WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 402,722: 57,494 66,054 131,577 188,260 152,825 377,331 350,456: 25,392 52,266
Old : 332,523: 47,702 66,780 105,728 157,285 119,443 310,715 291,951: 21,808 40,571
Other: 70,200: 28,555 18,037 7,086 30,974 33,382 66,616 58,505: 3,584 11,695
: : :
: : Changes in Commitments from: September 23, 2008 :
: -2,184: -865 -62 860 -1,676 -4,802 -1,682 -4,005: -502 1,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 16.4 32.7 46.7 37.9 93.7 87.0: 6.3 13.0
Old : 100.0: 14.3 20.1 31.8 47.3 35.9 93.4 87.8: 6.6 12.2
Other: 100.0: 40.7 25.7 10.1 44.1 47.6 94.9 83.3: 5.1 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 83 114 126 84 108 244 283:
Old : 314: 91 103 112 82 104 234 266:
Other: 159: 30 41 28 36 79 81 136:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 13.1 32.2 20.6 18.0 10.4 28.3 14.5
Old : 21.4 13.9 34.0 22.0 20.1 10.7 30.1 15.8
Other: 45.6 18.6 59.9 28.6 44.1 15.0 54.0 22.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 1,685,800: 172,444 74,200 626,937 738,735 729,303 1,538,116 1,430,440: 147,683 255,360
Old : 1,457,758: 155,405 94,122 546,307 626,084 601,155 1,327,796 1,241,584: 129,962 216,174
Other: 228,042: 51,254 14,292 46,415 112,651 128,149 210,320 188,856: 17,722 39,186
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,317: -10,533 10,713 12,127 1,237 -38,306 2,831 -15,467: -1,513 16,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 4.4 37.2 43.8 43.3 91.2 84.9: 8.8 15.1
Old : 100.0: 10.7 6.5 37.5 42.9 41.2 91.1 85.2: 8.9 14.8
Other: 100.0: 22.5 6.3 20.4 49.4 56.2 92.2 82.8: 7.8 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 180 147 245 274 348 572 644:
Old : 727: 179 154 232 265 344 557 629:
Other: 428: 62 75 58 95 252 180 362:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 14.8 21.6 21.7 7.2 6.5 12.8 9.7
Old : 12.9 14.1 20.5 21.1 7.8 5.5 13.7 9.0
Other: 28.5 26.4 41.5 35.3 19.5 16.0 29.6 19.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 17,456: 1,205 1,606 2,162 12,078 10,689 15,445 14,456: 2,011 2,999
Old : 15,663: 1,397 1,604 1,938 10,363 9,334 13,697 12,876: 1,966 2,787
Other: 1,792: 0 193 32 1,715 1,355 1,747 1,580: 45 212
: : :
: : Changes in Commitments from: September 23, 2008 :
: 516: -56 106 276 474 -287 695 95: -178 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.2 12.4 69.2 61.2 88.5 82.8: 11.5 17.2
Old : 100.0: 8.9 10.2 12.4 66.2 59.6 87.4 82.2: 12.6 17.8
Other: 100.0: 0.0 10.8 1.8 95.7 75.6 97.5 88.2: 2.5 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 14 14 7 18 14 34 33:
Old : 50: 14 14 7 18 14 34 33:
Other: 15: 0 3 2 7 8 9 11:
:----------------------------------------------------------------------------------------------------
: 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 : 39.4 51.6 59.9 63.3 37.8 41.9 52.0 48.5
Old : 35.6 50.2 57.6 61.3 33.8 41.3 49.5 48.5
Other: 87.7 69.7 97.3 86.7 74.1 57.4 74.1 64.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 555,265: 63,347 28,806 216,538 223,753 223,819 503,638 469,162: 51,628 86,103
Old : 495,479: 56,936 35,041 190,625 201,207 193,465 448,768 419,130: 46,711 76,349
Other: 59,786: 17,063 4,417 15,260 22,546 30,354 54,869 50,032: 4,916 9,754
: : :
: : Changes in Commitments from: September 23, 2008 :
: 16,875: -9,071 249 16,991 7,770 -4,804 15,690 12,436: 1,185 4,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 5.2 39.0 40.3 40.3 90.7 84.5: 9.3 15.5
Old : 100.0: 11.5 7.1 38.5 40.6 39.0 90.6 84.6: 9.4 15.4
Other: 100.0: 28.5 7.4 25.5 37.7 50.8 91.8 83.7: 8.2 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 151 103 199 113 164 359 402:
Old : 454: 144 112 193 112 162 350 400:
