WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 8, 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 : 329,197: 73,359 79,542 42,476 189,229 162,212 305,064 284,230: 24,133 44,967
Old : 275,184: 57,971 77,686 29,264 166,251 131,369 253,486 238,319: 21,698 36,865
Other: 54,013: 26,800 13,268 1,800 22,978 30,843 51,578 45,911: 2,435 8,102
: : :
: : Changes in Commitments from: July 1, 2008 :
: -11,638: -5,842 6,165 -4,778 919 -9,569 -9,701 -8,182: -1,937 -3,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 24.2 12.9 57.5 49.3 92.7 86.3: 7.3 13.7
Old : 100.0: 21.1 28.2 10.6 60.4 47.7 92.1 86.6: 7.9 13.4
Other: 100.0: 49.6 24.6 3.3 42.5 57.1 95.5 85.0: 4.5 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 91 104 91 65 104 215 257:
Old : 322: 95 101 68 62 99 198 238:
Other: 158: 25 45 16 27 73 64 125:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 15.9 43.0 25.5 26.4 15.0 41.6 23.4
Old : 30.8 17.1 46.7 25.3 30.3 16.3 44.5 24.4
Other: 55.5 22.9 66.7 33.4 55.4 20.6 65.9 29.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 8, 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 : 1,282,981: 410,421 98,375 170,612 580,827 789,100 1,161,860 1,058,087: 121,121 224,894
Old : 382,165: 114,923 81,095 7,954 226,954 240,532 349,831 329,581: 32,334 52,584
Other: 900,816: 371,298 93,080 86,858 353,873 548,568 812,029 728,506: 88,787 172,310
: : :
: : Changes in Commitments from: July 1, 2008 :
: -34,515: -25,729 -8,828 -9,098 13,232 -16,614 -21,595 -34,540: -12,920 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.7 13.3 45.3 61.5 90.6 82.5: 9.4 17.5
Old : 100.0: 30.1 21.2 2.1 59.4 62.9 91.5 86.2: 8.5 13.8
Other: 100.0: 41.2 10.3 9.6 39.3 60.9 90.1 80.9: 9.9 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 800: 224 131 175 191 358 499 611:
Old : 610: 111 124 26 115 288 245 424:
Other: 755: 215 128 105 160 343 422 540:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.7 23.7 19.0 14.5 12.5 23.0 18.5
Old : 28.4 19.5 42.7 25.8 28.4 19.5 42.7 25.8
Other: 13.7 11.6 23.4 18.6 13.6 11.4 22.2 17.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 8, 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 : 17,140: 4,252 458 479 8,952 14,954 13,683 15,891: 3,457 1,249
Old : 17,140: 4,252 458 479 8,952 14,954 13,683 15,891: 3,457 1,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -915: -394 41 1 121 -278 -272 -236: -643 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.7 2.8 52.2 87.2 79.8 92.7: 20.2 7.3
Old : 100.0: 24.8 2.7 2.8 52.2 87.2 79.8 92.7: 20.2 7.3
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 : 52: 24 4 7 17 17 43 26:
Old : 52: 24 4 7 17 17 43 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 60.1 52.2 77.2 37.1 55.4 51.2 71.7
Old : 37.1 60.1 52.2 77.2 37.1 55.4 51.2 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 8, 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 : 472,456: 149,633 33,335 66,242 200,484 291,115 416,359 390,692: 56,097 81,764
Old : 79,777: 38,950 9,052 1,529 27,540 57,326 68,019 67,907: 11,758 11,870
Other: 392,679: 133,056 46,656 42,340 172,944 233,789 348,340 322,785: 44,339 69,894
: : :
: : Changes in Commitments from: July 1, 2008 :
: -6,908: -7,733 411 -3,303 3,802 -7,782 -7,234 -10,674: 326 3,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 7.1 14.0 42.4 61.6 88.1 82.7: 11.9 17.3
Old : 100.0: 48.8 11.3 1.9 34.5 71.9 85.3 85.1: 14.7 14.9
Other: 100.0: 33.9 11.9 10.8 44.0 59.5 88.7 82.2: 11.3 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 491: 169 98 125 103 193 329 377:
Old : 318: 96 52 11 56 127 159 185:
Other: 481: 143 128 90 81 188 278 357:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 21.5 25.1 30.4 14.4 21.1 24.1 26.6
