WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 321,218: 59,443 54,450 88,628 149,265 133,680 297,336 276,758: 23,882 44,460
Old : 201,914: 45,376 45,828 51,243 89,820 77,938 186,439 175,010: 15,475 26,904
Other: 119,304: 27,454 22,008 23,999 59,445 55,742 110,897 101,748: 8,408 17,556
: : :
: : Changes in Commitments from: December 16, 2008 :
: -4,792: 938 115 -3,898 -564 681 -3,523 -3,102: -1,269 -1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 17.0 27.6 46.5 41.6 92.6 86.2: 7.4 13.8
Old : 100.0: 22.5 22.7 25.4 44.5 38.6 92.3 86.7: 7.7 13.3
Other: 100.0: 23.0 18.4 20.1 49.8 46.7 93.0 85.3: 7.0 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 76 97 117 77 99 229 252:
Old : 281: 84 86 94 70 85 206 219:
Other: 189: 36 59 57 49 84 120 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 13.4 33.0 21.6 17.1 11.8 28.5 17.9
Old : 21.1 16.0 32.6 25.2 20.6 15.2 31.7 23.2
Other: 43.2 15.6 54.7 25.2 42.5 13.2 49.9 19.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 1,254,797: 120,083 100,132 428,446 573,215 536,512 1,121,744 1,065,090: 133,053 189,707
Old : 954,811: 92,197 99,703 330,796 422,742 389,158 845,735 819,657: 109,076 135,154
Other: 299,986: 51,753 24,296 73,783 150,473 147,354 276,008 245,433: 23,977 54,553
: : :
: : Changes in Commitments from: December 16, 2008 :
: -25,170: -10,362 -368 -5,088 3,863 -6,639 -11,587 -12,095: -13,582 -13,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 8.0 34.1 45.7 42.8 89.4 84.9: 10.6 15.1
Old : 100.0: 9.7 10.4 34.6 44.3 40.8 88.6 85.8: 11.4 14.2
Other: 100.0: 17.3 8.1 24.6 50.2 49.1 92.0 81.8: 8.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 598: 118 160 209 243 270 492 528:
Old : 588: 132 147 198 237 260 475 508:
Other: 365: 56 71 64 89 205 180 308:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.0 22.0 23.6 8.0 8.5 14.0 12.0
Old : 12.4 16.2 20.0 23.3 8.8 8.7 14.6 12.5
Other: 26.3 21.8 42.1 31.5 21.2 9.9 32.2 13.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 21,650: 777 2,026 1,076 14,352 12,497 16,205 15,599: 5,445 6,051
Old : 12,364: 853 2,028 781 8,126 6,602 9,760 9,411: 2,604 2,953
Other: 9,286: 99 173 120 6,226 5,895 6,445 6,188: 2,841 3,098
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,456: -38 35 22 -416 -373 -431 -315: 3,887 3,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 9.4 5.0 66.3 57.7 74.9 72.1: 25.1 27.9
Old : 100.0: 6.9 16.4 6.3 65.7 53.4 78.9 76.1: 21.1 23.9
Other: 100.0: 1.1 1.9 1.3 67.1 63.5 69.4 66.6: 30.6 33.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 11 8 22 13 34 29:
Old : 41: 9 10 6 21 10 31 25:
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 : 37.8 47.0 54.4 56.6 29.6 30.5 40.5 39.5
Old : 34.2 41.9 52.1 57.7 32.6 32.7 45.9 45.6
Other: 55.1 53.8 64.9 63.4 38.6 33.4 42.4 38.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 420,278: 49,929 24,238 140,564 182,337 191,843 372,830 356,645: 47,447 63,633
Old : 343,944: 46,882 26,695 105,077 148,272 163,098 300,230 294,870: 43,714 49,074
Other: 76,334: 17,220 11,715 21,315 34,066 28,745 72,600 61,775: 3,734 14,559
: : :
: : Changes in Commitments from: December 16, 2008 :
: -21,833: -33 -1,671 -8,379 -9,928 -7,570 -18,339 -17,619: -3,494 -4,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 5.8 33.4 43.4 45.6 88.7 84.9: 11.3 15.1