Other: 207: 46 35 31 42 110 100 165:
:----------------------------------------------------------------------------------------------------
: 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 18.9 28.1 27.6 9.7 8.6 15.9 12.0
Old : 19.0 18.3 27.8 26.8 10.5 8.4 17.8 12.5
Other: 39.3 36.9 52.8 49.3 21.9 23.0 31.0 30.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,244: 15,616 3,611 633 2 2,988 16,251 7,232: 2,993 12,012
Old : 16,659: 13,639 3,738 466 2 2,336 14,107 6,540: 2,552 10,119
Other: 2,585: 2,144 40 0 0 652 2,144 692: 441 1,893
: : :
: : Changes in Commitments from: September 23, 2008 :
: -269: -348 21 0 0 -48 -348 -27: 79 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 18.8 3.3 0.0 15.5 84.4 37.6: 15.6 62.4
Old : 100.0: 81.9 22.4 2.8 0.0 14.0 84.7 39.3: 15.3 60.7
Other: 100.0: 82.9 1.5 0.0 0.0 25.2 82.9 26.8: 17.1 73.2
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 10 5 1 8 13 22:
Old : 29: 11 10 5 1 8 13 22:
Other: 19: 7 4 0 0 8 7 12:
:----------------------------------------------------------------------------------------------------
: 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 : 65.7 16.6 79.7 24.7 65.6 15.3 77.8 23.3
Old : 65.8 17.1 80.2 25.8 65.7 16.5 78.0 24.8
Other: 67.7 21.8 82.9 25.4 67.7 21.8 82.9 25.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 319,854: 22,341 29,469 91,502 184,698 174,790 298,541 295,761: 21,313 24,093
Old : 298,190: 23,346 33,324 78,091 176,295 162,965 277,732 274,380: 20,458 23,810
Other: 21,664: 5,126 2,275 7,280 8,403 11,825 20,809 21,381: 855 283
: : :
: : Changes in Commitments from: September 23, 2008 :
: -3,566: 1,490 -1,622 2,727 -7,876 -6,691 -3,659 -5,586: 92 2,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.2 28.6 57.7 54.6 93.3 92.5: 6.7 7.5
Old : 100.0: 7.8 11.2 26.2 59.1 54.7 93.1 92.0: 6.9 8.0
Other: 100.0: 23.7 10.5 33.6 38.8 54.6 96.1 98.7: 3.9 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 41 59 77 65 63 161 165:
Old : 201: 42 64 74 64 62 158 163:
Other: 48: 14 7 14 18 11 40 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 : 20.9 26.4 31.3 38.4 12.7 18.4 20.1 25.7
Old : 20.6 26.8 31.1 37.6 13.6 19.6 21.4 27.0
Other: 68.4 79.8 82.6 92.9 45.2 52.1 55.3 61.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 943,953: 64,169 161,878 80,274 666,621 531,393 811,064 773,545: 132,889 170,408
Old : 943,953: 64,169 161,878 80,274 666,621 531,393 811,064 773,545: 132,889 170,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -55,392: -16,524 -13,302 -27,100 -8,225 -17,675 -51,849 -58,077: -3,543 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 17.1 8.5 70.6 56.3 85.9 81.9: 14.1 18.1
Old : 100.0: 6.8 17.1 8.5 70.6 56.3 85.9 81.9: 14.1 18.1
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 : 181: 31 45 47 79 92 137 157:
Old : 181: 31 45 47 79 92 137 157:
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 : 23.6 15.0 35.3 23.0 15.4 10.5 23.4 16.5
Old : 23.6 15.0 35.3 23.0 15.4 10.5 23.4 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, September 30, 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 : 181,634: 27,921 11,656 41,828 81,195 106,301 150,944 159,786: 30,689 21,848
Old : 172,444: 27,489 12,060 39,304 76,368 99,633 143,161 150,997: 29,283 21,447
Other: 9,190: 1,222 387 1,734 4,827 6,668 7,784 8,789: 1,406 401
: : :
: : Changes in Commitments from: September 23, 2008 :
: -4,206: -2,042 4,575 2,521 -4,556 -14,601 -4,078 -7,506: -129 3,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 6.4 23.0 44.7 58.5 83.1 88.0: 16.9 12.0
Old : 100.0: 15.9 7.0 22.8 44.3 57.8 83.0 87.6: 17.0 12.4