Old : 27.0 35.3 40.9 45.8 27.0 35.3 40.7 45.8
Other: 17.4 19.8 29.0 28.9 17.2 19.3 27.7 26.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 22,390: 18,875 3,447 561 5 3,058 19,441 7,066: 2,949 15,324
Old : 898: 647 49 57 3 103 707 209: 191 689
Other: 21,492: 18,228 3,398 504 2 2,955 18,734 6,857: 2,758 14,635
: : :
: : Changes in Commitments from: July 1, 2008 :
: 510: 561 163 -58 0 3 503 108: 7 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 15.4 2.5 0.0 13.7 86.8 31.6: 13.2 68.4
Old : 100.0: 72.0 5.5 6.3 0.3 11.5 78.7 23.3: 21.3 76.7
Other: 100.0: 84.8 15.8 2.3 0.0 13.7 87.2 31.9: 12.8 68.1
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 10 5 2 9 15 23:
Old : 21: 9 4 4 1 7 10 15:
Other: 31: 12 10 4 1 9 14 22:
:----------------------------------------------------------------------------------------------------
: 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 : 63.7 12.9 81.4 18.7 63.5 12.4 79.1 18.0
Old : 61.9 15.9 77.3 20.7 57.5 13.1 71.5 16.4
Other: 64.2 13.2 81.7 19.0 64.2 12.5 79.4 18.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 8, 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 : 260,220: 45,722 18,161 50,925 134,478 175,362 231,125 244,448: 29,095 15,772
Old : 84,135: 28,826 11,620 3,565 41,244 62,083 73,635 77,268: 10,500 6,867
Other: 176,085: 36,987 26,632 27,269 93,234 113,279 157,490 167,180: 18,595 8,905
: : :
: : Changes in Commitments from: July 1, 2008 :
: -1,142: -1,733 1,329 -2,438 4,422 -1,913 251 -3,022: -1,393 1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 7.0 19.6 51.7 67.4 88.8 93.9: 11.2 6.1
Old : 100.0: 34.3 13.8 4.2 49.0 73.8 87.5 91.8: 12.5 8.2
Other: 100.0: 21.0 15.1 15.5 52.9 64.3 89.4 94.9: 10.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 54 27 52 60 53 147 116:
Old : 129: 42 16 18 47 43 95 75:
Other: 160: 51 39 33 49 41 120 94:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 33.2 28.3 48.2 16.0 28.1 24.7 40.9
Old : 22.4 31.5 35.1 48.1 19.3 31.5 31.0 48.1
Other: 24.9 43.2 37.0 57.1 23.1 39.0 32.7 50.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 8, 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 : 909,292: 163,438 192,605 2,969 618,211 534,537 784,618 730,111: 124,674 179,181
Old : 909,292: 163,438 192,605 2,969 618,211 534,537 784,618 730,111: 124,674 179,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 14,875: 22,423 3,985 -5,886 -15,075 17,715 1,462 15,814: 13,413 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.2 0.3 68.0 58.8 86.3 80.3: 13.7 19.7
Old : 100.0: 18.0 21.2 0.3 68.0 58.8 86.3 80.3: 13.7 19.7
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 : 182: 28 53 18 68 77 107 137:
Old : 182: 28 53 18 68 77 107 137:
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 : 25.7 21.2 40.6 32.1 18.1 13.5 28.6 21.4
Old : 25.7 21.2 40.6 32.1 18.1 13.5 28.6 21.4
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 - Futures Only, July 8, 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 : 220,165: 62,966 7,131 39,894 79,291 156,181 182,151 203,206: 38,014 16,959
Old : 88,219: 29,540 5,480 10,083 34,039 64,165 73,662 79,728: 14,557 8,491
Other: 131,946: 46,805 15,030 16,432 45,252 92,016 108,489 123,478: 23,457 8,468
: : :
: : Changes in Commitments from: July 1, 2008 :
: -5,143: -5,658 1,648 2,517 -999 -9,790 -4,140 -5,625: -1,003 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.2 18.1 36.0 70.9 82.7 92.3: 17.3 7.7
Old : 100.0: 33.5 6.2 11.4 38.6 72.7 83.5 90.4: 16.5 9.6
Other: 100.0: 35.5 11.4 12.5 34.3 69.7 82.2 93.6: 17.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 78 16 58 65 65 169 132:
Old : 155: 48 26 31 46 55 112 99:
Other: 176: 70 32 34 55 43 140 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 34.1 18.9 45.0 8.3 33.1 15.0 39.9
