WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 293,311: 70,030 73,671 38,759 162,769 134,135 271,558 246,565: 21,753 46,746
Old : 233,040: 59,127 73,740 19,908 135,719 103,474 214,754 197,122: 18,286 35,918
Other: 60,271: 27,645 16,673 2,109 27,050 30,661 56,804 49,443: 3,467 10,828
: : :
: : Changes in Commitments from: September 2, 2008 :
: -5,990: -1,675 2,951 550 -1,267 -7,706 -2,392 -4,205: -3,598 -1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 25.1 13.2 55.5 45.7 92.6 84.1: 7.4 15.9
Old : 100.0: 25.4 31.6 8.5 58.2 44.4 92.2 84.6: 7.8 15.4
Other: 100.0: 45.9 27.7 3.5 44.9 50.9 94.2 82.0: 5.8 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 70 125 89 58 104 191 276:
Old : 319: 76 125 55 53 95 165 246:
Other: 164: 26 48 20 33 78 77 132:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 16.9 41.4 23.8 25.9 16.8 40.0 21.8
Old : 30.5 18.5 43.7 26.2 30.5 18.2 43.6 25.0
Other: 50.7 20.0 65.2 30.1 49.7 18.3 60.4 26.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,052,778: 281,131 101,001 128,740 538,952 620,920 948,823 850,661: 103,955 202,117
Old : 914,827: 252,473 114,235 97,915 472,866 530,772 823,254 742,922: 91,573 171,905
Other: 137,951: 54,992 13,100 4,491 66,086 90,148 125,569 107,739: 12,382 30,212
: : :
: : Changes in Commitments from: September 2, 2008 :
: -13,057: -8,053 324 -144 -3,747 -14,029 -11,944 -13,849: -1,113 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.6 12.2 51.2 59.0 90.1 80.8: 9.9 19.2
Old : 100.0: 27.6 12.5 10.7 51.7 58.0 90.0 81.2: 10.0 18.8
Other: 100.0: 39.9 9.5 3.3 47.9 65.3 91.0 78.1: 9.0 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 683: 155 124 141 193 319 428 534:
Old : 677: 150 134 122 184 310 410 512:
Other: 415: 55 65 23 70 250 129 336:
:----------------------------------------------------------------------------------------------------
: 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 14.6 24.2 21.0 14.5 13.1 23.7 19.0
Old : 15.3 14.2 25.2 20.9 15.2 13.2 25.0 18.8
Other: 32.2 21.7 47.4 29.9 32.0 21.3 46.3 29.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,577: 2,566 1,203 355 9,713 10,924 12,634 12,482: 1,943 2,095
Old : 13,589: 2,635 1,203 286 8,798 10,183 11,719 11,672: 1,870 1,917
Other: 988: 0 69 0 915 741 915 810: 73 178
: : :
: : Changes in Commitments from: September 2, 2008 :
: -17: -383 45 -49 472 -298 40 -302: -57 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 8.3 2.4 66.6 74.9 86.7 85.6: 13.3 14.4
Old : 100.0: 19.4 8.9 2.1 64.7 74.9 86.2 85.9: 13.8 14.1
Other: 100.0: 0.0 7.0 0.0 92.6 75.0 92.6 82.0: 7.4 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 9 2 17 14 32 24:
Old : 46: 14 9 2 17 14 32 24:
Other: 9: 0 1 0 4 7 4 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 57.8 60.1 69.7 39.8 52.4 57.7 61.3
Old : 37.5 58.0 59.3 69.3 37.5 53.2 57.2 62.5
Other: 92.6 69.8 92.6 82.0 74.3 58.7 74.3 63.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 376,479: 102,432 48,497 56,177 175,638 197,662 334,247 302,336: 42,232 74,143
Old : 340,037: 92,823 51,016 44,882 163,204 177,993 300,909 273,891: 39,128 66,146
Other: 36,442: 19,341 7,213 1,563 12,434 19,669 33,338 28,445: 3,104 7,997
: : :
: : Changes in Commitments from: September 2, 2008 :
: 5,698: -6,481 7,649 5,569 8,493 -7,841 7,581 5,377: -1,883 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.9 14.9 46.7 52.5 88.8 80.3: 11.2 19.7
Old : 100.0: 27.3 15.0 13.2 48.0 52.3 88.5 80.5: 11.5 19.5
Other: 100.0: 53.1 19.8 4.3 34.1 54.0 91.5 78.1: 8.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 130 112 89 83 165 259 339:
Old : 444: 123 121 77 81 163 248 331:
Other: 226: 41 51 8 34 109 78 166:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 15.7 26.2 23.1 14.8 14.3 23.8 19.8
Old : 17.1 16.1 27.9 23.1 16.2 14.6 26.2 20.5
Other: 36.3 28.1 49.8 40.0 35.0 28.1 48.2 39.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 20,476: 16,627 3,547 433 2 3,229 17,062 7,209: 3,414 13,267
Old : 17,894: 14,629 3,507 433 2 2,572 15,064 6,512: 2,830 11,382
Other: 2,582: 1,998 40 0 0 657 1,998 697: 584 1,885
: : :
: : Changes in Commitments from: September 2, 2008 :
: -475: -899 -199 -318 -1 -155 -1,218 -672: 743 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 17.3 2.1 0.0 15.8 83.3 35.2: 16.7 64.8
Old : 100.0: 81.8 19.6 2.4 0.0 14.4 84.2 36.4: 15.8 63.6
Other: 100.0: 77.4 1.5 0.0 0.0 25.4 77.4 27.0: 22.6 73.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 9 4 1 9 12 22:
Old : 29: 11 9 4 1 9 12 22:
Other: 20: 7 4 0 0 9 7 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 15.1 80.6 22.4 65.9 15.1 78.6 22.0
Old : 66.1 15.3 81.2 22.9 66.1 15.2 78.9 22.4
Other: 67.7 21.5 77.4 25.1 67.7 21.5 77.4 25.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 263,338: 27,918 26,664 55,313 161,422 158,163 244,653 240,140: 18,685 23,198
Old : 243,574: 29,756 31,566 41,521 154,552 147,503 225,829 220,590: 17,745 22,984
Other: 19,764: 5,274 2,210 6,680 6,870 10,660 18,824 19,550: 940 214
: : :
: : Changes in Commitments from: September 2, 2008 :
: 9,923: -750 1,133 3,665 8,951 1,780 11,866 6,578: -1,943 3,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.1 21.0 61.3 60.1 92.9 91.2: 7.1 8.8
Old : 100.0: 12.2 13.0 17.0 63.5 60.6 92.7 90.6: 7.3 9.4
Other: 100.0: 26.7 11.2 33.8 34.8 53.9 95.2 98.9: 4.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 37 46 54 65 58 140 144:
Old : 192: 40 48 51 64 57 137 142:
Other: 41: 9 8 8 17 10 31 23:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 31.8 35.7 42.4 19.6 23.9 27.6 31.8
Old : 22.5 29.2 33.9 40.5 21.2 25.5 29.8 34.0
Other: 76.5 81.9 84.8 93.1 50.1 50.9 54.3 60.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 919,294: 132,790 174,178 22,249 631,176 538,517 786,215 734,944: 133,079 184,350
Old : 919,294: 132,790 174,178 22,249 631,176 538,517 786,215 734,944: 133,079 184,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -9,688: 8,011 -2,443 -6,200 1,183 -9,402 2,994 -18,045: -12,682 8,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.9 2.4 68.7 58.6 85.5 79.9: 14.5 20.1
Old : 100.0: 14.4 18.9 2.4 68.7 58.6 85.5 79.9: 14.5 20.1
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 : 188: 31 52 24 68 87 114 148:
Old : 188: 31 52 24 68 87 114 148:
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 : 25.8 13.9 38.8 22.0 18.4 11.7 29.8 17.8
Old : 25.8 13.9 38.8 22.0 18.4 11.7 29.8 17.8
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, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 170,864: 38,819 8,473 18,907 85,555 128,230 143,281 155,610: 27,583 15,254
Old : 163,147: 38,578 8,586 16,978 80,864 122,414 136,420 147,978: 26,727 15,169
Other: 7,717: 1,250 896 920 4,691 5,816 6,861 7,632: 856 85
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,479: -2,751 2,425 -2,508 8,167 1,149 2,908 1,066: -1,429 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.0 11.1 50.1 75.0 83.9 91.1: 16.1 8.9
Old : 100.0: 23.6 5.3 10.4 49.6 75.0 83.6 90.7: 16.4 9.3
Other: 100.0: 16.2 11.6 11.9 60.8 75.4 88.9 98.9: 11.1 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 43 19 36 65 58 133 100:
Old : 157: 44 23 36 63 58 131 100:
Other: 45: 12 8 9 17 9 34 23:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 40.8 26.1 53.2 12.7 30.4 20.9 38.4
Old : 17.8 40.8 26.9 53.1 12.9 30.7 21.5 37.9
Other: 39.4 66.4 59.1 83.6 39.4 63.4 59.1 78.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,093: 2,517 1,140 525 5,089 7,145 8,131 8,810: 1,962 1,283
Old : 10,078: 2,517 1,132 525 5,089 7,145 8,131 8,802: 1,947 1,276
Other: 15: 0 8 0 0 0 0 8: 15 7
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,080: 21 31 -264 -1,103 -1,026 -1,346 -1,259: 266 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.3 5.2 50.4 70.8 80.6 87.3: 19.4 12.7
Old : 100.0: 25.0 11.2 5.2 50.5 70.9 80.7 87.3: 19.3 12.7
Other: 100.0: 0.0 53.3 0.0 0.0 0.0 0.0 53.3: 100.0 46.7
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 14 11 6 18 21 38 33:
Old : 59: 14 11 6 18 21 38 33:
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 : 32.1 48.1 49.3 63.8 32.1 44.7 48.3 58.6
Old : 32.1 48.1 49.4 63.9 32.1 44.7 48.3 58.7
Other: 0.0 53.3 0.0 53.3 0.0 53.3 0.0 53.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 835,361: 172,749 164,151 6,652 530,595 569,732 709,996 740,535: 125,365 94,826
Old : 835,361: 172,749 164,151 6,652 530,595 569,732 709,996 740,535: 125,365 94,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -115,213: -17,490 -9,709 -12,257 -87,142 -77,261 -116,889 -99,227: 1,676 -15,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 19.7 0.8 63.5 68.2 85.0 88.6: 15.0 11.4
Old : 100.0: 20.7 19.7 0.8 63.5 68.2 85.0 88.6: 15.0 11.4
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 : 192: 35 40 20 83 97 128 147:
Old : 192: 35 40 20 83 97 128 147:
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 : 22.1 30.3 33.1 42.8 20.8 25.8 30.8 37.1
Old : 22.1 30.3 33.1 42.8 20.8 25.8 30.8 37.1
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, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,711,469: 263,653 242,199 45,859 1,097,909 1,063,147 1,407,421 1,351,205: 304,048 360,264
Old : 1,711,469: 263,653 242,199 45,859 1,097,909 1,063,147 1,407,421 1,351,205: 304,048 360,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -87,468: -23,714 -21,186 -31,302 -20,946 -20,371 -75,962 -72,859: -11,506 -14,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.2 2.7 64.2 62.1 82.2 79.0: 17.8 21.0
Old : 100.0: 15.4 14.2 2.7 64.2 62.1 82.2 79.0: 17.8 21.0
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 : 256: 43 67 31 94 115 155 195:
Old : 256: 43 67 31 94 115 155 195:
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 : 30.1 24.6 39.3 31.9 29.2 22.7 37.6 29.7
Old : 30.1 24.6 39.3 31.9 29.2 22.7 37.6 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,504,601: 399,487 198,171 13,212 851,584 1,079,008 1,264,283 1,290,391: 240,318 214,210
Old : 1,504,601: 399,487 198,171 13,212 851,584 1,079,008 1,264,283 1,290,391: 240,318 214,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -77,607: -52,960 -3,966 -5,148 -17,460 -46,893 -75,568 -56,007: -2,039 -21,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.2 0.9 56.6 71.7 84.0 85.8: 16.0 14.2
Old : 100.0: 26.6 13.2 0.9 56.6 71.7 84.0 85.8: 16.0 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 42 38 19 86 79 137 127:
Old : 188: 42 38 19 86 79 137 127:
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 29.8 33.6 42.9 15.2 20.3 23.7 29.0
Old : 22.3 29.8 33.6 42.9 15.2 20.3 23.7 29.0
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, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 548,300: 228,463 33,517 36,257 242,778 451,529 507,498 521,303: 40,802 26,997
