WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 434,511: 54,960 57,278 181,596 167,424 145,666 403,980 384,540: 30,531 49,971
Old : 348,724: 46,085 56,658 145,625 132,751 109,258 324,462 311,540: 24,262 37,183
Other: 85,787: 28,208 19,954 16,637 34,672 36,408 79,518 72,999: 6,269 12,788
: : :
: : Changes in Commitments from: October 28, 2008 :
: 4,321: 4,783 -4,769 -3,086 -5,765 5,051 -4,067 -2,804: 8,388 7,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.2 41.8 38.5 33.5 93.0 88.5: 7.0 11.5
Old : 100.0: 13.2 16.2 41.8 38.1 31.3 93.0 89.3: 7.0 10.7
Other: 100.0: 32.9 23.3 19.4 40.4 42.4 92.7 85.1: 7.3 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 88 104 137 86 97 262 276:
Old : 312: 101 95 122 84 94 252 258:
Other: 171: 30 57 39 46 75 103 147:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 14.1 28.5 21.7 13.8 7.9 22.3 12.6
Old : 15.7 15.3 29.3 24.2 13.5 8.8 21.6 14.1
Other: 38.7 12.0 52.8 21.7 37.9 10.0 47.7 17.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 1,714,300: 134,787 104,336 691,626 722,920 689,308 1,549,333 1,485,271: 164,967 229,029
Old : 1,461,996: 116,960 113,997 599,545 598,870 560,410 1,315,374 1,273,952: 146,622 188,045
Other: 252,304: 47,787 20,300 62,121 124,050 128,898 233,959 211,319: 18,345 40,985
: : :
: : Changes in Commitments from: October 28, 2008 :
: 17,188: -962 3,448 2,695 -5,971 2,160 -4,238 8,303: 21,426 8,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 6.1 40.3 42.2 40.2 90.4 86.6: 9.6 13.4
Old : 100.0: 8.0 7.8 41.0 41.0 38.3 90.0 87.1: 10.0 12.9
Other: 100.0: 18.9 8.0 24.6 49.2 51.1 92.7 83.8: 7.3 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 145 197 258 291 316 603 626:
Old : 706: 150 195 247 287 309 592 612:
Other: 404: 69 72 64 95 225 193 332:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 16.0 21.3 22.5 5.8 6.3 10.9 9.3
Old : 12.7 14.9 20.5 21.9 6.2 5.4 11.2 8.5
Other: 24.7 25.5 37.7 34.2 17.7 13.0 26.6 16.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 17,807: 903 2,196 2,179 12,928 10,948 16,011 15,323: 1,795 2,484
Old : 13,368: 1,049 2,193 1,888 8,777 7,023 11,715 11,105: 1,653 2,264
Other: 4,439: 92 241 53 4,152 3,925 4,297 4,219: 142 220
: : :
: : Changes in Commitments from: October 28, 2008 :
: -33: 83 -160 -7 198 479 274 312: -307 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 12.3 12.2 72.6 61.5 89.9 86.1: 10.1 13.9
Old : 100.0: 7.8 16.4 14.1 65.7 52.5 87.6 83.1: 12.4 16.9
Other: 100.0: 2.1 5.4 1.2 93.5 88.4 96.8 95.0: 3.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 13 17 11 19 14 38 39:
Old : 53: 15 15 10 18 13 36 37:
Other: 20: 1 5 3 8 10 12 15:
:----------------------------------------------------------------------------------------------------
: 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 : 44.3 49.4 60.4 61.3 41.2 39.9 51.0 46.5
Old : 39.1 44.1 55.0 57.2 35.2 33.7 45.0 41.5
Other: 82.4 77.3 94.4 91.6 82.4 70.0 85.5 81.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 412,958: 53,058 16,517 130,788 181,897 200,687 365,744 347,992: 47,214 64,966
Old : 342,693: 48,480 19,257 101,831 148,650 168,162 298,961 289,250: 43,732 53,443
Other: 70,265: 17,461 10,142 16,074 33,247 32,525 66,782 58,741: 3,482 11,523
: : :
: : Changes in Commitments from: October 28, 2008 :
: -6,180: 4,654 -4,235 8,987 -16,803 -2,358 -3,162 2,395: -3,018 -8,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.0 31.7 44.0 48.6 88.6 84.3: 11.4 15.7
