WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 328,791: 73,075 66,417 54,576 173,693 156,993 301,344 277,986: 27,447 50,805
Old : 268,352: 61,387 69,936 34,281 148,122 123,989 243,790 228,206: 24,562 40,146
Other: 60,439: 29,352 14,145 2,631 25,571 33,004 57,554 49,780: 2,885 10,659
: : :
: : Changes in Commitments from: August 12, 2008 :
: -6,864: -3,974 -5,059 -1,136 -2,509 834 -7,619 -5,361: 755 -1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 20.2 16.6 52.8 47.7 91.7 84.5: 8.3 15.5
Old : 100.0: 22.9 26.1 12.8 55.2 46.2 90.8 85.0: 9.2 15.0
Other: 100.0: 48.6 23.4 4.4 42.3 54.6 95.2 82.4: 4.8 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 95 111 128 60 99 246 287:
Old : 349: 101 114 98 59 92 228 261:
Other: 167: 32 50 20 27 73 72 133:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 19.4 39.6 25.4 25.2 18.7 38.4 23.7
Old : 29.3 20.1 41.9 26.8 29.3 19.4 41.9 25.6
Other: 50.3 23.0 64.2 31.7 49.5 21.3 59.7 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,157,404: 314,894 115,559 169,929 562,446 663,110 1,047,269 948,598: 110,135 208,806
Old : 130,515: 63,007 38,382 1,753 44,896 70,507 109,656 110,642: 20,859 19,873
Other: 1,026,889: 308,024 133,314 112,039 517,550 592,603 937,613 837,956: 89,276 188,933
: : :
: : Changes in Commitments from: August 12, 2008 :
: -39,381: 1,421 -4,000 -2,633 -20,349 -15,942 -21,561 -22,575: -17,820 -16,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 10.0 14.7 48.6 57.3 90.5 82.0: 9.5 18.0
Old : 100.0: 48.3 29.4 1.3 34.4 54.0 84.0 84.8: 16.0 15.2
Other: 100.0: 30.0 13.0 10.9 50.4 57.7 91.3 81.6: 8.7 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 788: 180 157 192 232 349 518 646:
Old : 545: 104 110 4 129 229 235 341:
Other: 755: 176 177 128 184 332 421 589:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 12.7 22.4 18.7 13.5 11.5 21.8 17.1
Old : 18.9 10.3 27.8 17.8 18.9 10.2 27.8 17.6
Other: 14.4 13.6 24.1 19.8 14.3 12.2 23.4 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,038: 3,115 1,174 432 9,027 11,536 12,574 13,142: 2,464 1,896
Old : 14,564: 3,115 1,174 432 8,618 11,174 12,165 12,780: 2,399 1,784
Other: 474: 0 0 0 409 362 409 362: 65 112
: : :
: : Changes in Commitments from: August 12, 2008 :
: -654: 456 106 -166 -274 153 16 93: -670 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 7.8 2.9 60.0 76.7 83.6 87.4: 16.4 12.6
Old : 100.0: 21.4 8.1 3.0 59.2 76.7 83.5 87.8: 16.5 12.2
Other: 100.0: 0.0 0.0 0.0 86.3 76.4 86.3 76.4: 13.7 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 18 8 5 18 16 39 27:
Old : 50: 18 8 5 18 16 39 27:
Other: 7: 0 0 0 4 5 4 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 56.3 54.3 71.0 36.9 52.0 53.3 64.6
Old : 36.8 56.5 54.7 71.2 36.7 52.8 53.6 66.1
Other: 86.3 75.1 86.3 76.4 72.2 62.2 72.2 62.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 390,464: 119,378 45,527 54,125 175,250 218,262 348,753 317,914: 41,711 72,550
Old : 355,081: 107,901 47,424 45,455 162,803 196,358 316,159 289,237: 38,922 65,844
Other: 35,383: 18,851 5,477 1,296 12,447 21,904 32,594 28,677: 2,789 6,706
: : :
: : Changes in Commitments from: August 12, 2008 :
: -2,028: -285 2,797 -745 -1,359 -2,182 -2,389 -130: 361 -1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 11.7 13.9 44.9 55.9 89.3 81.4: 10.7 18.6
Old : 100.0: 30.4 13.4 12.8 45.8 55.3 89.0 81.5: 11.0 18.5
Other: 100.0: 53.3 15.5 3.7 35.2 61.9 92.1 81.0: 7.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 142 109 105 90 178 288 360:
Old : 466: 134 115 99 87 176 277 356:
Other: 234: 45 46 11 29 122 78 176:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 18.3 27.0 26.1 16.3 16.8 24.9 22.5
Old : 18.0 19.0 28.2 26.1 16.8 17.2 26.7 23.4
Other: 39.5 34.8 52.0 46.9 39.5 34.8 51.6 46.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 21,924: 17,893 3,896 1,179 3 3,332 19,075 8,407: 2,849 13,517
Old : 19,377: 15,915 3,994 1,041 3 2,681 16,959 7,716: 2,418 11,661
Other: 2,547: 2,116 40 0 0 651 2,116 691: 431 1,856
: : :
: : Changes in Commitments from: August 12, 2008 :
: -104: 53 -94 -55 1 26 -1 -123: -103 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 17.8 5.4 0.0 15.2 87.0 38.3: 13.0 61.7
Old : 100.0: 82.1 20.6 5.4 0.0 13.8 87.5 39.8: 12.5 60.2
Other: 100.0: 83.1 1.6 0.0 0.0 25.6 83.1 27.1: 16.9 72.9
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 11 9 8 1 10 13 26:
Old : 30: 11 9 8 1 10 13 26:
Other: 21: 8 4 0 0 9 8 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 17.4 82.7 24.9 63.4 15.1 78.6 21.4
Old : 63.3 19.0 83.4 25.8 63.2 15.9 78.7 22.4
Other: 68.0 21.6 83.1 25.2 68.0 21.6 83.1 25.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 255,561: 30,400 22,823 52,989 152,083 162,097 235,472 237,909: 20,089 17,652
Old : 27,666: 10,623 2,855 304 13,855 23,312 24,782 26,471: 2,884 1,195
Other: 227,895: 26,595 26,786 45,867 138,228 138,785 210,690 211,438: 17,205 16,457
: : :
: : Changes in Commitments from: August 12, 2008 :
: -899: -347 4,496 287 1,619 -3,712 1,559 1,071: -2,458 -1,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 8.9 20.7 59.5 63.4 92.1 93.1: 7.9 6.9
Old : 100.0: 38.4 10.3 1.1 50.1 84.3 89.6 95.7: 10.4 4.3
Other: 100.0: 11.7 11.8 20.1 60.7 60.9 92.5 92.8: 7.5 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 43 42 61 68 63 151 149:
Old : 105: 30 14 3 29 38 59 55:
Other: 194: 46 49 49 63 59 136 143:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 32.9 33.2 45.5 19.1 26.0 26.9 35.5
Old : 39.8 43.4 50.6 61.4 38.2 42.9 49.1 60.1
Other: 25.4 34.5 35.5 47.5 21.4 27.3 29.8 37.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 863,132: 104,301 169,702 5,766 627,464 517,907 737,531 693,375: 125,601 169,757
Old : 863,132: 104,301 169,702 5,766 627,464 517,907 737,531 693,375: 125,601 169,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 10,302: -9,008 360 2,142 10,411 1,693 3,545 4,195: 6,757 6,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.7 0.7 72.7 60.0 85.4 80.3: 14.6 19.7
Old : 100.0: 12.1 19.7 0.7 72.7 60.0 85.4 80.3: 14.6 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 50 20 66 81 105 140:
Old : 182: 28 50 20 66 81 105 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 16.7 40.5 25.5 18.9 11.6 29.6 19.2
Old : 27.3 16.7 40.5 25.5 18.9 11.6 29.6 19.2
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 174,493: 42,587 5,371 19,349 84,814 135,046 146,750 159,766: 27,743 14,727
Old : 34,308: 8,064 1,275 129 20,875 27,942 29,068 29,346: 5,240 4,962
Other: 140,185: 38,545 8,118 15,198 63,939 107,104 117,682 130,420: 22,503 9,765
: : :
: : Changes in Commitments from: August 12, 2008 :
: -7,937: -1,189 -540 -1,936 -2,547 -3,862 -5,672 -6,338: -2,265 -1,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 3.1 11.1 48.6 77.4 84.1 91.6: 15.9 8.4
Old : 100.0: 23.5 3.7 0.4 60.8 81.4 84.7 85.5: 15.3 14.5
Other: 100.0: 27.5 5.8 10.8 45.6 76.4 83.9 93.0: 16.1 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 51 14 40 71 70 141 116:
Old : 107: 30 9 2 33 45 64 55:
Other: 156: 45 22 33 65 52 128 95:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 40.9 23.1 53.2 10.0 33.1 17.9 41.3
Old : 39.9 39.4 56.0 55.0 39.9 39.4 54.9 54.8
Other: 12.1 45.9 22.5 60.1 12.1 41.3 22.1 52.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,059: 2,396 1,376 673 7,144 8,517 10,213 10,566: 1,846 1,493
Old : 12,045: 2,403 1,376 666 7,144 8,517 10,213 10,559: 1,832 1,486
Other: 14: 0 7 0 0 0 0 7: 14 7
: : :
: : Changes in Commitments from: August 12, 2008 :
: -453: 220 9 51 -770 -632 -499 -572: 46 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 11.4 5.6 59.2 70.6 84.7 87.6: 15.3 12.4
Old : 100.0: 20.0 11.4 5.5 59.3 70.7 84.8 87.7: 15.2 12.3
Other: 100.0: 0.0 50.0 0.0 0.0 0.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 14 9 6 22 18 38 32:
Old : 56: 14 9 6 22 18 38 32:
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 : 31.3 54.9 48.6 67.1 25.5 38.0 38.6 48.8
Old : 31.3 54.9 48.7 67.1 25.5 38.0 38.6 48.8
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 930,109: 176,384 199,037 22,174 610,136 608,268 808,694 829,479: 121,415 100,630
Old : 930,109: 176,384 199,037 22,174 610,136 608,268 808,694 829,479: 121,415 100,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 29,495: 20,670 -31,228 11,598 -6,217 35,202 26,051 15,572: 3,444 13,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 21.4 2.4 65.6 65.4 86.9 89.2: 13.1 10.8
Old : 100.0: 19.0 21.4 2.4 65.6 65.4 86.9 89.2: 13.1 10.8
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 : 212: 43 43 26 82 101 137 158:
Old : 212: 43 43 26 82 101 137 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 30.1 34.0 43.7 23.2 26.7 31.9 37.7
Old : 24.1 30.1 34.0 43.7 23.2 26.7 31.9 37.7
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 - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,904,192: 260,535 323,582 84,142 1,206,941 1,101,116 1,551,618 1,508,840: 352,574 395,352
Old : 1,904,192: 260,535 323,582 84,142 1,206,941 1,101,116 1,551,618 1,508,840: 352,574 395,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 40,672: 3,370 -5,205 21,117 -5,748 759 18,739 16,671: 21,933 24,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.0 4.4 63.4 57.8 81.5 79.2: 18.5 20.8
Old : 100.0: 13.7 17.0 4.4 63.4 57.8 81.5 79.2: 18.5 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 : 271: 54 65 48 104 118 183 207:
Old : 271: 54 65 48 104 118 183 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 21.1 38.3 28.4 23.6 14.6 30.8 20.4
Old : 29.2 21.1 38.3 28.4 23.6 14.6 30.8 20.4
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,618,544: 452,457 222,437 17,769 890,525 1,150,492 1,360,751 1,390,698: 257,793 227,846
Old : 1,618,544: 452,457 222,437 17,769 890,525 1,150,492 1,360,751 1,390,698: 257,793 227,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 25,132: 9,254 11,996 1,750 13,256 14,624 24,260 28,370: 872 -3,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 13.7 1.1 55.0 71.1 84.1 85.9: 15.9 14.1
Old : 100.0: 28.0 13.7 1.1 55.0 71.1 84.1 85.9: 15.9 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 : 206: 48 38 18 85 89 141 137:
Old : 206: 48 38 18 85 89 141 137:
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 : 22.3 27.3 31.7 40.1 14.3 19.2 21.6 26.6
Old : 22.3 27.3 31.7 40.1 14.3 19.2 21.6 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 - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 595,620: 239,018 30,634 39,669 274,258 486,703 552,945 557,006: 42,675 38,614
