WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 313,429: 52,703 59,472 84,367 152,675 123,676 289,745 267,515: 23,684 45,914
Old : 202,774: 46,068 51,953 44,266 95,072 76,613 185,407 172,832: 17,367 29,942
Other: 110,655: 26,116 27,001 20,620 57,603 47,063 104,338 94,684: 6,317 15,972
: : :
: : Changes in Commitments from: November 25, 2008 :
: -10,247: -188 8,055 -10,000 5,248 -5,294 -4,940 -7,239: -5,308 -3,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 19.0 26.9 48.7 39.5 92.4 85.4: 7.6 14.6
Old : 100.0: 22.7 25.6 21.8 46.9 37.8 91.4 85.2: 8.6 14.8
Other: 100.0: 23.6 24.4 18.6 52.1 42.5 94.3 85.6: 5.7 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 61 121 121 70 98 217 271:
Old : 295: 86 101 91 64 86 201 233:
Other: 191: 30 72 53 44 83 107 178:
:----------------------------------------------------------------------------------------------------
: 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 12.2 33.4 20.1 17.1 10.3 28.7 15.7
Old : 20.8 14.8 32.3 23.2 20.6 13.9 31.7 21.7
Other: 47.7 13.2 58.5 21.5 46.9 10.5 54.6 17.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 1,217,149: 119,461 112,245 377,623 586,950 528,874 1,084,034 1,018,742: 133,115 198,407
Old : 929,576: 94,385 108,053 284,614 439,407 388,054 818,405 780,720: 111,171 148,856
Other: 287,572: 51,086 30,203 67,000 147,543 140,819 265,629 238,021: 21,944 49,551
: : :
: : Changes in Commitments from: November 25, 2008 :
: -39,534: 733 2,031 -7,522 -4,647 -5,711 -11,437 -11,203: -28,097 -28,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 9.2 31.0 48.2 43.5 89.1 83.7: 10.9 16.3
Old : 100.0: 10.2 11.6 30.6 47.3 41.7 88.0 84.0: 12.0 16.0
Other: 100.0: 17.8 10.5 23.3 51.3 49.0 92.4 82.8: 7.6 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 115 157 213 240 274 495 542:
Old : 602: 123 153 196 233 261 474 513:
Other: 375: 56 77 57 85 212 169 319:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 16.4 21.9 22.6 7.7 7.8 13.9 11.9
Old : 12.1 15.0 19.7 22.0 8.9 7.6 15.0 12.1
Other: 27.5 23.5 43.0 32.2 22.3 11.1 33.4 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 18,411: 736 2,320 1,085 15,286 13,040 17,107 16,445: 1,305 1,967
Old : 10,505: 801 2,250 860 7,800 5,871 9,462 8,982: 1,043 1,524
Other: 7,906: 92 227 67 7,486 7,169 7,645 7,463: 261 443
: : :
: : Changes in Commitments from: November 25, 2008 :
: 2,538: -226 -190 -148 3,251 3,243 2,878 2,905: -341 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 12.6 5.9 83.0 70.8 92.9 89.3: 7.1 10.7
Old : 100.0: 7.6 21.4 8.2 74.2 55.9 90.1 85.5: 9.9 14.5
Other: 100.0: 1.2 2.9 0.8 94.7 90.7 96.7 94.4: 3.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 18 8 21 13 33 32:
Old : 42: 8 14 7 19 10 30 28:
Other: 22: 1 5 3 10 10 14 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 : 53.4 58.2 71.5 69.4 39.9 34.6 51.1 44.1
Old : 47.9 49.7 65.5 63.4 45.4 41.6 59.5 52.2
Other: 81.6 79.9 92.3 90.9 58.4 56.3 66.3 62.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 440,156: 50,667 27,734 148,852 190,375 193,480 389,893 370,066: 50,263 70,090
Old : 365,186: 46,596 28,871 117,401 155,155 161,222 319,152 307,494: 46,033 57,691
Other: 74,970: 16,621 11,413 18,900 35,220 32,259 70,741 62,572: 4,229 12,399
: : :
: : Changes in Commitments from: November 25, 2008 :
: 12,604: -1,392 5,276 10,018 5,362 -2,064 13,989 13,230: -1,384 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.3 33.8 43.3 44.0 88.6 84.1: 11.4 15.9