Old : 100.0: 14.1 5.6 29.7 43.4 49.1 87.2 84.4: 12.8 15.6
Other: 100.0: 24.9 14.4 22.9 47.3 46.3 95.0 83.6: 5.0 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 108 66 126 101 133 264 289:
Old : 332: 98 77 123 99 132 258 288:
Other: 169: 35 30 30 38 88 87 136:
:----------------------------------------------------------------------------------------------------
: 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 24.1 29.7 33.2 10.4 14.2 18.0 18.3
Old : 19.3 24.2 30.1 32.4 11.9 16.7 20.7 21.7
Other: 40.3 37.9 60.7 49.2 31.6 24.4 41.7 30.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 331,137: 12,783 25,378 102,728 192,384 179,083 307,895 307,188: 23,243 23,949
Old : 303,815: 14,475 27,390 88,584 179,233 164,677 282,292 280,651: 21,523 23,164
Other: 27,322: 4,426 4,105 8,026 13,151 14,406 25,603 26,537: 1,719 785
: : :
: : Changes in Commitments from: October 28, 2008 :
: -5,564: -643 -8,928 -115 -5,992 6,421 -6,750 -2,622: 1,186 -2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 7.7 31.0 58.1 54.1 93.0 92.8: 7.0 7.2
Old : 100.0: 4.8 9.0 29.2 59.0 54.2 92.9 92.4: 7.1 7.6
Other: 100.0: 16.2 15.0 29.4 48.1 52.7 93.7 97.1: 6.3 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 36 49 75 72 68 163 167:
Old : 201: 41 53 73 72 67 161 166:
Other: 56: 8 13 13 26 14 43 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 : 21.8 22.5 33.9 35.4 10.0 15.2 16.4 21.3
Old : 21.1 22.8 33.5 34.6 12.5 15.7 19.4 23.4
Other: 62.8 68.6 78.8 82.1 45.8 46.4 55.2 55.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 844,831: 46,204 149,380 61,448 623,916 484,025 731,568 694,853: 113,263 149,978
Old : 844,831: 46,204 149,380 61,448 623,916 484,025 731,568 694,853: 113,263 149,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -13,892: 10,155 14,171 -3,417 -4,765 -4,056 1,972 6,698: -15,865 -20,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.7 7.3 73.9 57.3 86.6 82.2: 13.4 17.8
Old : 100.0: 5.5 17.7 7.3 73.9 57.3 86.6 82.2: 13.4 17.8
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 : 167: 25 38 39 81 89 129 143:
Old : 167: 25 38 39 81 89 129 143:
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 : 27.1 13.4 37.7 21.9 19.2 12.2 28.3 18.8
Old : 27.1 13.4 37.7 21.9 19.2 12.2 28.3 18.8
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 with Delta-adjusted Options and Futures Combined, November 4, 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 : 181,888: 20,660 11,524 44,630 84,849 102,605 150,140 158,760: 31,748 23,129
Old : 170,688: 20,061 11,628 41,209 78,914 95,071 140,183 147,908: 30,505 22,780
Other: 11,200: 1,798 1,094 2,223 5,936 7,534 9,957 10,852: 1,243 348
: : :
: : Changes in Commitments from: October 28, 2008 :
: -4,619: -1,929 1,238 -982 -4,773 -4,726 -7,684 -4,470: 3,066 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 6.3 24.5 46.6 56.4 82.5 87.3: 17.5 12.7
Old : 100.0: 11.8 6.8 24.1 46.2 55.7 82.1 86.7: 17.9 13.3
Other: 100.0: 16.1 9.8 19.9 53.0 67.3 88.9 96.9: 11.1 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 40 28 45 67 61 130 120:
Old : 151: 40 35 44 67 61 129 120:
Other: 55: 15 9 14 23 13 46 30:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 29.6 29.9 42.6 16.0 22.2 21.9 30.7
Old : 20.8 29.4 31.0 41.6 16.6 21.8 22.4 29.5
Other: 31.0 55.0 47.7 72.2 27.6 49.8 41.4 62.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 7,439: 1,070 372 1,072 4,410 4,528 6,552 5,972: 887 1,466
Old : 7,386: 1,069 373 1,066 4,390 4,508 6,525 5,947: 861 1,438