Old : 25.0 28.3 37.4 41.8 21.6 28.1 32.4 40.8
Other: 11.8 40.4 20.6 53.3 11.0 38.7 18.9 48.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 8, 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 : 14,069: 2,879 913 462 7,763 11,389 11,104 12,764: 2,965 1,305
Old : 14,058: 2,883 913 458 7,763 11,389 11,104 12,760: 2,954 1,298
Other: 11: 0 4 0 0 0 0 4: 11 7
: : :
: : Changes in Commitments from: July 1, 2008 :
: -658: -330 22 56 -93 -859 -367 -781: -291 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.5 3.3 55.2 81.0 78.9 90.7: 21.1 9.3
Old : 100.0: 20.5 6.5 3.3 55.2 81.0 79.0 90.8: 21.0 9.2
Other: 100.0: 0.0 36.4 0.0 0.0 0.0 0.0 36.4: 100.0 63.6
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 6 8 26 22 45 36:
Old : 59: 18 6 8 26 22 45 36:
Other: 2: 0 2 0 0 0 0 2:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 64.4 41.9 73.5 18.4 45.5 30.8 53.4
Old : 27.5 64.4 41.9 73.5 18.4 45.5 30.9 53.4
Other: 0.0 36.4 0.0 36.4 0.0 36.4 0.0 36.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 8, 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 : 919,134: 194,245 218,256 4,548 597,692 607,521 796,485 830,325: 122,649 88,809
Old : 919,134: 194,245 218,256 4,548 597,692 607,521 796,485 830,325: 122,649 88,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -11,832: 20,296 23,737 -1,140 -40,691 -22,276 -21,535 321: 9,703 -12,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.7 0.5 65.0 66.1 86.7 90.3: 13.3 9.7
Old : 100.0: 21.1 23.7 0.5 65.0 66.1 86.7 90.3: 13.3 9.7
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 : 208: 43 40 18 84 86 135 136:
Old : 208: 43 40 18 84 86 135 136:
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 : 22.6 40.3 33.7 54.3 20.7 38.0 30.1 48.1
Old : 22.6 40.3 33.7 54.3 20.7 38.0 30.1 48.1
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 - Futures Only, July 8, 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 : 1,843,833: 298,244 282,422 30,965 1,212,755 1,146,456 1,541,964 1,459,843: 301,869 383,990
Old : 1,843,833: 298,244 282,422 30,965 1,212,755 1,146,456 1,541,964 1,459,843: 301,869 383,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -4,868: 31,302 2,198 -3,120 -47,795 3,401 -19,613 2,479: 14,745 -7,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 15.3 1.7 65.8 62.2 83.6 79.2: 16.4 20.8
Old : 100.0: 16.2 15.3 1.7 65.8 62.2 83.6 79.2: 16.4 20.8
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 : 279: 53 62 37 102 118 175 197:
Old : 279: 53 62 37 102 118 175 197:
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 : 31.2 21.5 40.2 28.9 29.4 18.6 37.2 25.4
Old : 31.2 21.5 40.2 28.9 29.4 18.6 37.2 25.4
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 - Futures Only, July 8, 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 : 1,631,022: 474,159 215,644 9,541 926,765 1,144,633 1,410,465 1,369,818: 220,557 261,204
Old : 1,631,022: 474,159 215,644 9,541 926,765 1,144,633 1,410,465 1,369,818: 220,557 261,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 60,260: 23,062 43,523 -88 21,432 -11,969 44,406 31,466: 15,854 28,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 13.2 0.6 56.8 70.2 86.5 84.0: 13.5 16.0
Old : 100.0: 29.1 13.2 0.6 56.8 70.2 86.5 84.0: 13.5 16.0
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 : 201: 39 41 13 86 79 130 128:
Old : 201: 39 41 13 86 79 130 128:
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 : 22.5 28.0 33.4 40.9 16.0 20.7 26.5 28.7
Old : 22.5 28.0 33.4 40.9 16.0 20.7 26.5 28.7
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 - Futures Only, July 8, 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 : 633,331: 306,389 35,017 21,285 250,118 531,843 577,792 588,145: 55,539 45,186