Old : 100.0: 12.8 7.9 32.1 42.5 44.1 87.4 84.2: 12.6 15.8
Other: 100.0: 22.2 15.2 25.2 47.0 43.0 94.4 83.5: 5.6 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 100 91 145 111 122 290 300:
Old : 343: 95 96 139 108 120 280 295:
Other: 169: 33 38 28 42 86 90 137:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 23.1 27.4 33.4 9.7 12.4 16.4 15.7
Old : 17.8 24.0 27.2 33.1 11.3 15.8 19.2 20.4
Other: 38.1 38.5 56.9 48.5 27.9 20.8 36.4 25.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 270,790: 8,370 27,883 71,418 167,832 143,892 247,619 243,193: 23,171 27,597
Old : 240,782: 10,325 31,381 55,416 154,591 127,611 220,333 214,408: 20,449 26,373
Other: 30,009: 4,977 3,435 9,069 13,240 16,281 27,286 28,785: 2,723 1,224
: : :
: : Changes in Commitments from: November 25, 2008 :
: -6,073: -257 5,231 -8,119 4,384 -1,485 -3,992 -4,372: -2,081 -1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 10.3 26.4 62.0 53.1 91.4 89.8: 8.6 10.2
Old : 100.0: 4.3 13.0 23.0 64.2 53.0 91.5 89.0: 8.5 11.0
Other: 100.0: 16.6 11.4 30.2 44.1 54.3 90.9 95.9: 9.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 26 50 68 64 60 143 154:
Old : 182: 35 53 65 63 58 140 151:
Other: 64: 10 17 15 29 15 48 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 20.8 35.2 33.8 13.2 14.1 21.1 19.9
Old : 21.6 21.3 33.8 32.7 16.9 14.1 25.7 22.1
Other: 53.5 65.3 70.8 77.3 39.3 43.4 48.6 52.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 851,823: 48,712 160,822 58,889 619,669 461,236 727,270 680,947: 124,553 170,876
Old : 851,823: 48,712 160,822 58,889 619,669 461,236 727,270 680,947: 124,553 170,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 23,583: -1,125 23,982 18,670 39,935 44,909 57,480 87,561: -33,897 -63,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 18.9 6.9 72.7 54.1 85.4 79.9: 14.6 20.1
Old : 100.0: 5.7 18.9 6.9 72.7 54.1 85.4 79.9: 14.6 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 25 32 39 82 83 129 132:
Old : 153: 25 32 39 82 83 129 132:
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 : 23.4 14.5 35.7 21.9 19.2 13.8 29.7 20.0
Old : 23.4 14.5 35.7 21.9 19.2 13.8 29.7 20.0
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, December 2, 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 : 143,368: 16,059 11,316 26,941 75,124 80,781 118,123 119,039: 25,244 24,329
Old : 130,165: 14,873 12,765 22,636 69,023 71,045 106,532 106,446: 23,633 23,719
Other: 13,202: 2,945 310 2,546 6,101 9,737 11,591 12,593: 1,611 610
: : :
: : Changes in Commitments from: November 25, 2008 :
: -4,985: -1,749 2,778 1,788 702 -7,213 740 -2,647: -5,725 -2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.9 18.8 52.4 56.3 82.4 83.0: 17.6 17.0
Old : 100.0: 11.4 9.8 17.4 53.0 54.6 81.8 81.8: 18.2 18.2
Other: 100.0: 22.3 2.4 19.3 46.2 73.7 87.8 95.4: 12.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 31 25 41 55 52 110 107:
Old : 134: 32 31 40 54 52 108 107:
Other: 57: 19 6 15 22 14 46 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 : 19.0 30.9 29.9 41.0 17.2 22.9 23.6 31.2
Old : 20.1 28.7 31.3 38.7 18.3 20.3 24.3 28.6
Other: 26.3 58.1 44.8 72.3 24.5 54.3 37.8 64.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 8,014: 1,268 918 915 4,775 4,033 6,958 5,866: 1,057 2,149
Old : 7,623: 1,274 899 878 4,481 3,889 6,633 5,666: 990 1,956
Other: 392: 9 33 22 294 144 325 199: 67 193
: : :
: : Changes in Commitments from: November 25, 2008 :
