WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 402,033: 62,666 66,278 122,800 191,914 161,848 377,380 350,926: 24,653 51,107
Old : 334,893: 52,592 67,066 99,557 161,705 128,381 313,854 295,004: 21,039 39,889
Other: 67,140: 27,642 16,780 5,675 30,209 33,467 63,526 55,922: 3,614 11,218
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,961: -4,797 1,987 7,025 -310 -9,154 1,918 -142: -3,879 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.5 30.5 47.7 40.3 93.9 87.3: 6.1 12.7
Old : 100.0: 15.7 20.0 29.7 48.3 38.3 93.7 88.1: 6.3 11.9
Other: 100.0: 41.2 25.0 8.5 45.0 49.8 94.6 83.3: 5.4 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 79 132 134 81 111 251 306:
Old : 340: 86 131 114 79 107 240 284:
Other: 167: 33 44 27 36 80 83 141:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 15.4 33.7 23.1 19.4 13.7 30.8 17.3
Old : 23.6 16.0 35.1 24.8 22.7 14.3 32.2 18.6
Other: 47.0 19.7 60.5 29.2 44.6 17.0 54.4 24.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 1,685,113: 184,034 75,032 598,690 766,987 770,402 1,549,710 1,444,124: 135,403 240,989
Old : 1,476,582: 165,966 87,637 531,483 659,025 651,340 1,356,475 1,270,460: 120,107 206,122
Other: 208,531: 43,254 12,582 42,020 107,962 119,062 193,236 173,664: 15,295 34,867
: : :
: : Changes in Commitments from: September 2, 2008 :
: -15,255: -7,452 822 2,235 -8,460 -21,461 -13,676 -18,404: -1,579 3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.5 35.5 45.5 45.7 92.0 85.7: 8.0 14.3
Old : 100.0: 11.2 5.9 36.0 44.6 44.1 91.9 86.0: 8.1 14.0
Other: 100.0: 20.7 6.0 20.2 51.8 57.1 92.7 83.3: 7.3 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 196 140 260 274 364 590 673:
Old : 758: 191 151 250 269 361 579 663:
Other: 427: 60 65 55 83 263 163 365:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 14.1 22.9 20.8 8.9 6.3 14.5 9.4
Old : 14.1 13.9 21.9 20.7 9.4 5.4 15.7 8.9
Other: 31.7 24.3 46.8 34.3 22.4 13.8 33.1 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 16,762: 1,861 1,339 1,764 10,963 11,257 14,589 14,360: 2,173 2,402
Old : 15,774: 1,870 1,278 1,756 10,048 10,516 13,674 13,550: 2,100 2,224
Other: 988: 0 69 0 915 741 915 810: 73 178
: : :
: : Changes in Commitments from: September 2, 2008 :
: 246: -459 127 104 649 -296 294 -66: -48 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.0 10.5 65.4 67.2 87.0 85.7: 13.0 14.3
Old : 100.0: 11.9 8.1 11.1 63.7 66.7 86.7 85.9: 13.3 14.1
Other: 100.0: 0.0 7.0 0.0 92.6 75.0 92.6 82.0: 7.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 13 12 7 17 14 34 29:
Old : 48: 14 11 7 17 14 34 29:
Other: 9: 0 1 0 4 7 4 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 53.9 55.7 66.5 36.4 45.9 51.3 53.3
Old : 34.2 53.8 54.5 66.0 34.2 46.2 50.0 53.8
Other: 92.6 69.8 92.6 82.0 74.3 58.7 74.3 63.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 547,022: 82,823 37,112 195,925 218,715 232,297 497,463 465,334: 49,559 81,688
Old : 492,423: 76,360 40,476 172,219 197,596 206,475 446,175 419,170: 46,248 73,254
Other: 54,599: 17,228 7,401 12,941 21,119 25,822 51,288 46,164: 3,311 8,435
: : :
: : Changes in Commitments from: September 2, 2008 :
: 12,171: -10,168 7,946 12,728 11,369 -8,815 13,930 11,859: -1,758 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 6.8 35.8 40.0 42.5 90.9 85.1: 9.1 14.9
Old : 100.0: 15.5 8.2 35.0 40.1 41.9 90.6 85.1: 9.4 14.9
Other: 100.0: 31.6 13.6 23.7 38.7 47.3 93.9 84.6: 6.1 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 146 134 186 106 182 351 418:
Old : 484: 141 141 180 106 181 345 415:
Other: 232: 43 52 25 38 121 91 189:
:----------------------------------------------------------------------------------------------------
