WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 326,010: 58,505 54,335 92,526 149,828 132,999 300,859 279,860: 25,151 46,150
Old : 207,179: 46,711 45,239 53,201 89,831 79,868 189,743 178,308: 17,436 28,870
Other: 118,832: 27,203 24,505 23,916 59,997 53,131 111,116 101,552: 7,715 17,280
: : :
: : Changes in Commitments from: December 9, 2008 :
: 6,167: 3,753 -9,729 1,738 -1,464 15,411 4,027 7,421: 2,140 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.7 28.4 46.0 40.8 92.3 85.8: 7.7 14.2
Old : 100.0: 22.5 21.8 25.7 43.4 38.6 91.6 86.1: 8.4 13.9
Other: 100.0: 22.9 20.6 20.1 50.5 44.7 93.5 85.5: 6.5 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 78 96 110 75 95 223 244:
Old : 276: 89 81 83 68 83 197 211:
Other: 185: 36 59 59 49 81 120 169:
:----------------------------------------------------------------------------------------------------
: 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 13.9 31.7 21.9 15.8 11.7 27.0 17.5
Old : 20.1 17.3 31.1 26.6 19.7 16.5 30.2 24.4
Other: 43.4 15.2 54.7 24.7 42.7 12.9 50.4 19.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 1,279,967: 130,445 100,500 433,533 569,352 543,151 1,133,331 1,077,184: 146,636 202,782
Old : 982,994: 101,109 99,730 336,454 422,243 396,983 859,806 833,167: 123,188 149,827
Other: 296,973: 54,282 25,715 72,134 147,109 146,169 273,526 244,018: 23,447 52,955
: : :
: : Changes in Commitments from: December 9, 2008 :
: 33,119: 9,152 -7,037 18,961 -7,682 17,434 20,430 29,358: 12,689 3,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.9 33.9 44.5 42.4 88.5 84.2: 11.5 15.8
Old : 100.0: 10.3 10.1 34.2 43.0 40.4 87.5 84.8: 12.5 15.2
Other: 100.0: 18.3 8.7 24.3 49.5 49.2 92.1 82.2: 7.9 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 613: 143 147 209 247 272 502 537:
Old : 600: 154 138 197 240 259 483 512:
Other: 366: 52 77 66 89 204 181 309:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 16.8 21.3 23.1 7.5 8.6 13.3 12.2
Old : 11.8 15.8 19.1 22.7 8.5 9.0 14.0 12.7
Other: 26.5 22.3 42.2 31.7 21.3 10.3 32.1 14.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 18,194: 815 1,990 1,054 14,768 12,870 16,637 15,915: 1,557 2,280
Old : 10,233: 874 1,976 776 7,361 5,767 9,011 8,518: 1,222 1,715
Other: 7,961: 99 173 120 7,407 7,103 7,626 7,396: 335 565
: : :
: : Changes in Commitments from: December 9, 2008 :
: -27: 42 -194 -23 -309 -33 -289 -249: 262 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.9 5.8 81.2 70.7 91.4 87.5: 8.6 12.5
Old : 100.0: 8.5 19.3 7.6 71.9 56.4 88.1 83.2: 11.9 16.8
Other: 100.0: 1.2 2.2 1.5 93.0 89.2 95.8 92.9: 4.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 14 8 22 13 34 29:
Old : 41: 7 12 6 20 9 30 24:
Other: 23: 2 5 3 10 10 15 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 : 48.2 58.6 67.0 69.3 35.4 36.1 47.4 46.0
Old : 40.6 49.8 58.4 63.9 38.7 42.9 53.2 56.1
Other: 79.8 78.0 90.7 89.2 56.4 54.2 64.4 59.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 442,111: 49,962 25,908 148,943 192,265 199,413 391,169 374,264: 50,941 67,847
Old : 362,376: 47,316 26,035 113,375 154,491 169,770 315,183 309,180: 47,193 53,196
Other: 79,735: 16,552 13,780 21,661 37,774 29,643 75,987 65,084: 3,748 14,652
: : :
: : Changes in Commitments from: December 9, 2008 :
: -7,504: -357 -2,401 -5,945 -6,261 962 -12,563 -7,385: 5,059 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 5.9 33.7 43.5 45.1 88.5 84.7: 11.5 15.3
Old : 100.0: 13.1 7.2 31.3 42.6 46.8 87.0 85.3: 13.0 14.7
Other: 100.0: 20.8 17.3 27.2 47.4 37.2 95.3 81.6: 4.7 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 105 81 146 117 123 298 296:
Old : 338: 104 83 139 114 119 288 288:
Other: 166: 33 39 32 45 80 98 133:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 23.9 26.4 35.1 9.3 13.1 15.7 17.5
Old : 16.6 25.2 25.8 36.1 11.0 17.0 18.1 23.0
Other: 36.2 33.7 55.4 43.6 25.7 16.2 36.4 21.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 11,349: 6,897 2,344 1,066 0 778 7,963 4,188: 3,386 7,161
Old : 8,605: 4,726 2,355 1,044 0 397 5,770 3,796: 2,835 4,809
Other: 2,744: 2,187 5 6 0 381 2,193 392: 551 2,352
: : :
: : Changes in Commitments from: December 9, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 20.7 9.4 0.0 6.9 70.2 36.9: 29.8 63.1
Old : 100.0: 54.9 27.4 12.1 0.0 4.6 67.1 44.1: 32.9 55.9
Other: 100.0: 79.7 0.2 0.2 0.0 13.9 79.9 14.3: 20.1 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 9 0 2 13 16:
Old : 20: 10 8 9 0 2 13 16:
Other: 11: 8 1 2 0 2 8 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 : 43.8 20.1 62.7 30.6 40.3 19.1 55.7 26.2
Old : 41.2 24.8 60.3 36.4 34.1 21.8 51.2 30.1
Other: 67.1 14.2 79.9 14.3 66.9 14.1 79.7 14.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 261,880: 11,267 27,328 71,683 156,194 135,747 239,144 234,758: 22,736 27,122
Old : 231,692: 13,821 30,065 55,691 141,864 119,864 211,375 205,620: 20,317 26,072
Other: 30,188: 4,939 4,756 8,499 14,330 15,883 27,769 29,138: 2,419 1,050
: : :
: : Changes in Commitments from: December 9, 2008 :
: 4,808: 3,876 -3,372 6,735 -3,236 3,093 7,374 6,455: -2,566 -1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.4 27.4 59.6 51.8 91.3 89.6: 8.7 10.4
Old : 100.0: 6.0 13.0 24.0 61.2 51.7 91.2 88.7: 8.8 11.3
Other: 100.0: 16.4 15.8 28.2 47.5 52.6 92.0 96.5: 8.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 34 39 73 60 59 143 156:
Old : 184: 42 42 70 58 57 139 153:
Other: 66: 10 18 15 29 15 48 40:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 20.4 32.5 33.5 12.6 12.9 19.8 17.8
Old : 20.8 22.8 31.8 34.3 16.1 14.6 24.1 20.5
Other: 54.7 62.3 70.9 74.4 40.7 41.3 50.4 52.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 915,598: 56,860 174,642 69,647 670,084 494,529 796,591 738,818: 119,007 176,780
Old : 915,598: 56,860 174,642 69,647 670,084 494,529 796,591 738,818: 119,007 176,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 9,651: 5,281 21,250 -418 5,916 -25,757 10,780 -4,926: -1,129 14,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 19.1 7.6 73.2 54.0 87.0 80.7: 13.0 19.3
Old : 100.0: 6.2 19.1 7.6 73.2 54.0 87.0 80.7: 13.0 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 : 163: 26 41 37 76 86 126 140:
Old : 163: 26 41 37 76 86 126 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 13.8 41.8 21.6 27.8 13.4 37.0 21.2
Old : 29.8 13.8 41.8 21.6 27.8 13.4 37.0 21.2
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 16, 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 : 141,451: 16,213 12,256 28,888 71,075 77,229 116,175 118,372: 25,275 23,079
Old : 126,981: 15,261 14,160 23,519 64,803 66,970 103,582 104,649: 23,398 22,331
Other: 14,470: 3,255 398 3,066 6,272 10,259 12,593 13,723: 1,877 747
: : :
: : Changes in Commitments from: December 9, 2008 :
: -876: 359 -1,030 1,333 -2,962 -19 -1,269 284: 393 -1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 8.7 20.4 50.2 54.6 82.1 83.7: 17.9 16.3
Old : 100.0: 12.0 11.2 18.5 51.0 52.7 81.6 82.4: 18.4 17.6
Other: 100.0: 22.5 2.8 21.2 43.3 70.9 87.0 94.8: 13.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 27 28 42 54 50 111 104:
Old : 139: 31 31 41 53 50 109 104:
Other: 57: 15 9 16 23 13 47 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 : 18.5 27.9 26.9 37.9 17.1 22.0 23.8 29.3
Old : 19.5 25.6 28.0 36.1 18.1 20.2 24.7 27.8