: 576: -71 122 71 493 317 493 510: 84 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.5 11.4 59.6 50.3 86.8 73.2: 13.2 26.8
Old : 100.0: 16.7 11.8 11.5 58.8 51.0 87.0 74.3: 13.0 25.7
Other: 100.0: 2.2 8.5 5.6 75.1 36.7 82.9 50.8: 17.1 49.2
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 6 15 6 23 18 33 35:
Old : 50: 8 13 6 23 17 33 34:
Other: 8: 2 2 3 3 2 7 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 37.0 51.6 50.0 31.1 33.8 44.6 40.4
Old : 33.0 38.3 51.6 51.6 30.1 35.2 44.4 42.1
Other: 79.8 50.2 82.9 50.8 51.8 19.7 51.8 19.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 505,522: 70,074 86,424 9,208 335,553 313,183 414,835 408,815: 90,687 96,707
Old : 505,522: 70,074 86,424 9,208 335,553 313,183 414,835 408,815: 90,687 96,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -65,084: -24,697 -17,585 -2,063 -25,781 -36,144 -52,541 -55,792: -12,543 -9,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.1 1.8 66.4 62.0 82.1 80.9: 17.9 19.1
Old : 100.0: 13.9 17.1 1.8 66.4 62.0 82.1 80.9: 17.9 19.1
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 : 146: 19 25 11 71 76 98 105:
Old : 146: 19 25 11 71 76 98 105:
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 : 21.7 20.5 32.2 30.4 17.7 15.4 25.1 22.4
Old : 21.7 20.5 32.2 30.4 17.7 15.4 25.1 22.4
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, December 2, 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 : 1,417,137: 158,462 116,789 185,262 837,626 839,083 1,181,350 1,141,134: 235,787 276,004
Old : 1,417,137: 158,462 116,789 185,262 837,626 839,083 1,181,350 1,141,134: 235,787 276,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -37,409: -21,351 30,944 57,931 17,447 -18,700 54,027 70,175: -91,436 -107,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.2 13.1 59.1 59.2 83.4 80.5: 16.6 19.5
Old : 100.0: 11.2 8.2 13.1 59.1 59.2 83.4 80.5: 16.6 19.5
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 : 170: 39 29 43 79 88 135 143:
Old : 170: 39 29 43 79 88 135 143:
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 : 19.7 20.7 30.7 27.5 15.2 16.4 24.6 20.7
Old : 19.7 20.7 30.7 27.5 15.2 16.4 24.6 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 1,163,387: 230,205 143,532 59,396 715,787 773,267 1,005,387 976,195: 158,000 187,192
Old : 1,163,387: 230,205 143,532 59,396 715,787 773,267 1,005,387 976,195: 158,000 187,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -112,525: -39,359 -13,368 16,423 -8,861 -70,733 -31,797 -67,678: -80,728 -44,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 12.3 5.1 61.5 66.5 86.4 83.9: 13.6 16.1
Old : 100.0: 19.8 12.3 5.1 61.5 66.5 86.4 83.9: 13.6 16.1
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 : 154: 33 30 33 78 67 123 118:
Old : 154: 33 30 33 78 67 123 118:
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 : 24.1 36.5 37.3 45.5 16.0 23.7 25.4 29.9
Old : 24.1 36.5 37.3 45.5 16.0 23.7 25.4 29.9
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, December 2, 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 : 851,692: 146,239 15,987 408,632 259,880 387,090 814,751 811,709: 36,941 39,983
Old : 851,692: 146,239 15,987 408,632 259,880 387,090 814,751 811,709: 36,941 39,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -185,742: -18,445 -3,179 -84,099 -83,569 -93,242 -186,112 -180,520: 370 -5,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 1.9 48.0 30.5 45.4 95.7 95.3: 4.3 4.7
