WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 25, 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 : 266,639: 56,183 61,395 46,681 137,093 112,835 239,957 220,911: 26,682 45,728
Old : 176,776: 52,884 56,439 17,553 85,813 73,168 156,250 147,160: 20,526 29,616
Other: 89,863: 26,343 28,000 6,084 51,280 39,667 83,707 73,751: 6,156 16,112
: : :
: : Changes in Commitments from: November 18, 2008 :
: -30,879: -12,647 -7,502 -18,153 -3,133 -4,713 -33,933 -30,368: 3,054 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.0 17.5 51.4 42.3 90.0 82.9: 10.0 17.1
Old : 100.0: 29.9 31.9 9.9 48.5 41.4 88.4 83.2: 11.6 16.8
Other: 100.0: 29.3 31.2 6.8 57.1 44.1 93.1 82.1: 6.9 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 54 101 109 61 87 205 245:
Old : 280: 81 86 62 52 79 174 204:
Other: 182: 32 63 28 39 75 89 154:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 13.4 36.4 21.1 20.0 11.2 32.3 17.5
Old : 21.6 15.5 33.6 25.3 21.6 15.1 33.6 24.7
Other: 57.9 13.3 68.6 22.6 57.7 11.7 67.2 19.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 25, 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 : 894,918: 158,219 122,871 130,812 468,639 440,669 757,670 694,352: 137,248 200,566
Old : 714,103: 125,291 119,963 92,858 374,846 342,583 592,995 555,404: 121,108 158,699
Other: 180,815: 65,073 35,053 5,809 93,793 98,086 164,675 138,948: 16,140 41,867
: : :
: : Changes in Commitments from: November 18, 2008 :
: -99,633: -37,474 -23,586 -36,793 -31,067 -64,057 -105,334 -124,436: 5,701 24,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 13.7 14.6 52.4 49.2 84.7 77.6: 15.3 22.4
Old : 100.0: 17.5 16.8 13.0 52.5 48.0 83.0 77.8: 17.0 22.2
Other: 100.0: 36.0 19.4 3.2 51.9 54.2 91.1 76.8: 8.9 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 106 128 142 213 249 416 471:
Old : 562: 124 125 121 210 236 399 440:
Other: 359: 52 74 21 65 197 126 285:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 16.1 20.8 22.6 11.0 14.7 19.3 19.8
Old : 11.8 15.9 19.7 22.7 11.7 14.0 19.2 19.7
Other: 35.5 20.6 54.3 28.2 35.5 20.4 54.0 26.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 25, 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 : 14,478: 1,415 2,332 230 11,229 9,653 12,874 12,215: 1,604 2,263
Old : 9,983: 1,302 2,292 185 7,164 5,679 8,651 8,156: 1,332 1,827
Other: 4,495: 146 73 12 4,065 3,974 4,223 4,059: 272 436
: : :
: : Changes in Commitments from: November 18, 2008 :
: -184: -147 259 63 -135 -393 -219 -71: 35 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 16.1 1.6 77.6 66.7 88.9 84.4: 11.1 15.6
Old : 100.0: 13.0 23.0 1.9 71.8 56.9 86.7 81.7: 13.3 18.3
Other: 100.0: 3.2 1.6 0.3 90.4 88.4 93.9 90.3: 6.1 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 14 5 16 9 32 26:
Old : 45: 13 13 5 15 7 30 24:
Other: 18: 3 2 1 8 8 12 10:
:----------------------------------------------------------------------------------------------------
: 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 : 52.8 57.6 68.0 69.5 48.9 51.1 61.0 60.2
Old : 48.6 53.5 62.5 66.6 45.9 44.4 57.2 57.5
Other: 81.4 78.0 91.9 89.4 81.4 73.1 86.3 82.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 25, 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 : 315,608: 57,802 31,430 51,113 160,663 168,939 269,578 251,482: 46,030 64,126
Old : 267,614: 53,465 32,878 36,603 135,452 145,203 225,520 214,684: 42,094 52,930
Other: 47,994: 16,675 10,890 2,172 25,211 23,736 44,058 36,798: 3,936 11,196
: : :
: : Changes in Commitments from: November 18, 2008 :