Old : 633,331: 306,389 35,017 21,285 250,118 531,843 577,792 588,145: 55,539 45,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -83,025: -25,204 -3,059 1,625 -55,754 -76,183 -79,333 -77,617: -3,692 -5,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 5.5 3.4 39.5 84.0 91.2 92.9: 8.8 7.1
Old : 100.0: 48.4 5.5 3.4 39.5 84.0 91.2 92.9: 8.8 7.1
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 : 123: 51 11 24 54 45 110 76:
Old : 123: 51 11 24 54 45 110 76:
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 : 30.6 49.6 41.5 65.6 28.8 48.0 37.0 62.2
Old : 30.6 49.6 41.5 65.6 28.8 48.0 37.0 62.2
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 - Futures Only, July 8, 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 : 29,660: 12,220 13,640 982 11,857 8,253 25,059 22,875: 4,601 6,785
Old : 29,660: 12,220 13,640 982 11,857 8,253 25,059 22,875: 4,601 6,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 2,018: 909 851 1 524 762 1,434 1,614: 584 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 46.0 3.3 40.0 27.8 84.5 77.1: 15.5 22.9
Old : 100.0: 41.2 46.0 3.3 40.0 27.8 84.5 77.1: 15.5 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 : 46: 16 14 3 12 9 31 23:
Old : 46: 16 14 3 12 9 31 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.2 53.3 57.8 34.6 38.2 52.9 53.9
Old : 34.6 38.2 53.3 57.8 34.6 38.2 52.9 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, July 8, 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 : 101,270: 45,113 39,291 1,296 34,800 46,443 81,209 87,030: 20,061 14,240
Old : 101,270: 45,113 39,291 1,296 34,800 46,443 81,209 87,030: 20,061 14,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 5,003: -2,450 8,199 54 8,516 -2,825 6,120 5,428: -1,117 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 38.8 1.3 34.4 45.9 80.2 85.9: 19.8 14.1
Old : 100.0: 44.5 38.8 1.3 34.4 45.9 80.2 85.9: 19.8 14.1
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 : 116: 38 44 4 22 17 61 64:
Old : 116: 38 44 4 22 17 61 64:
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 : 35.8 39.7 51.3 53.3 34.7 39.7 50.0 53.1
Old : 35.8 39.7 51.3 53.3 34.7 39.7 50.0 53.1
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 - Futures Only, July 8, 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 : 56,023: 15,269 7,518 813 39,661 47,246 55,743 55,577: 280 446
Old : 56,023: 15,269 7,518 813 39,661 47,246 55,743 55,577: 280 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 133: -94 -111 81 -54 -243 -67 -273: 200 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.4 1.5 70.8 84.3 99.5 99.2: 0.5 0.8
Old : 100.0: 27.3 13.4 1.5 70.8 84.3 99.5 99.2: 0.5 0.8
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 : 42: 10 14 3 14 11 25 27:
Old : 42: 10 14 3 14 11 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 : 71.8 78.8 87.1 92.0 47.8 47.6 55.0 55.7
Old : 71.8 78.8 87.1 92.0 47.8 47.6 55.0 55.7
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 - Futures Only, July 8, 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 : 60,098: 16,237 2,540 0 43,855 57,336 60,092 59,876: 6 222
Old : 60,098: 16,237 2,540 0 43,855 57,336 60,092 59,876: 6 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 1,318: 1,060 -169 -38 297 1,583 1,319 1,376: -1 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.2 0.0 73.0 95.4 100.0 99.6: 0.0 0.4
Old : 100.0: 27.0 4.2 0.0 73.0 95.4 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 11 0 12 11 17 22:
Old : 35: 5 11 0 12 11 17 22:
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 : 87.8 95.4 96.8 97.7 87.4 95.2 96.4 97.5
Old : 87.8 95.4 96.8 97.7 87.4 95.2 96.4 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 11, 2008