: 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 18.1 28.0 25.8 11.4 9.0 17.4 12.8
Old : 18.6 17.6 27.5 25.4 11.8 9.1 19.0 13.3
Other: 43.3 31.2 57.9 44.9 25.0 18.2 35.5 27.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,476: 16,627 3,547 433 2 3,229 17,062 7,209: 3,414 13,267
Old : 17,894: 14,629 3,507 433 2 2,572 15,064 6,512: 2,830 11,382
Other: 2,582: 1,998 40 0 0 657 1,998 697: 584 1,885
: : :
: : Changes in Commitments from: September 2, 2008 :
: -475: -899 -199 -318 -1 -155 -1,218 -672: 743 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 17.3 2.1 0.0 15.8 83.3 35.2: 16.7 64.8
Old : 100.0: 81.8 19.6 2.4 0.0 14.4 84.2 36.4: 15.8 63.6
Other: 100.0: 77.4 1.5 0.0 0.0 25.4 77.4 27.0: 22.6 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 9 4 1 9 12 22:
Old : 29: 11 9 4 1 9 12 22:
Other: 20: 7 4 0 0 9 7 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 15.1 80.6 22.4 65.9 15.1 78.6 22.0
Old : 66.1 15.3 81.2 22.9 66.1 15.2 78.9 22.4
Other: 67.7 21.5 77.4 25.1 67.7 21.5 77.4 25.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 330,196: 18,665 32,844 93,678 197,769 179,276 310,112 305,798: 20,084 24,397
Old : 310,349: 19,559 36,853 80,762 190,899 168,616 291,221 286,232: 19,128 24,117
Other: 19,846: 5,313 2,198 6,708 6,870 10,660 18,891 19,566: 955 280
: : :
: : Changes in Commitments from: September 2, 2008 :
: 18,713: -3,990 3,401 8,781 15,970 3,192 20,762 15,374: -2,048 3,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 9.9 28.4 59.9 54.3 93.9 92.6: 6.1 7.4
Old : 100.0: 6.3 11.9 26.0 61.5 54.3 93.8 92.2: 6.2 7.8
Other: 100.0: 26.8 11.1 33.8 34.6 53.7 95.2 98.6: 4.8 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 33 53 65 69 64 150 158:
Old : 195: 37 54 63 68 64 147 158:
Other: 42: 10 8 11 17 10 33 25:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 27.3 35.3 37.9 15.5 17.8 22.5 24.2
Old : 22.5 24.9 33.9 36.1 16.5 18.7 23.8 25.5
Other: 76.2 81.5 84.4 92.8 49.9 50.7 54.1 60.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 1,048,941: 130,261 173,103 86,823 688,988 583,130 906,072 843,056: 142,869 205,885
Old : 1,048,941: 130,261 173,103 86,823 688,988 583,130 906,072 843,056: 142,869 205,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 36,972: 6,347 -1,573 16,876 25,075 8,572 48,298 23,875: -11,327 13,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 16.5 8.3 65.7 55.6 86.4 80.4: 13.6 19.6
Old : 100.0: 12.4 16.5 8.3 65.7 55.6 86.4 80.4: 13.6 19.6
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 : 207: 37 55 52 86 98 156 172:
Old : 207: 37 55 52 86 98 156 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 12.6 34.2 20.0 15.6 10.3 25.6 15.6
Old : 22.8 12.6 34.2 20.0 15.6 10.3 25.6 15.6
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, September 9, 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 : 196,382: 32,579 5,812 40,423 93,438 133,747 166,440 179,983: 29,943 16,399
Old : 188,272: 32,118 6,000 38,345 88,723 127,613 159,186 171,958: 29,087 16,314
Other: 8,110: 1,303 654 1,236 4,715 6,135 7,254 8,025: 856 85
: : :
: : Changes in Commitments from: September 2, 2008 :
: 2,661: -4,677 2,888 -797 9,506 135 4,032 2,226: -1,371 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 3.0 20.6 47.6 68.1 84.8 91.6: 15.2 8.4
Old : 100.0: 17.1 3.2 20.4 47.1 67.8 84.6 91.3: 15.4 8.7
Other: 100.0: 16.1 8.1 15.2 58.1 75.6 89.4 99.0: 10.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 44 21 47 68 65 140 117:
Old : 162: 45 25 47 67 65 139 117:
Other: 45: 15 5 13 17 10 37 25:
:----------------------------------------------------------------------------------------------------