: 3,784: 3,261 1,476 -5,639 1,837 4,117 -541 -46: 4,325 3,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 10.0 16.2 50.9 53.5 85.4 79.7: 14.6 20.3
Old : 100.0: 20.0 12.3 13.7 50.6 54.3 84.3 80.2: 15.7 19.8
Other: 100.0: 34.7 22.7 4.5 52.5 49.5 91.8 76.7: 8.2 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 85 81 85 93 121 233 251:
Old : 316: 83 85 78 92 115 223 243:
Other: 166: 31 34 8 34 82 68 121:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 23.9 27.0 32.4 13.7 18.0 22.7 23.2
Old : 18.9 23.9 30.0 32.5 16.1 22.4 26.8 28.8
Other: 44.0 35.6 60.0 44.8 44.0 34.8 56.7 42.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 25, 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 : 242,923: 15,022 23,498 55,867 147,682 135,584 218,571 214,949: 24,352 27,974
Old : 214,464: 16,917 26,899 40,725 134,827 119,841 192,469 187,465: 21,995 26,999
Other: 28,459: 4,688 3,182 8,559 12,855 15,743 26,102 27,484: 2,357 975
: : :
: : Changes in Commitments from: November 18, 2008 :
: -13,288: -7,282 -3,754 -5,631 -3,980 -6,882 -16,893 -16,267: 3,605 2,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 9.7 23.0 60.8 55.8 90.0 88.5: 10.0 11.5
Old : 100.0: 7.9 12.5 19.0 62.9 55.9 89.7 87.4: 10.3 12.6
Other: 100.0: 16.5 11.2 30.1 45.2 55.3 91.7 96.6: 8.3 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 25 42 57 60 54 129 138:
Old : 170: 33 47 55 59 52 127 135:
Other: 57: 8 15 10 26 12 41 32:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 24.1 34.8 37.4 15.0 18.2 23.4 26.4
Old : 21.3 24.3 33.2 36.2 19.2 19.9 28.8 30.4
Other: 56.2 68.2 74.1 80.3 41.1 45.4 50.4 54.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 25, 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 : 759,348: 50,853 138,025 8,319 552,049 396,217 611,221 542,561: 148,127 216,787
Old : 759,348: 50,853 138,025 8,319 552,049 396,217 611,221 542,561: 148,127 216,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 14,778: -9,886 -13,680 3,643 -30,986 -44,559 -37,229 -54,596: 52,007 69,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 18.2 1.1 72.7 52.2 80.5 71.5: 19.5 28.5
Old : 100.0: 6.7 18.2 1.1 72.7 52.2 80.5 71.5: 19.5 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 20 26 20 66 70 99 103:
Old : 132: 20 26 20 66 70 99 103:
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 : 27.5 14.4 40.2 23.5 22.8 13.7 32.6 21.3
Old : 27.5 14.4 40.2 23.5 22.8 13.7 32.6 21.3
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, November 25, 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 : 134,482: 16,727 10,239 17,106 71,074 81,745 104,907 109,090: 29,575 25,392
Old : 123,272: 15,533 11,050 14,089 65,488 73,303 95,110 98,442: 28,162 24,830
Other: 11,210: 2,360 355 1,851 5,586 8,442 9,797 10,648: 1,413 562
: : :
: : Changes in Commitments from: November 18, 2008 :
: -3,729: -8,206 -3,171 1,492 -593 -6,728 -7,307 -8,407: 3,578 4,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.6 12.7 52.9 60.8 78.0 81.1: 22.0 18.9
Old : 100.0: 12.6 9.0 11.4 53.1 59.5 77.2 79.9: 22.8 20.1
Other: 100.0: 21.1 3.2 16.5 49.8 75.3 87.4 95.0: 12.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 26 25 31 58 50 104 95:
Old : 126: 26 31 30 57 50 102 95:
Other: 56: 17 6 10 23 13 44 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 : 18.4 33.3 27.3 43.3 17.8 28.3 25.0 37.0
Old : 19.3 31.2 27.8 41.3 18.8 26.0 25.1 34.8
Other: 30.4 63.7 47.3 78.9 30.4 60.1 45.4 69.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 25, 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 : 6,651: 1,524 742 379 3,829 3,567 5,732 4,688: 919 1,963