Other: 28.8 55.4 46.3 69.6 26.2 51.8 40.1 62.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 7,784: 1,284 800 718 4,544 4,338 6,546 5,856: 1,238 1,927
Old : 7,378: 1,306 805 667 4,250 4,194 6,223 5,666: 1,155 1,712
Other: 406: 6 24 23 294 144 323 190: 83 216
: : :
: : Changes in Commitments from: December 9, 2008 :
: -40: -54 -35 -124 30 197 -149 37: 109 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 10.3 9.2 58.4 55.7 84.1 75.2: 15.9 24.8
Old : 100.0: 17.7 10.9 9.0 57.6 56.8 84.3 76.8: 15.7 23.2
Other: 100.0: 1.6 5.9 5.6 72.4 35.5 79.6 46.9: 20.4 53.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 11 6 22 16 32 29:
Old : 46: 6 11 6 22 15 32 28:
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 : 32.4 37.1 50.0 53.4 31.4 37.0 43.8 47.2
Old : 31.3 38.5 49.9 55.2 30.5 38.4 43.6 49.2
Other: 77.0 46.4 79.6 46.9 49.4 16.7 49.4 16.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 534,829: 67,629 78,102 11,347 378,015 370,140 456,991 459,589: 77,837 75,240
Old : 534,829: 67,629 78,102 11,347 378,015 370,140 456,991 459,589: 77,837 75,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 48,149: 7,067 25,121 1,540 41,730 27,678 50,336 54,339: -2,187 -6,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.6 2.1 70.7 69.2 85.4 85.9: 14.6 14.1
Old : 100.0: 12.6 14.6 2.1 70.7 69.2 85.4 85.9: 14.6 14.1
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 : 148: 25 25 15 72 71 103 105:
Old : 148: 25 25 15 72 71 103 105:
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 : 26.6 27.3 36.4 36.9 23.7 22.2 30.4 29.4
Old : 26.6 27.3 36.4 36.9 23.7 22.2 30.4 29.4
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 16, 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 : 1,508,473: 147,386 114,215 243,025 906,051 876,903 1,296,462 1,234,143: 212,011 274,329
Old : 1,508,473: 147,386 114,215 243,025 906,051 876,903 1,296,462 1,234,143: 212,011 274,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 48,663: -5,592 3,160 12,033 47,477 42,971 53,918 58,165: -5,255 -9,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.6 16.1 60.1 58.1 85.9 81.8: 14.1 18.2
Old : 100.0: 9.8 7.6 16.1 60.1 58.1 85.9 81.8: 14.1 18.2
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 : 187: 37 38 45 85 97 145 157:
Old : 187: 37 38 45 85 97 145 157:
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 19.1 29.9 25.5 17.8 14.3 25.3 18.2
Old : 19.8 19.1 29.9 25.5 17.8 14.3 25.3 18.2
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 16, 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 : 1,191,675: 169,970 158,340 70,965 794,473 800,562 1,035,408 1,029,868: 156,267 161,808
Old : 1,191,675: 169,970 158,340 70,965 794,473 800,562 1,035,408 1,029,868: 156,267 161,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 32,718: -28,011 33,254 10,670 67,612 17,127 50,271 61,051: -17,553 -28,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.3 6.0 66.7 67.2 86.9 86.4: 13.1 13.6
Old : 100.0: 14.3 13.3 6.0 66.7 67.2 86.9 86.4: 13.1 13.6
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 : 155: 32 31 30 81 72 125 121:
Old : 155: 32 31 30 81 72 125 121:
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 : 28.8 39.0 41.2 47.5 20.3 26.2 28.7 33.2
Old : 28.8 39.0 41.2 47.5 20.3 26.2 28.7 33.2
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 with Delta-adjusted Options and Futures Combined, December 16, 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 : 923,137: 150,646 11,607 466,990 276,726 409,636 894,362 888,233: 28,776 34,904