Old : 548,300: 228,463 33,517 36,257 242,778 451,529 507,498 521,303: 40,802 26,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -50,545: -16,359 -2,505 -7,178 -31,416 -41,448 -54,953 -51,131: 4,408 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 6.1 6.6 44.3 82.4 92.6 95.1: 7.4 4.9
Old : 100.0: 41.7 6.1 6.6 44.3 82.4 92.6 95.1: 7.4 4.9
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 : 119: 38 16 20 57 50 103 80:
Old : 119: 38 16 20 57 50 103 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 : 22.6 50.4 35.2 65.9 20.4 47.2 31.5 59.1
Old : 22.6 50.4 35.2 65.9 20.4 47.2 31.5 59.1
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, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 40,317: 17,030 14,241 2,343 20,423 14,870 39,796 31,454: 521 8,863
Old : 40,317: 17,030 14,241 2,343 20,423 14,870 39,796 31,454: 521 8,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 4,120: 267 213 638 4,241 1,098 5,146 1,949: -1,026 2,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 35.3 5.8 50.7 36.9 98.7 78.0: 1.3 22.0
Old : 100.0: 42.2 35.3 5.8 50.7 36.9 98.7 78.0: 1.3 22.0
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 : 57: 18 21 12 15 11 39 38:
Old : 57: 18 21 12 15 11 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 35.5 60.4 52.9 35.2 26.9 49.7 35.1
Old : 36.4 35.5 60.4 52.9 35.2 26.9 49.7 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 115,137: 47,370 50,649 1,783 51,142 49,901 100,295 102,333: 14,842 12,804
Old : 115,137: 47,370 50,649 1,783 51,142 49,901 100,295 102,333: 14,842 12,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 2,034: -1,739 -294 105 3,171 1,491 1,537 1,302: 497 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 44.0 1.5 44.4 43.3 87.1 88.9: 12.9 11.1
Old : 100.0: 41.1 44.0 1.5 44.4 43.3 87.1 88.9: 12.9 11.1
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 : 140: 43 47 14 31 29 81 83:
Old : 140: 43 47 14 31 29 81 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 : 32.6 31.1 46.5 44.0 29.3 30.9 43.1 43.8
Old : 32.6 31.1 46.5 44.0 29.3 30.9 43.1 43.8
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, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 59,554: 14,399 9,121 1,684 42,904 48,162 58,987 58,967: 567 587
Old : 59,554: 14,399 9,121 1,684 42,904 48,162 58,987 58,967: 567 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: -1,063: 527 2 -593 -1,511 -950 -1,577 -1,541: 514 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 15.3 2.8 72.0 80.9 99.0 99.0: 1.0 1.0
Old : 100.0: 24.2 15.3 2.8 72.0 80.9 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 11 3 15 12 26 25:
Old : 40: 10 11 3 15 12 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 74.9 84.1 90.8 46.1 38.4 52.7 52.0
Old : 70.5 74.9 84.1 90.8 46.1 38.4 52.7 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, September 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 67,752: 22,288 1,503 2,112 36,420 57,095 60,820 60,710: 6,932 7,042
Old : 67,752: 22,288 1,503 2,112 36,420 57,095 60,820 60,710: 6,932 7,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 8,804: 570 -1,109 1,925 -571 1,202 1,924 2,018: 6,880 6,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 2.2 3.1 53.8 84.3 89.8 89.6: 10.2 10.4
Old : 100.0: 32.9 2.2 3.1 53.8 84.3 89.8 89.6: 10.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 7 2 12 10 20 18:
Old : 32: 7 7 2 12 10 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 83.1 81.4 88.6 60.8 72.8 70.4 73.7
Old : 67.2 83.1 81.4 88.6 60.8 72.8 70.4 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2008