Old : 6,380: 1,558 744 326 3,616 3,502 5,500 4,572: 880 1,808
Other: 271: 3 35 16 213 65 232 116: 39 155
: : :
: : Changes in Commitments from: November 18, 2008 :
: 109: 58 -137 -57 15 -96 16 -290: 93 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 11.2 5.7 57.6 53.6 86.2 70.5: 13.8 29.5
Old : 100.0: 24.4 11.7 5.1 56.7 54.9 86.2 71.7: 13.8 28.3
Other: 100.0: 1.1 12.9 5.9 78.6 24.0 85.6 42.8: 14.4 57.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 9 3 19 15 28 26:
Old : 45: 8 9 3 19 14 28 25:
Other: 6: 2 1 1 2 2 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 38.4 40.7 54.8 54.3 34.6 40.4 49.3 48.9
Old : 36.7 42.0 53.9 55.4 33.0 41.7 48.9 50.6
Other: 85.2 42.8 85.6 42.8 72.0 29.2 72.0 29.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 25, 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 : 561,912: 94,600 104,500 7,747 358,231 346,852 460,578 459,099: 101,334 102,813
Old : 561,912: 94,600 104,500 7,747 358,231 346,852 460,578 459,099: 101,334 102,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -110,407: -30,002 -32,778 -791 -80,848 -88,933 -111,641 -122,502: 1,234 12,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.6 1.4 63.8 61.7 82.0 81.7: 18.0 18.3
Old : 100.0: 16.8 18.6 1.4 63.8 61.7 82.0 81.7: 18.0 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 19 34 18 70 73 103 111:
Old : 151: 19 34 18 70 73 103 111:
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 : 20.6 22.4 32.1 32.7 17.3 14.8 24.6 20.7
Old : 20.6 22.4 32.1 32.7 17.3 14.8 24.6 20.7
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, November 25, 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 : 1,255,468: 177,850 103,361 13,767 757,751 773,633 949,368 890,761: 306,100 364,707
Old : 1,255,468: 177,850 103,361 13,767 757,751 773,633 949,368 890,761: 306,100 364,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 28,712: -6,071 -64,185 -6,601 -26,320 19,049 -38,992 -51,737: 67,704 80,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.2 1.1 60.4 61.6 75.6 71.0: 24.4 29.0
Old : 100.0: 14.2 8.2 1.1 60.4 61.6 75.6 71.0: 24.4 29.0
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 : 156: 30 32 27 83 74 128 118:
Old : 156: 30 32 27 83 74 128 118:
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 : 22.0 25.0 34.1 32.5 13.3 17.1 24.0 22.5
Old : 22.0 25.0 34.1 32.5 13.3 17.1 24.0 22.5
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, November 25, 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 : 1,217,255: 277,354 156,895 15,171 692,168 820,105 984,693 992,171: 232,562 225,084
Old : 1,217,255: 277,354 156,895 15,171 692,168 820,105 984,693 992,171: 232,562 225,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -61,799: -60,809 -10,753 1,565 -54,545 -73,435 -113,789 -82,623: 51,990 20,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 12.9 1.2 56.9 67.4 80.9 81.5: 19.1 18.5
Old : 100.0: 22.8 12.9 1.2 56.9 67.4 80.9 81.5: 19.1 18.5
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 : 154: 37 25 22 78 60 124 98:
Old : 154: 37 25 22 78 60 124 98:
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 : 20.8 35.8 33.6 46.5 12.8 23.2 21.6 30.2
Old : 20.8 35.8 33.6 46.5 12.8 23.2 21.6 30.2
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, November 25, 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 : 478,707: 211,754 27,307 37,252 200,135 378,047 449,141 442,606: 29,566 36,101
