23 19 42 36:
Old : 60: 15 12 8 23 19 42 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 : 30.8 51.6 48.1 64.8 24.9 35.4 37.5 45.4
Old : 30.8 51.6 48.1 64.9 25.0 35.4 37.6 45.4
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 977,196: 175,520 198,776 45,671 629,805 628,319 850,996 872,765: 126,200 104,431
Old : 977,196: 175,520 198,776 45,671 629,805 628,319 850,996 872,765: 126,200 104,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 33,185: 20,561 -24,543 12,169 -2,535 32,214 30,196 19,841: 2,989 13,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 20.3 4.7 64.5 64.3 87.1 89.3: 12.9 10.7
Old : 100.0: 18.0 20.3 4.7 64.5 64.3 87.1 89.3: 12.9 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 : 215: 44 44 34 90 103 150 165:
Old : 215: 44 44 34 90 103 150 165:
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 : 23.1 30.0 32.5 43.0 22.3 25.4 30.5 37.2
Old : 23.1 30.0 32.5 43.0 22.3 25.4 30.5 37.2
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, August 19, 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 : 2,475,948: 243,977 259,725 376,940 1,479,584 1,414,376 2,100,501 2,051,041: 375,446 424,906
Old : 2,475,948: 243,977 259,725 376,940 1,479,584 1,414,376 2,100,501 2,051,041: 375,446 424,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 87,715: -1,439 -8,104 36,770 23,029 31,692 58,360 60,358: 29,355 27,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.5 15.2 59.8 57.1 84.8 82.8: 15.2 17.2
Old : 100.0: 9.9 10.5 15.2 59.8 57.1 84.8 82.8: 15.2 17.2
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 : 279: 45 77 80 129 136 227 241:
Old : 279: 45 77 80 129 136 227 241:
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 19.7 32.5 27.1 16.8 13.6 23.1 17.9
Old : 24.9 19.7 32.5 27.1 16.8 13.6 23.1 17.9
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, August 19, 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 : 1,763,129: 434,547 200,480 98,904 963,534 1,223,467 1,496,985 1,522,851: 266,144 240,278
Old : 1,763,129: 434,547 200,480 98,904 963,534 1,223,467 1,496,985 1,522,851: 266,144 240,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 45,078: 5,303 7,102 16,304 23,228 23,372 44,835 46,778: 242 -1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 11.4 5.6 54.6 69.4 84.9 86.4: 15.1 13.6
Old : 100.0: 24.6 11.4 5.6 54.6 69.4 84.9 86.4: 15.1 13.6
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 : 209: 47 41 36 97 101 163 159:
Old : 209: 47 41 36 97 101 163 159:
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 : 20.9 25.1 29.5 37.7 12.3 17.1 19.0 23.8
Old : 20.9 25.1 29.5 37.7 12.3 17.1 19.0 23.8
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, August 19, 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 : 922,013: 237,478 33,415 246,841 391,183 598,892 875,501 879,148: 46,511 42,865
Old : 922,013: 237,478 33,415 246,841 391,183 598,892 875,501 879,148: 46,511 42,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 55,619: -8,209 -5,289 39,890 23,110 16,870 54,792 51,471: 827 4,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 3.6 26.8 42.4 65.0 95.0 95.4: 5.0 4.6
Old : 100.0: 25.8 3.6 26.8 42.4 65.0 95.0 95.4: 5.0 4.6
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 : 132: 49 16 41 62 58 123 106:
Old : 132: 49 16 41 62 58 123 106:
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 : 27.3 32.1 41.0 51.2 18.4 29.2 25.5 37.7
Old : 27.3 32.1 41.0 51.2 18.4 29.2 25.5 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 36,045: 15,358 15,153 1,285 14,897 10,824 31,540 27,262: 4,505 8,783
Old : 36,045: 15,358 15,153 1,285 14,897 10,824 31,540 27,262: 4,505 8,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 212: -232 1,100 -324 345 -572 -212 204: 424 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 42.0 3.6 41.3 30.0 87.5 75.6: 12.5 24.4
Old : 100.0: 42.6 42.0 3.6 41.3 30.0 87.5 75.6: 12.5 24.4
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 : 54: 18 18 10 15 10 40 31:
Old : 54: 18 18 10 15 10 40 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 : 34.7 34.7 54.0 50.7 34.7 34.7 53.7 46.1
Old : 34.7 34.7 54.0 50.7 34.7 34.7 53.7 46.1
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, August 19, 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 : 130,520: 49,446 52,150 3,175 58,411 59,999 111,032 115,324: 19,488 15,196
Old : 130,520: 49,446 52,150 3,175 58,411 59,999 111,032 115,324: 19,488 15,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 2,506: 1,523 14,653 -2,021 1,224 -9,990 726 2,642: 1,780 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 40.0 2.4 44.8 46.0 85.1 88.4: 14.9 11.6
Old : 100.0: 37.9 40.0 2.4 44.8 46.0 85.1 88.4: 14.9 11.6
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 : 140: 47 49 24 28 26 85 89:
Old : 140: 47 49 24 28 26 85 89:
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 28.4 44.2 48.7 27.7 28.2 40.0 43.6
Old : 29.6 28.4 44.2 48.7 27.7 28.2 40.0 43.6
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 53,493: 13,043 9,085 998 39,395 42,559 53,436 52,642: 57 851
Old : 53,493: 13,043 9,085 998 39,395 42,559 53,436 52,642: 57 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -1,984: -1,758 -372 205 -451 -2,470 -2,004 -2,637: 20 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 17.0 1.9 73.6 79.6 99.9 98.4: 0.1 1.6
Old : 100.0: 24.4 17.0 1.9 73.6 79.6 99.9 98.4: 0.1 1.6
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 : 42: 8 14 3 15 12 25 27:
Old : 42: 8 14 3 15 12 25 27:
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 : 73.6 75.3 86.5 92.1 48.6 40.7 55.1 53.2
Old : 73.6 75.3 86.5 92.1 48.6 40.7 55.1 53.2
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, August 19, 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 : 62,276: 20,318 2,993 187 41,648 58,760 62,153 61,940: 123 336
Old : 62,276: 20,318 2,993 187 41,648 58,760 62,153 61,940: 123 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 3,275: 1,789 1,344 0 1,374 1,857 3,163 3,201: 112 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 4.8 0.3 66.9 94.4 99.8 99.5: 0.2 0.5
Old : 100.0: 32.6 4.8 0.3 66.9 94.4 99.8 99.5: 0.2 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 : 31: 5 9 1 10 10 15 20:
Old : 31: 5 9 1 10 10 15 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 : 86.6 94.4 96.1 98.2 83.5 94.4 93.0 95.5
Old : 86.6 94.4 96.1 98.2 83.5 94.4 93.0 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2008