Old : 923,137: 150,646 11,607 466,990 276,726 409,636 894,362 888,233: 28,776 34,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 39,892: 8,389 -406 29,167 9,772 14,026 47,327 42,788: -7,435 -2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 1.3 50.6 30.0 44.4 96.9 96.2: 3.1 3.8
Old : 100.0: 16.3 1.3 50.6 30.0 44.4 96.9 96.2: 3.1 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 : 88: 30 9 34 43 41 80 79:
Old : 88: 30 9 34 43 41 80 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 : 41.3 34.4 54.5 51.9 11.2 16.0 16.8 24.5
Old : 41.3 34.4 54.5 51.9 11.2 16.0 16.8 24.5
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 16, 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 : 37,653: 14,180 7,133 2,879 15,767 16,600 32,826 26,611: 4,827 11,042
Old : 37,653: 14,180 7,133 2,879 15,767 16,600 32,826 26,611: 4,827 11,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 4,520: 464 147 2,500 112 491 3,076 3,139: 1,444 1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 18.9 7.6 41.9 44.1 87.2 70.7: 12.8 29.3
Old : 100.0: 37.7 18.9 7.6 41.9 44.1 87.2 70.7: 12.8 29.3
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 : 52: 15 13 9 18 15 37 33:
Old : 52: 15 13 9 18 15 37 33:
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 : 35.2 31.8 51.7 46.1 31.0 29.3 47.2 41.5
Old : 35.2 31.8 51.7 46.1 31.0 29.3 47.2 41.5
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 16, 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 : 132,922: 32,098 24,098 9,024 71,991 81,140 113,113 114,262: 19,808 18,659
Old : 132,922: 32,098 24,098 9,024 71,991 81,140 113,113 114,262: 19,808 18,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 23,518: 5,624 -1,489 7,227 -412 8,998 12,439 14,736: 11,079 8,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 18.1 6.8 54.2 61.0 85.1 86.0: 14.9 14.0
Old : 100.0: 24.1 18.1 6.8 54.2 61.0 85.1 86.0: 14.9 14.0
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 : 109: 35 23 23 36 32 81 69:
Old : 109: 35 23 23 36 32 81 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 32.1 42.0 48.3 23.8 23.7 32.9 36.6
Old : 30.6 32.1 42.0 48.3 23.8 23.7 32.9 36.6
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 16, 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 : 30,386: 12,659 7,944 182 13,809 18,642 26,650 26,768: 3,736 3,618
Old : 30,386: 12,659 7,944 182 13,809 18,642 26,650 26,768: 3,736 3,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -7,827: -8,432 -62 -1,047 -1,776 -10,073 -11,255 -11,182: 3,428 3,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 26.1 0.6 45.4 61.4 87.7 88.1: 12.3 11.9
Old : 100.0: 41.7 26.1 0.6 45.4 61.4 87.7 88.1: 12.3 11.9
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 : 34: 10 9 3 9 12 21 22:
Old : 34: 10 9 3 9 12 21 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 : 70.8 73.6 82.3 83.6 70.3 69.3 79.9 79.3
Old : 70.8 73.6 82.3 83.6 70.3 69.3 79.9 79.3
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 16, 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 : 54,298: 32,244 3,549 1,601 20,207 49,093 54,052 54,243: 246 55
Old : 54,298: 32,244 3,549 1,601 20,207 49,093 54,052 54,243: 246 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -14,335: -8,188 -221 -67 -4,995 -12,993 -13,250 -13,281: -1,085 -1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 6.5 2.9 37.2 90.4 99.5 99.9: 0.5 0.1
Old : 100.0: 59.4 6.5 2.9 37.2 90.4 99.5 99.9: 0.5 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 : 33: 12 6 2 10 7 23 14:
Old : 33: 12 6 2 10 7 23 14:
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 : 82.7 87.4 92.6 98.7 73.6 86.5 83.5 89.6
Old : 82.7 87.4 92.6 98.7 73.6 86.5 83.5 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2008