: 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 36.9 25.1 48.8 11.1 25.9 17.8 32.5
Old : 17.3 36.8 25.7 48.6 11.2 26.1 18.2 32.3
Other: 37.5 63.2 56.3 80.8 33.6 60.1 52.3 74.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 10,605: 2,526 1,004 871 5,163 7,353 8,560 9,228: 2,045 1,377
Old : 10,590: 2,527 997 870 5,163 7,353 8,560 9,220: 2,030 1,370
Other: 15: 0 8 0 0 0 0 8: 15 7
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,042: -0 -49 -174 -1,142 -1,005 -1,316 -1,228: 274 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 9.5 8.2 48.7 69.3 80.7 87.0: 19.3 13.0
Old : 100.0: 23.9 9.4 8.2 48.8 69.4 80.8 87.1: 19.2 12.9
Other: 100.0: 0.0 53.3 0.0 0.0 0.0 0.0 53.3: 100.0 46.7
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 17 11 8 20 22 43 36:
Old : 62: 18 10 8 20 22 43 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 : 30.7 45.7 47.2 60.9 30.7 42.4 46.1 55.9
Old : 30.7 45.8 47.3 60.9 30.7 42.5 46.2 56.0
Other: 0.0 53.3 0.0 53.3 0.0 53.3 0.0 53.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 877,866: 172,713 160,396 30,084 547,956 589,392 750,754 779,872: 127,112 97,994
Old : 877,866: 172,713 160,396 30,084 547,956 589,392 750,754 779,872: 127,112 97,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -101,819: -17,827 -5,885 -7,407 -78,698 -73,786 -103,932 -87,078: 2,113 -14,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 18.3 3.4 62.4 67.1 85.5 88.8: 14.5 11.2
Old : 100.0: 19.7 18.3 3.4 62.4 67.1 85.5 88.8: 14.5 11.2
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 : 194: 36 40 31 90 99 143 153:
Old : 194: 36 40 31 90 99 143 153:
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 : 21.1 30.2 31.5 42.1 19.8 25.9 29.3 36.7
Old : 21.1 30.2 31.5 42.1 19.8 25.9 29.3 36.7
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, September 9, 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 : 2,142,469: 252,240 216,224 270,409 1,295,917 1,271,079 1,818,566 1,757,712: 323,903 384,758
Old : 2,142,469: 252,240 216,224 270,409 1,295,917 1,271,079 1,818,566 1,757,712: 323,903 384,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 49,586: -35,426 -28,018 44,662 48,194 41,601 57,429 58,245: -7,843 -8,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.1 12.6 60.5 59.3 84.9 82.0: 15.1 18.0
Old : 100.0: 11.8 10.1 12.6 60.5 59.3 84.9 82.0: 15.1 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 52 60 71 120 129 211 221:
Old : 262: 52 60 71 120 129 211 221:
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 : 25.3 21.2 32.7 27.9 22.5 19.1 29.1 24.7
Old : 25.3 21.2 32.7 27.9 22.5 19.1 29.1 24.7
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, September 9, 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 : 1,621,771: 387,106 200,130 66,752 920,732 1,130,773 1,374,591 1,397,655: 247,180 224,116
Old : 1,621,771: 387,106 200,130 66,752 920,732 1,130,773 1,374,591 1,397,655: 247,180 224,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -36,018: -60,118 1,241 10,914 14,138 -29,632 -35,067 -17,478: -951 -18,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 12.3 4.1 56.8 69.7 84.8 86.2: 15.2 13.8
Old : 100.0: 23.9 12.3 4.1 56.8 69.7 84.8 86.2: 15.2 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 : 194: 39 44 35 92 90 150 150:
Old : 194: 39 44 35 92 90 150 150:
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 : 20.8 27.8 31.3 40.0 13.4 18.3 21.3 26.6
Old : 20.8 27.8 31.3 40.0 13.4 18.3 21.3 26.6
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, September 9, 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 : 941,872: 216,691 40,948 290,588 388,511 579,139 895,790 910,675: 46,082 31,197