Other: 100.0: 13.3 4.2 18.9 52.5 72.6 84.7 95.6: 15.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 44 22 52 71 67 145 131:
Old : 169: 43 26 52 71 67 145 131:
Other: 46: 17 3 14 16 15 36 30:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 28.3 25.7 42.7 14.9 22.4 20.9 31.8
Old : 17.4 27.9 26.5 42.6 15.3 22.0 21.3 30.9
Other: 33.7 57.9 50.8 72.1 27.4 54.5 44.5 65.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 9,509: 2,265 1,113 690 4,310 6,092 7,266 7,895: 2,243 1,614
Old : 9,481: 2,265 1,106 689 4,310 6,092 7,265 7,887: 2,216 1,594
Other: 28: 1 8 0 0 0 1 8: 27 20
: : :
: : Changes in Commitments from: September 23, 2008 :
: -635: -507 52 18 -139 -907 -628 -837: -7 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 11.7 7.3 45.3 64.1 76.4 83.0: 23.6 17.0
Old : 100.0: 23.9 11.7 7.3 45.5 64.3 76.6 83.2: 23.4 16.8
Other: 100.0: 3.6 28.6 0.0 0.0 0.0 3.6 28.6: 96.4 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 11 11 6 18 22 35 34:
Old : 55: 11 11 6 18 22 35 34:
Other: 2: 1 1 0 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 43.4 48.1 59.0 34.4 43.3 47.4 56.9
Old : 34.5 43.5 48.2 59.1 34.5 43.4 47.6 57.1
Other: 3.6 28.6 3.6 28.6 3.6 28.6 3.6 28.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 761,693: 126,416 157,308 38,430 485,819 482,475 650,666 678,213: 111,027 83,480
Old : 761,693: 126,416 157,308 38,430 485,819 482,475 650,666 678,213: 111,027 83,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 14,349: 4,739 37,222 -1,653 18,457 -6,558 21,543 29,011: -7,194 -14,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 20.7 5.0 63.8 63.3 85.4 89.0: 14.6 11.0
Old : 100.0: 16.6 20.7 5.0 63.8 63.3 85.4 89.0: 14.6 11.0
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 : 191: 33 44 27 78 89 127 144:
Old : 191: 33 44 27 78 89 127 144:
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 : 19.9 29.7 31.7 42.0 14.3 27.5 24.1 35.1
Old : 19.9 29.7 31.7 42.0 14.3 27.5 24.1 35.1
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 30, 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 : 2,008,337: 193,007 231,375 262,374 1,247,523 1,180,240 1,702,904 1,673,989: 305,433 334,348
Old : 2,008,337: 193,007 231,375 262,374 1,247,523 1,180,240 1,702,904 1,673,989: 305,433 334,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -163,702: -27,473 8,422 -68,163 -68,128 -72,182 -163,764 -131,923: 61 -31,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.5 13.1 62.1 58.8 84.8 83.4: 15.2 16.6
Old : 100.0: 9.6 11.5 13.1 62.1 58.8 84.8 83.4: 15.2 16.6
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 : 244: 47 56 68 110 121 191 211:
Old : 244: 47 56 68 110 121 191 211:
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 : 22.3 20.0 30.5 25.8 19.5 16.3 25.8 20.9
Old : 22.3 20.0 30.5 25.8 19.5 16.3 25.8 20.9
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, September 30, 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 : 1,604,090: 427,081 145,903 83,587 883,155 1,128,375 1,393,823 1,357,865: 210,267 246,226
Old : 1,604,090: 427,081 145,903 83,587 883,155 1,128,375 1,393,823 1,357,865: 210,267 246,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 42,566: -739 -9,813 -15,462 57,021 49,110 40,819 23,834: 1,747 18,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 9.1 5.2 55.1 70.3 86.9 84.7: 13.1 15.3
Old : 100.0: 26.6 9.1 5.2 55.1 70.3 86.9 84.7: 13.1 15.3
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 : 168: 41 26 38 84 82 138 133:
Old : 168: 41 26 38 84 82 138 133:
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 31.0 34.1 42.6 14.3 22.8 23.3 32.1
Old : 23.7 31.0 34.1 42.6 14.3 22.8 23.3 32.1
