WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 404,906: 58,360 66,116 130,717 189,936 157,627 379,013 354,461: 25,893 50,445
Old : 334,915: 48,327 66,335 105,623 158,677 123,717 312,627 295,675: 22,289 39,240
Other: 69,991: 28,180 17,929 6,947 31,259 33,910 66,386 58,786: 3,605 11,205
: : :
: : Changes in Commitments from: September 16, 2008 :
: -14,580: -3,141 -7,841 1,175 -3,775 3,565 -5,741 -3,101: -8,839 -11,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 16.3 32.3 46.9 38.9 93.6 87.5: 6.4 12.5
Old : 100.0: 14.4 19.8 31.5 47.4 36.9 93.3 88.3: 6.7 11.7
Other: 100.0: 40.3 25.6 9.9 44.7 48.4 94.8 84.0: 5.2 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 82 121 124 82 112 243 290:
Old : 323: 91 111 111 81 108 234 274:
Other: 165: 27 48 29 37 82 85 140:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 13.6 32.6 21.4 18.2 11.2 29.3 15.1
Old : 21.9 14.6 34.6 22.9 20.9 11.6 30.7 16.6
Other: 45.7 19.1 59.8 29.0 43.7 15.3 53.7 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 1,684,482: 182,977 63,487 614,810 737,498 767,610 1,535,285 1,445,907: 149,197 238,576
Old : 1,463,140: 159,770 78,448 541,143 629,441 640,366 1,330,354 1,259,956: 132,787 203,184
Other: 221,342: 49,370 11,203 47,504 108,058 127,244 204,932 185,950: 16,410 35,392
: : :
: : Changes in Commitments from: September 16, 2008 :
: -26,098: -102 -13,168 -1,404 -25,819 -403 -27,324 -14,975: 1,226 -11,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.8 36.5 43.8 45.6 91.1 85.8: 8.9 14.2
Old : 100.0: 10.9 5.4 37.0 43.0 43.8 90.9 86.1: 9.1 13.9
Other: 100.0: 22.3 5.1 21.5 48.8 57.5 92.6 84.0: 7.4 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 173 148 249 280 354 578 650:
Old : 728: 172 155 236 273 350 564 636:
Other: 424: 62 70 58 89 255 175 361:
:----------------------------------------------------------------------------------------------------
: 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 15.3 21.9 22.3 7.6 7.2 13.2 10.6
Old : 13.3 15.1 21.0 22.2 8.2 6.6 14.2 10.1
Other: 29.6 25.6 43.5 35.1 20.2 14.7 30.2 19.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 16,939: 1,261 1,500 1,886 11,603 10,976 14,750 14,362: 2,189 2,578
Old : 15,666: 1,350 1,500 1,788 10,377 9,989 13,516 13,277: 2,150 2,389
Other: 1,273: 1 90 7 1,226 987 1,234 1,084: 39 189
: : :
: : Changes in Commitments from: September 16, 2008 :
: -597: -322 32 -102 36 -220 -387 -290: -211 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.9 11.1 68.5 64.8 87.1 84.8: 12.9 15.2
Old : 100.0: 8.6 9.6 11.4 66.2 63.8 86.3 84.8: 13.7 15.2
Other: 100.0: 0.1 7.1 0.6 96.3 77.5 96.9 85.2: 3.1 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 13 7 19 14 35 31:
Old : 49: 13 13 7 19 14 35 31:
Other: 15: 2 1 2 7 8 9 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 51.0 57.0 64.7 37.1 42.4 50.3 49.2
Old : 34.6 50.2 55.7 63.5 34.3 41.5 48.6 49.0
Other: 92.8 68.6 96.7 84.1 76.3 60.9 77.9 66.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 538,390: 72,418 28,557 199,547 215,983 228,622 487,948 456,726: 50,442 81,664
Old : 479,041: 63,941 32,388 175,471 193,434 198,303 432,846 406,162: 46,195 72,879
Other: 59,349: 17,422 5,115 15,131 22,549 30,319 55,101 50,564: 4,247 8,785
: : :
: : Changes in Commitments from: September 16, 2008 :
: -23,791: -674 -4,516 -8,706 -12,522 -7,307 -21,902 -20,530: -1,889 -3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.3 37.1 40.1 42.5 90.6 84.8: 9.4 15.2
Old : 100.0: 13.3 6.8 36.6 40.4 41.4 90.4 84.8: 9.6 15.2
Other: 100.0: 29.4 8.6 25.5 38.0 51.1 92.8 85.2: 7.2 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 473: 140 127 197 114 173 358 416:
Old : 470: 135 132 193 113 172 351 414:
Other: 223: 41 48 32 41 117 98 183:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 19.2 28.7 28.2 11.1 9.6 17.1 13.8
Old : 19.3 18.8 28.3 27.3 11.6 9.4 18.8 14.2
Other: 40.3 36.3 54.4 49.4 23.4 23.4 33.2 30.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,513: 15,964 3,590 633 2 3,036 16,599 7,259: 2,914 12,254
Old : 16,947: 13,994 3,711 472 2 2,385 14,468 6,568: 2,479 10,379
Other: 2,566: 2,131 40 0 0 651 2,131 691: 435 1,875
: : :
: : Changes in Commitments from: September 16, 2008 :
: -933: -960 -221 -12 -150 -246 -1,122 -479: 189 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 18.4 3.2 0.0 15.6 85.1 37.2: 14.9 62.8
Old : 100.0: 82.6 21.9 2.8 0.0 14.1 85.4 38.8: 14.6 61.2
Other: 100.0: 83.0 1.6 0.0 0.0 25.4 83.0 26.9: 17.0 73.1
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 9 5 1 8 13 21:
Old : 28: 11 9 5 1 8 13 21:
Other: 19: 7 4 0 0 8 7 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 17.3 80.6 25.1 67.1 16.0 78.7 23.7
Old : 67.6 17.9 81.2 26.2 67.5 17.2 79.0 25.3
Other: 68.0 21.9 83.0 25.6 68.0 21.9 83.0 25.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 323,420: 20,851 31,091 88,775 192,573 181,481 302,199 301,347: 21,221 22,074
Old : 301,580: 21,717 34,945 75,384 184,018 169,447 281,120 279,777: 20,460 21,804
Other: 21,840: 5,297 2,309 7,227 8,555 12,034 21,079 21,570: 761 270
: : :
: : Changes in Commitments from: September 16, 2008 :
: -17,602: 4,879 -3,645 -10,795 -10,873 273 -16,788 -14,168: -813 -3,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.6 27.4 59.5 56.1 93.4 93.2: 6.6 6.8
Old : 100.0: 7.2 11.6 25.0 61.0 56.2 93.2 92.8: 6.8 7.2
Other: 100.0: 24.3 10.6 33.1 39.2 55.1 96.5 98.8: 3.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 38 47 65 66 65 148 156:
Old : 190: 39 54 63 65 65 146 155:
Other: 48: 13 8 14 19 10 40 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 25.1 32.4 37.1 12.8 16.8 19.7 24.3
Old : 20.3 25.5 32.0 36.7 13.6 18.3 21.0 25.6
Other: 69.8 80.1 82.1 92.9 46.8 52.6 54.9 61.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 999,344: 80,693 175,180 107,374 674,846 549,068 862,913 831,622: 136,431 167,723
Old : 999,344: 80,693 175,180 107,374 674,846 549,068 862,913 831,622: 136,431 167,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -85,857: -21,046 6,037 4,006 -54,059 -54,197 -71,099 -44,154: -14,758 -41,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.5 10.7 67.5 54.9 86.3 83.2: 13.7 16.8
Old : 100.0: 8.1 17.5 10.7 67.5 54.9 86.3 83.2: 13.7 16.8
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 : 192: 31 53 57 83 94 151 167:
Old : 192: 31 53 57 83 94 151 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 13.4 32.6 21.3 14.5 10.7 22.9 16.7
Old : 21.6 13.4 32.6 21.3 14.5 10.7 22.9 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 185,840: 29,963 7,081 39,308 85,752 120,902 155,022 167,291: 30,818 18,549
Old : 177,286: 29,405 7,611 37,003 81,005 114,246 147,413 158,860: 29,873 18,427
Other: 8,554: 1,516 429 1,346 4,747 6,656 7,609 8,431: 945 122
: : :
: : Changes in Commitments from: September 16, 2008 :
: -8,224: -414 -1,666 -194 -7,970 -7,425 -8,578 -9,286: 355 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.8 21.2 46.1 65.1 83.4 90.0: 16.6 10.0
Old : 100.0: 16.6 4.3 20.9 45.7 64.4 83.1 89.6: 16.9 10.4
Other: 100.0: 17.7 5.0 15.7 55.5 77.8 89.0 98.6: 11.0 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 40 18 44 69 65 133 115:
Old : 153: 40 22 44 69 65 133 115:
Other: 44: 14 4 15 15 11 35 27:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 34.7 24.1 47.4 12.3 26.3 19.5 34.8
Old : 16.0 34.5 24.7 46.5 12.5 26.5 20.0 33.4
Other: 34.5 65.6 54.4 81.2 31.0 63.1 50.5 75.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 10,144: 2,772 1,060 673 4,449 6,998 7,894 8,732: 2,250 1,412
Old : 10,124: 2,777 1,060 667 4,449 6,998 7,893 8,726: 2,231 1,398
Other: 20: 0 5 1 0 0 1 6: 19 14
: : :
: : Changes in Commitments from: September 16, 2008 :
: -8: 326 8 -74 -439 66 -187 -0: 179 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 10.5 6.6 43.9 69.0 77.8 86.1: 22.2 13.9
Old : 100.0: 27.4 10.5 6.6 43.9 69.1 78.0 86.2: 22.0 13.8
Other: 100.0: 0.0 25.0 5.0 0.0 0.0 5.0 30.0: 95.0 70.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 21 8 6 17 24 41 36:
Old : 63: 21 8 6 17 24 41 36:
Other: 2: 0 2 1 0 0 1 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 : 32.2 44.8 47.5 61.7 32.2 44.7 46.3 61.0
Old : 32.2 44.9 47.5 61.8 32.2 44.8 46.4 61.2
Other: 5.0 30.0 5.0 30.0 0.0 25.0 0.0 25.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 747,343: 121,677 120,086 40,083 467,362 489,033 629,123 649,202: 118,220 98,141
Old : 747,343: 121,677 120,086 40,083 467,362 489,033 629,123 649,202: 118,220 98,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -96,448: -11,611 -48,864 594 -76,408 -24,057 -87,426 -72,328: -9,023 -24,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.1 5.4 62.5 65.4 84.2 86.9: 15.8 13.1
Old : 100.0: 16.3 16.1 5.4 62.5 65.4 84.2 86.9: 15.8 13.1
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 : 184: 31 38 26 82 89 126 140:
Old : 184: 31 38 26 82 89 126 140:
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 : 19.5 30.6 30.5 39.1 16.3 25.8 25.5 33.7
Old : 19.5 30.6 30.5 39.1 16.3 25.8 25.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,172,039: 220,480 222,953 330,537 1,315,651 1,252,422 1,866,668 1,805,912: 305,371 366,127
Old : 2,172,039: 220,480 222,953 330,537 1,315,651 1,252,422 1,866,668 1,805,912: 305,371 366,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -81,092: -4,771 31,118 6,018 -31,159 -79,401 -29,912 -42,266: -51,180 -38,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.3 15.2 60.6 57.7 85.9 83.1: 14.1 16.9
Old : 100.0: 10.2 10.3 15.2 60.6 57.7 85.9 83.1: 14.1 16.9
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 : 260: 52 58 65 119 130 202 222:
Old : 260: 52 58 65 119 130 202 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 19.0 30.3 24.9 20.9 15.8 26.2 20.9
Old : 23.3 19.0 30.3 24.9 20.9 15.8 26.2 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 1,561,524: 427,820 155,716 99,049 826,134 1,079,265 1,353,004 1,334,030: 208,520 227,493
Old : 1,561,524: 427,820 155,716 99,049 826,134 1,079,265 1,353,004 1,334,030: 208,520 227,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -65,796: 39,631 -21,568 -3,310 -48,875 -11,797 -12,554 -36,675: -53,242 -29,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.0 6.3 52.9 69.1 86.6 85.4: 13.4 14.6
Old : 100.0: 27.4 10.0 6.3 52.9 69.1 86.6 85.4: 13.4 14.6
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 : 173: 39 36 43 80 81 139 140:
Old : 173: 39 36 43 80 81 139 140:
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 : 25.9 29.8 36.5 41.7 15.5 20.9 23.9 29.7
Old : 25.9 29.8 36.5 41.7 15.5 20.9 23.9 29.7
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 with Delta-adjusted Options and Futures Combined, September 23, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,136,994: 175,402 42,188 421,489 486,619 634,259 1,083,510 1,097,936: 53,484 39,057