Old : 941,872: 216,691 40,948 290,588 388,511 579,139 895,790 910,675: 46,082 31,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 26,367: -24,556 3,027 37,940 10,361 -13,879 23,745 27,088: 2,622 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.3 30.9 41.2 61.5 95.1 96.7: 4.9 3.3
Old : 100.0: 23.0 4.3 30.9 41.2 61.5 95.1 96.7: 4.9 3.3
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 : 135: 45 20 39 64 61 122 109:
Old : 135: 45 20 39 64 61 122 109:
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 : 28.9 30.8 42.3 51.3 16.4 26.9 22.0 33.8
Old : 28.9 30.8 42.3 51.3 16.4 26.9 22.0 33.8
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, September 9, 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 : 41,228: 17,030 14,362 2,421 20,595 15,007 40,046 31,789: 1,182 9,439
Old : 41,228: 17,030 14,362 2,421 20,595 15,007 40,046 31,789: 1,182 9,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 4,319: 267 296 608 4,189 1,004 5,063 1,908: -744 2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 34.8 5.9 50.0 36.4 97.1 77.1: 2.9 22.9
Old : 100.0: 41.3 34.8 5.9 50.0 36.4 97.1 77.1: 2.9 22.9
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 : 57: 18 21 13 15 11 40 38:
Old : 57: 18 21 13 15 11 40 38:
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 : 35.5 34.7 59.0 52.1 34.4 26.3 48.6 34.2
Old : 35.5 34.7 59.0 52.1 34.4 26.3 48.6 34.2
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, September 9, 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 : 129,126: 47,705 50,812 3,765 62,363 61,337 113,832 115,913: 15,294 13,213
Old : 129,126: 47,705 50,812 3,765 62,363 61,337 113,832 115,913: 15,294 13,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 3,218: -1,500 -462 375 3,688 2,557 2,563 2,470: 655 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 39.4 2.9 48.3 47.5 88.2 89.8: 11.8 10.2
Old : 100.0: 36.9 39.4 2.9 48.3 47.5 88.2 89.8: 11.8 10.2
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 : 143: 46 47 22 32 32 88 91:
Old : 143: 46 47 22 32 32 88 91:
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 : 31.6 28.0 45.6 45.9 26.1 27.6 38.4 39.9
Old : 31.6 28.0 45.6 45.9 26.1 27.6 38.4 39.9
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, September 9, 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 : 59,554: 14,399 9,121 1,684 42,904 48,162 58,987 58,967: 567 587
Old : 59,554: 14,399 9,121 1,684 42,904 48,162 58,987 58,967: 567 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,063: 527 2 -593 -1,511 -950 -1,577 -1,541: 514 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 15.3 2.8 72.0 80.9 99.0 99.0: 1.0 1.0
Old : 100.0: 24.2 15.3 2.8 72.0 80.9 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 11 3 15 12 26 25:
Old : 40: 10 11 3 15 12 26 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 : 70.5 74.9 84.1 90.8 46.1 38.4 52.7 52.0
Old : 70.5 74.9 84.1 90.8 46.1 38.4 52.7 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 67,752: 22,288 1,503 2,112 36,420 57,095 60,820 60,710: 6,932 7,042
Old : 67,752: 22,288 1,503 2,112 36,420 57,095 60,820 60,710: 6,932 7,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 8,804: 570 -1,109 1,925 -571 1,202 1,924 2,018: 6,880 6,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 2.2 3.1 53.8 84.3 89.8 89.6: 10.2 10.4
Old : 100.0: 32.9 2.2 3.1 53.8 84.3 89.8 89.6: 10.2 10.4
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 : 32: 7 7 2 12 10 20 18:
Old : 32: 7 7 2 12 10 20 18:
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 : 67.2 83.1 81.4 88.6 60.8 72.8 70.4 73.7
Old : 67.2 83.1 81.4 88.6 60.8 72.8 70.4 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2008