Old : 100.0: 13.6 7.8 30.6 43.1 47.4 87.3 85.7: 12.7 14.3
Other: 100.0: 22.6 15.3 27.9 44.6 37.7 95.1 80.9: 4.9 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 103 86 152 110 120 296 298:
Old : 336: 106 85 139 107 115 281 287:
Other: 167: 34 44 34 48 74 106 130:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 23.3 27.0 34.6 9.8 13.1 16.6 18.7
Old : 17.2 24.2 26.6 35.6 11.6 16.2 19.1 22.8
Other: 37.7 33.0 57.0 43.2 27.1 14.9 34.3 19.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 254,170: 14,383 35,415 72,720 144,830 126,774 231,934 234,910: 22,236 19,260
Old : 223,301: 18,455 38,009 55,516 129,539 111,705 203,510 205,230: 19,791 18,071
Other: 30,869: 4,603 6,081 8,530 15,291 15,069 28,424 29,680: 2,446 1,189
: : :
: : Changes in Commitments from: December 16, 2008 :
: -7,709: 3,116 8,087 1,038 -11,364 -8,973 -7,210 152: -499 -7,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.9 28.6 57.0 49.9 91.3 92.4: 8.7 7.6
Old : 100.0: 8.3 17.0 24.9 58.0 50.0 91.1 91.9: 8.9 8.1
Other: 100.0: 14.9 19.7 27.6 49.5 48.8 92.1 96.1: 7.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 34 47 72 61 60 145 159:
Old : 189: 42 47 69 60 59 142 157:
Other: 67: 9 17 14 30 16 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 : 19.8 19.9 31.4 33.9 12.6 12.9 19.7 17.7
Old : 19.5 22.4 29.5 34.8 15.8 14.0 23.8 19.8
Other: 56.2 58.8 72.6 72.2 42.9 38.7 52.3 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 918,010: 52,700 178,487 75,485 674,863 504,387 803,048 758,359: 114,962 159,651
Old : 918,010: 52,700 178,487 75,485 674,863 504,387 803,048 758,359: 114,962 159,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 2,412: -4,160 3,846 5,838 4,779 9,857 6,457 19,541: -4,045 -17,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 19.4 8.2 73.5 54.9 87.5 82.6: 12.5 17.4
Old : 100.0: 5.7 19.4 8.2 73.5 54.9 87.5 82.6: 12.5 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 26 48 41 76 87 128 150:
Old : 171: 26 48 41 76 87 128 150:
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 : 30.8 15.0 43.0 22.4 29.0 14.5 39.7 21.8
Old : 30.8 15.0 43.0 22.4 29.0 14.5 39.7 21.8
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, December 22, 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 : 139,650: 17,244 10,955 29,882 65,864 76,770 112,990 117,607: 26,661 22,043
Old : 125,210: 16,339 12,796 24,551 59,549 66,562 100,439 103,909: 24,770 21,301
Other: 14,441: 3,173 428 3,062 6,315 10,208 12,551 13,698: 1,890 743
: : :
: : Changes in Commitments from: December 16, 2008 :
: -1,800: 1,031 -1,301 995 -5,211 -459 -3,186 -765: 1,385 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.8 21.4 47.2 55.0 80.9 84.2: 19.1 15.8
Old : 100.0: 13.0 10.2 19.6 47.6 53.2 80.2 83.0: 19.8 17.0
Other: 100.0: 22.0 3.0 21.2 43.7 70.7 86.9 94.9: 13.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 26 25 41 56 52 113 102:
Old : 139: 30 29 40 55 52 111 102:
Other: 55: 15 9 14 23 13 45 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 : 17.2 27.4 25.7 38.9 16.1 23.3 22.9 30.2
Old : 18.0 25.4 26.3 36.6 16.8 22.9 23.5 29.8
Other: 28.4 55.9 46.1 69.8 25.7 52.4 40.1 62.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 7,586: 1,250 803 712 4,498 4,332 6,461 5,848: 1,125 1,738
Old : 7,174: 1,269 808 661 4,176 4,173 6,107 5,643: 1,067 1,532
Other: 412: 5 20 26 322 159 354 205: 58 207
: : :