Old : 100.0: 17.2 1.9 48.0 30.5 45.4 95.7 95.3: 4.3 4.7
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 : 90: 29 10 32 43 44 81 79:
Old : 90: 29 10 32 43 44 81 79:
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 : 41.2 31.9 54.3 49.5 14.6 16.9 19.4 24.9
Old : 41.2 31.9 54.3 49.5 14.6 16.9 19.4 24.9
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, December 2, 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 : 33,789: 14,147 6,628 327 15,151 16,492 29,625 23,447: 4,164 10,342
Old : 33,789: 14,147 6,628 327 15,151 16,492 29,625 23,447: 4,164 10,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 3,006: 391 184 86 2,629 2,678 3,106 2,948: -100 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 19.6 1.0 44.8 48.8 87.7 69.4: 12.3 30.6
Old : 100.0: 41.9 19.6 1.0 44.8 48.8 87.7 69.4: 12.3 30.6
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 : 47: 14 12 5 16 12 32 27:
Old : 47: 14 12 5 16 12 32 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 : 38.0 36.5 56.0 50.5 34.4 33.7 52.4 46.8
Old : 38.0 36.5 56.0 50.5 34.4 33.7 52.4 46.8
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, December 2, 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 : 116,588: 25,597 25,393 1,977 74,502 71,887 102,076 99,257: 14,511 17,331
Old : 116,588: 25,597 25,393 1,977 74,502 71,887 102,076 99,257: 14,511 17,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,163: 792 -270 46 822 711 1,660 487: -2,823 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 21.8 1.7 63.9 61.7 87.6 85.1: 12.4 14.9
Old : 100.0: 22.0 21.8 1.7 63.9 61.7 87.6 85.1: 12.4 14.9
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 : 102: 30 25 15 29 28 66 61:
Old : 102: 30 25 15 29 28 66 61:
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 : 35.1 36.9 49.8 51.5 28.3 24.8 37.7 38.6
Old : 35.1 36.9 49.8 51.5 28.3 24.8 37.7 38.6
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, December 2, 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 : 30,974: 18,176 8,708 664 11,863 21,318 30,703 30,690: 271 284
Old : 30,974: 18,176 8,708 664 11,863 21,318 30,703 30,690: 271 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -3,122: -3,883 -124 70 1,910 -1,866 -1,903 -1,920: -1,219 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 28.1 2.1 38.3 68.8 99.1 99.1: 0.9 0.9
Old : 100.0: 58.7 28.1 2.1 38.3 68.8 99.1 99.1: 0.9 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 : 35: 9 9 6 11 15 22 28:
Old : 35: 9 9 6 11 15 22 28:
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 : 81.1 84.6 92.6 93.2 79.7 80.7 89.7 89.3
Old : 81.1 84.6 92.6 93.2 79.7 80.7 89.7 89.3
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, December 2, 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 : 68,274: 42,268 4,091 1,592 24,151 62,509 68,011 68,192: 263 82
Old : 68,274: 42,268 4,091 1,592 24,151 62,509 68,011 68,192: 263 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,514: 517 367 -443 -1,521 -864 -1,447 -940: -67 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 6.0 2.3 35.4 91.6 99.6 99.9: 0.4 0.1
Old : 100.0: 61.9 6.0 2.3 35.4 91.6 99.6 99.9: 0.4 0.1
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 : 32: 9 7 1 13 8 22 16:
Old : 32: 9 7 1 13 8 22 16:
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 : 84.7 88.6 94.2 98.6 77.3 87.8 84.8 89.0
Old : 84.7 88.6 94.2 98.6 77.3 87.8 84.8 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 05, 2008