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 30, 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 : 1,231,237: 169,882 38,328 463,387 541,298 686,316 1,174,567 1,188,031: 56,670 43,206
Old : 1,231,237: 169,882 38,328 463,387 541,298 686,316 1,174,567 1,188,031: 56,670 43,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 94,243: -5,520 -3,860 41,898 54,679 52,056 91,057 90,095: 3,186 4,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 3.1 37.6 44.0 55.7 95.4 96.5: 4.6 3.5
Old : 100.0: 13.8 3.1 37.6 44.0 55.7 95.4 96.5: 4.6 3.5
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 : 132: 43 21 49 59 62 120 117:
Old : 132: 43 21 49 59 62 120 117:
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 : 30.8 26.2 43.8 42.3 10.6 15.1 14.3 23.0
Old : 30.8 26.2 43.8 42.3 10.6 15.1 14.3 23.0
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 30, 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 : 26,258: 9,883 3,006 155 11,143 13,165 21,181 16,326: 5,077 9,932
Old : 26,258: 9,883 3,006 155 11,143 13,165 21,181 16,326: 5,077 9,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 1,774: 701 -544 73 -54 1,505 720 1,035: 1,054 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 11.4 0.6 42.4 50.1 80.7 62.2: 19.3 37.8
Old : 100.0: 37.6 11.4 0.6 42.4 50.1 80.7 62.2: 19.3 37.8
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 : 39: 14 7 2 12 11 27 19:
Old : 39: 14 7 2 12 11 27 19:
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 : 40.5 36.8 59.2 51.3 38.3 36.3 57.0 49.8
Old : 40.5 36.8 59.2 51.3 38.3 36.3 57.0 49.8
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 30, 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 : 107,752: 18,736 23,675 1,814 73,556 67,146 94,106 92,634: 13,646 15,117
Old : 107,752: 18,736 23,675 1,814 73,556 67,146 94,106 92,634: 13,646 15,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 5,751: 318 -8,234 -1,626 9,234 13,960 7,925 4,100: -2,175 1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 22.0 1.7 68.3 62.3 87.3 86.0: 12.7 14.0
Old : 100.0: 17.4 22.0 1.7 68.3 62.3 87.3 86.0: 12.7 14.0
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 : 102: 24 33 12 32 25 61 65:
Old : 102: 24 33 12 32 25 61 65:
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 39.0 52.6 54.8 28.7 30.1 42.3 40.8
Old : 34.7 39.0 52.6 54.8 28.7 30.1 42.3 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 37,141: 15,060 8,574 402 21,490 28,049 36,952 37,025: 189 116
Old : 37,141: 15,060 8,574 402 21,490 28,049 36,952 37,025: 189 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,202: 1,932 353 -111 412 1,908 2,233 2,150: -31 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 23.1 1.1 57.9 75.5 99.5 99.7: 0.5 0.3
Old : 100.0: 40.5 23.1 1.1 57.9 75.5 99.5 99.7: 0.5 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 : 42: 9 14 3 13 12 24 27:
Old : 42: 9 14 3 13 12 24 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 : 68.7 84.0 86.5 92.5 58.5 60.1 67.4 67.2
Old : 68.7 84.0 86.5 92.5 58.5 60.1 67.4 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 55,562: 24,888 9,284 490 29,879 45,616 55,257 55,390: 305 172
Old : 55,562: 24,888 9,284 490 29,879 45,616 55,257 55,390: 305 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,681: 2,031 -956 60 701 3,421 2,792 2,525: -111 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 16.7 0.9 53.8 82.1 99.5 99.7: 0.5 0.3
Old : 100.0: 44.8 16.7 0.9 53.8 82.1 99.5 99.7: 0.5 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 : 33: 10 8 2 10 7 20 17:
Old : 33: 10 8 2 10 7 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.1 93.8 91.7 98.0 68.5 81.9 78.3 83.9
Old : 80.1 93.8 91.7 98.0 68.5 81.9 78.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2008