Old : 595,620: 239,018 30,634 39,669 274,258 486,703 552,945 557,006: 42,675 38,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 15,069: -9,798 -7,394 14,621 9,191 3,678 14,014 10,905: 1,055 4,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 5.1 6.7 46.0 81.7 92.8 93.5: 7.2 6.5
Old : 100.0: 40.1 5.1 6.7 46.0 81.7 92.8 93.5: 7.2 6.5
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 : 117: 38 15 26 55 47 104 80:
Old : 117: 38 15 26 55 47 104 80:
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 : 26.1 48.8 37.9 65.2 24.3 45.6 34.8 59.4
Old : 26.1 48.8 37.9 65.2 24.3 45.6 34.8 59.4
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 35,220: 15,409 15,082 1,058 14,718 10,688 31,185 26,828: 4,035 8,392
Old : 35,220: 15,409 15,082 1,058 14,718 10,688 31,185 26,828: 4,035 8,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 264: -125 1,022 -213 401 -572 63 237: 201 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 42.8 3.0 41.8 30.3 88.5 76.2: 11.5 23.8
Old : 100.0: 43.8 42.8 3.0 41.8 30.3 88.5 76.2: 11.5 23.8
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 : 54: 18 18 8 15 9 39 29:
Old : 54: 18 18 8 15 9 39 29:
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 35.6 54.8 51.8 35.5 35.5 54.8 47.2
Old : 35.5 35.6 54.8 51.8 35.5 35.5 54.8 47.2
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 - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 118,940: 49,219 51,877 1,574 48,941 50,555 99,734 104,006: 19,206 14,934
Old : 118,940: 49,219 51,877 1,574 48,941 50,555 99,734 104,006: 19,206 14,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 4,119: 1,317 14,720 -1,421 2,476 -9,223 2,372 4,076: 1,747 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 43.6 1.3 41.1 42.5 83.9 87.4: 16.1 12.6
Old : 100.0: 41.4 43.6 1.3 41.1 42.5 83.9 87.4: 16.1 12.6
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 : 139: 46 49 16 26 25 79 83:
Old : 139: 46 49 16 26 25 79 83:
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 : 31.5 31.2 45.1 48.5 30.4 31.0 44.1 48.3
Old : 31.5 31.2 45.1 48.5 30.4 31.0 44.1 48.3
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, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 53,493: 13,043 9,085 998 39,395 42,559 53,436 52,642: 57 851
Old : 53,493: 13,043 9,085 998 39,395 42,559 53,436 52,642: 57 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: -1,984: -1,758 -372 205 -451 -2,470 -2,004 -2,637: 20 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 17.0 1.9 73.6 79.6 99.9 98.4: 0.1 1.6
Old : 100.0: 24.4 17.0 1.9 73.6 79.6 99.9 98.4: 0.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 14 3 15 12 25 27:
Old : 42: 8 14 3 15 12 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 75.3 86.5 92.1 48.6 40.7 55.1 53.2
Old : 73.6 75.3 86.5 92.1 48.6 40.7 55.1 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, August 19, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 62,276: 20,318 2,993 187 41,648 58,760 62,153 61,940: 123 336
Old : 62,276: 20,318 2,993 187 41,648 58,760 62,153 61,940: 123 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 3,275: 1,789 1,344 0 1,374 1,857 3,163 3,201: 112 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 4.8 0.3 66.9 94.4 99.8 99.5: 0.2 0.5
Old : 100.0: 32.6 4.8 0.3 66.9 94.4 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 9 1 10 10 15 20:
Old : 31: 5 9 1 10 10 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.6 94.4 96.1 98.2 83.5 94.4 93.0 95.5
Old : 86.6 94.4 96.1 98.2 83.5 94.4 93.0 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2008