Old : 478,707: 211,754 27,307 37,252 200,135 378,047 449,141 442,606: 29,566 36,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,462: 10,708 103 -2,370 -4,998 10,627 3,340 8,360: -878 -5,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 5.7 7.8 41.8 79.0 93.8 92.5: 6.2 7.5
Old : 100.0: 44.2 5.7 7.8 41.8 79.0 93.8 92.5: 6.2 7.5
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 : 94: 26 14 27 42 43 83 74:
Old : 94: 26 14 27 42 43 83 74:
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 : 26.3 40.7 40.8 61.6 24.6 38.0 36.9 54.2
Old : 26.3 40.7 40.8 61.6 24.6 38.0 36.9 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, November 25, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 29,842: 13,756 6,511 85 12,077 13,339 25,918 19,935: 3,924 9,907
Old : 29,842: 13,756 6,511 85 12,077 13,339 25,918 19,935: 3,924 9,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 3,244: 688 245 43 1,823 2,133 2,554 2,421: 690 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 21.8 0.3 40.5 44.7 86.9 66.8: 13.1 33.2
Old : 100.0: 46.1 21.8 0.3 40.5 44.7 86.9 66.8: 13.1 33.2
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 : 46: 14 12 2 14 9 29 22:
Old : 46: 14 12 2 14 9 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 37.6 54.3 50.9 31.5 37.5 50.4 49.7
Old : 35.4 37.6 54.3 50.9 31.5 37.5 50.4 49.7
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, November 25, 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 : 103,739: 25,174 25,663 894 60,789 58,458 86,857 85,015: 16,882 18,724
Old : 103,739: 25,174 25,663 894 60,789 58,458 86,857 85,015: 16,882 18,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -8,304: 3,022 1,999 -166 -9,832 -9,193 -6,976 -7,360: -1,328 -944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 24.7 0.9 58.6 56.4 83.7 82.0: 16.3 18.0
Old : 100.0: 24.3 24.7 0.9 58.6 56.4 83.7 82.0: 16.3 18.0
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 : 99: 30 25 9 25 27 59 57:
Old : 99: 30 25 9 25 27 59 57:
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 : 38.4 32.7 50.1 46.5 32.7 31.7 44.4 44.8
Old : 38.4 32.7 50.1 46.5 32.7 31.7 44.4 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 25, 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 : 34,096: 22,059 8,832 594 9,953 23,184 32,606 32,610: 1,490 1,486
Old : 34,096: 22,059 8,832 594 9,953 23,184 32,606 32,610: 1,490 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,984: 991 -274 185 -447 776 729 687: 1,255 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 25.9 1.7 29.2 68.0 95.6 95.6: 4.4 4.4
Old : 100.0: 64.7 25.9 1.7 29.2 68.0 95.6 95.6: 4.4 4.4
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 : 34: 8 10 5 10 14 20 27:
Old : 34: 8 10 5 10 14 20 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 : 70.5 77.9 89.0 89.3 67.5 71.8 80.2 79.7
Old : 70.5 77.9 89.0 89.3 67.5 71.8 80.2 79.7
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 - Futures Only, November 25, 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 : 69,788: 41,751 3,724 2,035 25,672 63,373 69,458 69,132: 330 656
Old : 69,788: 41,751 3,724 2,035 25,672 63,373 69,458 69,132: 330 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 6,648: 8,175 -831 893 -2,371 5,997 6,697 6,059: -49 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 5.3 2.9 36.8 90.8 99.5 99.1: 0.5 0.9
Old : 100.0: 59.8 5.3 2.9 36.8 90.8 99.5 99.1: 0.5 0.9
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 : 30: 9 6 3 12 7 22 15:
Old : 30: 9 6 3 12 7 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 88.1 92.8 97.6 71.7 83.7 81.2 84.8
Old : 80.4 88.1 92.8 97.6 71.7 83.7 81.2 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 01, 2008