Old : 1,136,994: 175,402 42,188 421,489 486,619 634,259 1,083,510 1,097,936: 53,484 39,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -39,450: -23,113 8,718 -2,201 -12,815 -39,549 -38,128 -33,032: -1,322 -6,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.7 37.1 42.8 55.8 95.3 96.6: 4.7 3.4
Old : 100.0: 15.4 3.7 37.1 42.8 55.8 95.3 96.6: 4.7 3.4
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 : 138: 49 22 46 61 59 126 112:
Old : 138: 49 22 46 61 59 126 112:
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 : 32.0 29.4 44.5 46.7 12.5 18.9 16.8 26.9
Old : 32.0 29.4 44.5 46.7 12.5 18.9 16.8 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 24,484: 9,182 3,550 82 11,196 11,660 20,461 15,292: 4,023 9,192
Old : 24,484: 9,182 3,550 82 11,196 11,660 20,461 15,292: 4,023 9,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -37,858: -8,210 -11,210 -3,849 -16,818 -11,715 -28,876 -26,774: -8,981 -11,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 14.5 0.3 45.7 47.6 83.6 62.5: 16.4 37.5
Old : 100.0: 37.5 14.5 0.3 45.7 47.6 83.6 62.5: 16.4 37.5
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 : 34: 12 6 2 10 9 22 17:
Old : 34: 12 6 2 10 9 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 40.9 66.2 54.1 43.4 40.9 63.7 52.9
Old : 45.8 40.9 66.2 54.1 43.4 40.9 63.7 52.9
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 with Delta-adjusted Options and Futures Combined, September 23, 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 : 102,001: 18,418 31,909 3,440 64,323 53,186 86,181 88,534: 15,820 13,467
Old : 102,001: 18,418 31,909 3,440 64,323 53,186 86,181 88,534: 15,820 13,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -60,806: -30,873 -17,436 -4,737 -22,121 -36,619 -57,731 -58,792: -3,075 -2,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 31.3 3.4 63.1 52.1 84.5 86.8: 15.5 13.2
Old : 100.0: 18.1 31.3 3.4 63.1 52.1 84.5 86.8: 15.5 13.2
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 : 95: 23 35 11 27 20 56 60:
Old : 95: 23 35 11 27 20 56 60:
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 40.4 51.5 60.1 30.4 31.1 42.8 43.4
Old : 35.5 40.4 51.5 60.1 30.4 31.1 42.8 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 34,939: 13,128 8,221 513 21,078 26,141 34,719 34,875: 220 64
Old : 34,939: 13,128 8,221 513 21,078 26,141 34,719 34,875: 220 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -1,632: -507 -123 -117 -1,072 -1,421 -1,696 -1,661: 64 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 23.5 1.5 60.3 74.8 99.4 99.8: 0.6 0.2
Old : 100.0: 37.6 23.5 1.5 60.3 74.8 99.4 99.8: 0.6 0.2
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 : 37: 9 11 2 13 11 23 23:
Old : 37: 9 11 2 13 11 23 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 : 69.0 84.3 86.3 94.6 56.3 58.4 64.5 66.5
Old : 69.0 84.3 86.3 94.6 56.3 58.4 64.5 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 52,881: 22,857 10,240 430 29,178 42,195 52,465 52,865: 416 16
Old : 52,881: 22,857 10,240 430 29,178 42,195 52,465 52,865: 416 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -153: -337 -2,273 133 7 2,378 -197 238: 44 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 19.4 0.8 55.2 79.8 99.2 100.0: 0.8 0.0
Old : 100.0: 43.2 19.4 0.8 55.2 79.8 99.2 100.0: 0.8 0.0
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 : 29: 7 8 2 9 8 16 18:
Old : 29: 7 8 2 9 8 16 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 : 83.2 96.5 93.5 98.6 72.6 83.9 80.9 85.2
Old : 83.2 96.5 93.5 98.6 72.6 83.9 80.9 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2008