: : Changes in Commitments from: December 16, 2008 :
: -198: -33 3 -6 -46 -5 -85 -9: -113 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 10.6 9.4 59.3 57.1 85.2 77.1: 14.8 22.9
Old : 100.0: 17.7 11.3 9.2 58.2 58.2 85.1 78.7: 14.9 21.3
Other: 100.0: 1.3 4.8 6.4 78.2 38.6 85.9 49.8: 14.1 50.2
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 10 6 21 15 32 28:
Old : 46: 7 11 6 21 14 32 27:
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 : 33.0 37.7 51.5 54.7 32.4 37.7 45.3 48.1
Old : 31.6 39.1 51.1 56.5 31.2 39.0 44.9 50.1
Other: 83.7 49.4 85.9 49.8 55.2 19.1 55.2 19.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 538,743: 61,892 77,530 9,422 391,357 372,011 462,672 458,963: 76,071 79,780
Old : 538,743: 61,892 77,530 9,422 391,357 372,011 462,672 458,963: 76,071 79,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,914: -5,736 -572 -1,926 13,342 1,871 5,680 -626: -1,766 4,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.4 1.7 72.6 69.1 85.9 85.2: 14.1 14.8
Old : 100.0: 11.5 14.4 1.7 72.6 69.1 85.9 85.2: 14.1 14.8
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 : 145: 22 24 13 75 75 102 107:
Old : 145: 22 24 13 75 75 102 107:
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 : 29.5 27.6 40.2 37.2 28.7 22.7 36.0 29.8
Old : 29.5 27.6 40.2 37.2 28.7 22.7 36.0 29.8
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 22, 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 : 1,493,033: 147,218 113,341 263,468 881,408 863,719 1,292,093 1,240,527: 200,940 252,505
Old : 1,493,033: 147,218 113,341 263,468 881,408 863,719 1,292,093 1,240,527: 200,940 252,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -15,440: -168 -875 20,443 -24,643 -13,184 -4,369 6,384: -11,071 -21,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.6 17.6 59.0 57.8 86.5 83.1: 13.5 16.9
Old : 100.0: 9.9 7.6 17.6 59.0 57.8 86.5 83.1: 13.5 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 41 39 50 86 97 152 161:
Old : 192: 41 39 50 86 97 152 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 19.1 30.0 25.8 20.1 14.3 27.8 18.5
Old : 20.4 19.1 30.0 25.8 20.1 14.3 27.8 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 1,185,924: 153,132 151,172 67,174 802,211 793,430 1,022,517 1,011,777: 163,406 174,147
Old : 1,185,924: 153,132 151,172 67,174 802,211 793,430 1,022,517 1,011,777: 163,406 174,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -5,752: -16,838 -7,167 -3,791 7,738 -7,132 -12,891 -18,091: 7,139 12,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 12.7 5.7 67.6 66.9 86.2 85.3: 13.8 14.7
Old : 100.0: 12.9 12.7 5.7 67.6 66.9 86.2 85.3: 13.8 14.7
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 : 147: 25 32 29 78 70 119 115:
Old : 147: 25 32 29 78 70 119 115:
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 : 30.7 39.7 42.8 47.9 22.0 25.9 29.8 32.9
Old : 30.7 39.7 42.8 47.9 22.0 25.9 29.8 32.9
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 22, 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 : 891,372: 171,146 11,887 440,731 244,937 406,863 856,814 859,482: 34,557 31,890
Old : 891,372: 171,146 11,887 440,731 244,937 406,863 856,814 859,482: 34,557 31,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -31,766: 20,500 280 -26,258 -31,789 -2,773 -37,547 -28,751: 5,782 -3,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 1.3 49.4 27.5 45.6 96.1 96.4: 3.9 3.6