Other: 53: 7 5 0 20 20 27 25: 26 28
: : :
: : Changes in Commitments from: October 28, 2008 :
: -487: 22 25 124 -423 -475 -278 -327: -209 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.0 14.4 59.3 60.9 88.1 80.3: 11.9 19.7
Old : 100.0: 14.5 5.1 14.4 59.4 61.0 88.3 80.5: 11.7 19.5
Other: 100.0: 13.2 9.4 0.0 37.7 37.7 50.9 47.2: 49.1 52.8
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 11 7 8 19 14 34 26:
Old : 45: 11 7 8 19 14 34 26:
Other: 6: 2 1 0 1 2 3 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 : 42.5 43.1 58.7 63.5 38.7 42.6 51.9 53.6
Old : 42.5 43.2 58.8 63.7 38.7 42.7 52.0 53.8
Other: 50.9 47.2 50.9 47.2 50.9 47.2 50.9 47.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 755,008: 135,274 134,123 42,000 458,982 475,217 636,256 651,339: 118,751 103,668
Old : 755,008: 135,274 134,123 42,000 458,982 475,217 636,256 651,339: 118,751 103,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -18,459: -21,275 -8,563 3,399 4,500 -3,651 -13,376 -8,815: -5,083 -9,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 17.8 5.6 60.8 62.9 84.3 86.3: 15.7 13.7
Old : 100.0: 17.9 17.8 5.6 60.8 62.9 84.3 86.3: 15.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 39 31 26 80 82 129 129:
Old : 180: 39 31 26 80 82 129 129:
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 : 19.8 26.9 31.6 38.3 17.8 20.6 26.2 30.6
Old : 19.8 26.9 31.6 38.3 17.8 20.6 26.2 30.6
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,631,792: 192,084 137,541 198,624 998,718 980,725 1,389,427 1,316,889: 242,365 314,903
Old : 1,631,792: 192,084 137,541 198,624 998,718 980,725 1,389,427 1,316,889: 242,365 314,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -97,931: -5 -57,569 -5,888 -69,244 -20,029 -75,137 -83,486: -22,794 -14,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 8.4 12.2 61.2 60.1 85.1 80.7: 14.9 19.3
Old : 100.0: 11.8 8.4 12.2 61.2 60.1 85.1 80.7: 14.9 19.3
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 : 199: 34 43 48 99 107 160 171:
Old : 199: 34 43 48 99 107 160 171:
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 : 18.7 18.9 28.2 26.3 15.2 12.3 22.9 19.4
Old : 18.7 18.9 28.2 26.3 15.2 12.3 22.9 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 1,461,330: 386,600 167,734 74,680 800,873 982,540 1,262,152 1,224,954: 199,178 236,377
Old : 1,461,330: 386,600 167,734 74,680 800,873 982,540 1,262,152 1,224,954: 199,178 236,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,987: -37,350 3,076 3,158 32,004 -24,874 -2,188 -18,639: -799 15,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.5 5.1 54.8 67.2 86.4 83.8: 13.6 16.2
Old : 100.0: 26.5 11.5 5.1 54.8 67.2 86.4 83.8: 13.6 16.2
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 : 177: 42 30 38 85 84 138 141:
Old : 177: 42 30 38 85 84 138 141:
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 : 21.4 31.7 33.1 42.4 12.2 21.3 21.9 29.7
Old : 21.4 31.7 33.1 42.4 12.2 21.3 21.9 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, November 4, 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 : 1,054,294: 172,496 27,789 483,895 354,046 502,282 1,010,437 1,013,966: 43,857 40,327
Old : 1,054,294: 172,496 27,789 483,895 354,046 502,282 1,010,437 1,013,966: 43,857 40,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -236,107: -31,822 -5,694 -78,746 -117,020 -138,281 -227,588 -222,721: -8,519 -13,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.6 45.9 33.6 47.6 95.8 96.2: 4.2 3.8
Old : 100.0: 16.4 2.6 45.9 33.6 47.6 95.8 96.2: 4.2 3.8
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 : 120: 35 18 47 53 55 110 107:
Old : 120: 35 18 47 53 55 110 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 28.3 45.6 45.1 11.2 16.2 15.8 23.0
Old : 31.8 28.3 45.6 45.1 11.2 16.2 15.8 23.0
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, November 4, 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 : 28,303: 13,175 5,424 452 10,832 12,491 24,459 18,367: 3,844 9,936
Old : 28,303: 13,175 5,424 452 10,832 12,491 24,459 18,367: 3,844 9,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,804: 1,041 -315 11 -2,230 -296 -1,179 -600: -625 -1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 19.2 1.6 38.3 44.1 86.4 64.9: 13.6 35.1
Old : 100.0: 46.6 19.2 1.6 38.3 44.1 86.4 64.9: 13.6 35.1
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 : 46: 14 11 5 15 11 32 24:
Old : 46: 14 11 5 15 11 32 24:
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 : 36.9 33.9 56.1 46.8 32.9 33.6 52.1 45.6
Old : 36.9 33.9 56.1 46.8 32.9 33.6 52.1 45.6
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, November 4, 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 : 121,289: 21,296 22,298 2,092 84,064 76,282 107,451 100,671: 13,838 20,618
Old : 121,289: 21,296 22,298 2,092 84,064 76,282 107,451 100,671: 13,838 20,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -786: -1,341 -1,898 41 1,695 2,034 395 177: -1,181 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 18.4 1.7 69.3 62.9 88.6 83.0: 11.4 17.0
Old : 100.0: 17.6 18.4 1.7 69.3 62.9 88.6 83.0: 11.4 17.0
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: 28 22 10 34 27 68 53:
Old : 99: 28 22 10 34 27 68 53:
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 : 35.7 37.4 54.2 55.7 31.1 27.1 43.8 44.0
Old : 35.7 37.4 54.2 55.7 31.1 27.1 43.8 44.0
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, November 4, 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 : 31,329: 15,621 9,129 428 14,976 21,588 31,025 31,145: 304 184
Old : 31,329: 15,621 9,129 428 14,976 21,588 31,025 31,145: 304 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,353: 180 176 0 -1,501 -1,519 -1,321 -1,343: -32 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 29.1 1.4 47.8 68.9 99.0 99.4: 1.0 0.6
Old : 100.0: 49.9 29.1 1.4 47.8 68.9 99.0 99.4: 1.0 0.6
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 : 39: 10 12 4 13 12 25 26:
Old : 39: 10 12 4 13 12 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 84.2 88.8 93.0 67.5 71.6 77.6 78.2
Old : 67.7 84.2 88.8 93.0 67.5 71.6 77.6 78.2
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, November 4, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 56,351: 29,832 4,327 1,077 25,092 50,835 56,001 56,239: 350 112
Old : 56,351: 29,832 4,327 1,077 25,092 50,835 56,001 56,239: 350 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -3,756: -1,032 -2,235 -41 -2,672 -1,523 -3,745 -3,799: -11 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 7.7 1.9 44.5 90.2 99.4 99.8: 0.6 0.2
Old : 100.0: 52.9 7.7 1.9 44.5 90.2 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 : 31: 10 6 2 9 7 19 15:
Old : 31: 10 6 2 9 7 19 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 : 85.5 89.8 94.9 98.7 77.6 89.8 87.0 91.6
Old : 85.5 89.8 94.9 98.7 77.6 89.8 87.0 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2008