Old : 100.0: 19.2 1.3 49.4 27.5 45.6 96.1 96.4: 3.9 3.6
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 : 92: 33 9 35 44 41 85 79:
Old : 92: 33 9 35 44 41 85 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 : 41.7 35.1 55.9 54.5 13.3 19.3 19.5 27.5
Old : 41.7 35.1 55.9 54.5 13.3 19.3 19.5 27.5
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 22, 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 : 9,537: 3,166 4,363 0 3,661 1,957 6,827 6,320: 2,710 3,217
Old : 9,537: 3,166 4,363 0 3,661 1,957 6,827 6,320: 2,710 3,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -28,116: -11,014 -2,770 -2,879 -12,106 -14,643 -25,999 -20,291: -2,117 -7,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 45.7 0.0 38.4 20.5 71.6 66.3: 28.4 33.7
Old : 100.0: 33.2 45.7 0.0 38.4 20.5 71.6 66.3: 28.4 33.7
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 : 24: 4 7 0 10 4 14 11:
Old : 24: 4 7 0 10 4 14 11:
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 : 36.6 45.8 53.8 59.8 36.6 45.8 53.8 59.8
Old : 36.6 45.8 53.8 59.8 36.6 45.8 53.8 59.8
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 22, 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 : 58,761: 19,483 8,357 719 27,351 37,231 47,553 46,306: 11,208 12,455
Old : 58,761: 19,483 8,357 719 27,351 37,231 47,553 46,306: 11,208 12,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -74,160: -12,615 -15,741 -8,306 -44,639 -43,909 -65,560 -67,956: -8,600 -6,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.2 1.2 46.5 63.4 80.9 78.8: 19.1 21.2
Old : 100.0: 33.2 14.2 1.2 46.5 63.4 80.9 78.8: 19.1 21.2
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 : 73: 21 15 4 24 23 47 40:
Old : 73: 21 15 4 24 23 47 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 35.5 44.5 49.6 21.6 26.8 33.3 36.6
Old : 27.5 35.5 44.5 49.6 21.6 26.8 33.3 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 22, 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 : 26,289: 11,204 7,656 171 14,728 18,334 26,103 26,161: 186 128
Old : 26,289: 11,204 7,656 171 14,728 18,334 26,103 26,161: 186 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -4,097: -1,455 -288 -11 919 -308 -547 -607: -3,550 -3,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 29.1 0.7 56.0 69.7 99.3 99.5: 0.7 0.5
Old : 100.0: 42.6 29.1 0.7 56.0 69.7 99.3 99.5: 0.7 0.5
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 : 38: 10 9 3 12 13 24 23:
Old : 38: 10 9 3 12 13 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 85.6 92.5 94.5 82.0 80.9 89.8 89.7
Old : 82.4 85.6 92.5 94.5 82.0 80.9 89.8 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 53,176: 31,680 864 1,708 19,543 50,559 52,931 53,131: 245 45
Old : 53,176: 31,680 864 1,708 19,543 50,559 52,931 53,131: 245 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -1,122: -564 -2,685 107 -664 1,466 -1,121 -1,112: -1 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 1.6 3.2 36.8 95.1 99.5 99.9: 0.5 0.1
Old : 100.0: 59.6 1.6 3.2 36.8 95.1 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 3 11 8 23 17:
Old : 33: 12 6 3 11 8 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 85.9 93.1 98.4 74.2 85.5 83.9 88.7
Old : 83.4 85.9 93.1 98.4 74.2 85.5 83.9 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2008