WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 352,949: 60,903 53,219 104,855 160,555 147,469 326,313 305,544: 26,636 47,405
Old : 221,351: 44,305 45,844 64,331 96,202 83,344 204,838 193,518: 16,513 27,832
Other: 131,598: 28,098 18,875 29,025 64,353 64,125 121,475 112,025: 10,123 19,573
: : :
: : Changes in Commitments from: January 6, 2009 :
: 7,785: -895 4,080 6,969 2,689 -3,983 8,764 7,066: -979 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.1 29.7 45.5 41.8 92.5 86.6: 7.5 13.4
Old : 100.0: 20.0 20.7 29.1 43.5 37.7 92.5 87.4: 7.5 12.6
Other: 100.0: 21.4 14.3 22.1 48.9 48.7 92.3 85.1: 7.7 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 71 118 126 80 97 245 265:
Old : 292: 74 112 95 70 83 216 226:
Other: 201: 48 59 64 51 84 135 177:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 13.2 33.1 22.0 16.7 11.1 27.6 16.2
Old : 22.4 14.7 33.7 24.2 22.0 12.6 32.1 19.7
Other: 40.6 15.0 52.5 24.8 39.8 12.2 46.7 17.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,270,167: 126,067 98,765 450,528 553,947 504,944 1,130,543 1,054,237: 139,624 215,929
Old : 957,555: 97,878 104,465 343,250 402,625 354,214 843,753 801,929: 113,801 155,626
Other: 312,612: 60,340 26,451 75,128 151,322 150,730 286,789 252,308: 25,823 60,304
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,143: -1,964 10,340 15,045 -2,344 -34,310 10,737 -8,925: -9,594 10,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.8 35.5 43.6 39.8 89.0 83.0: 11.0 17.0
Old : 100.0: 10.2 10.9 35.8 42.0 37.0 88.1 83.7: 11.9 16.3
Other: 100.0: 19.3 8.5 24.0 48.4 48.2 91.7 80.7: 8.3 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 149 154 230 238 262 504 549:
Old : 605: 148 157 215 229 256 482 532:
Other: 372: 65 77 64 96 191 192 302:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 15.8 22.3 22.5 7.9 6.8 13.5 10.0
Old : 13.3 14.3 20.8 21.5 8.7 6.1 14.2 9.8
Other: 25.1 21.4 40.2 30.9 19.8 10.3 30.5 14.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,444: 726 1,732 1,200 14,432 13,023 16,357 15,955: 2,087 2,489
Old : 11,554: 767 1,738 922 8,243 7,042 9,931 9,702: 1,622 1,851
Other: 6,891: 33 68 204 6,189 5,981 6,426 6,253: 465 638
: : :
: : Changes in Commitments from: January 6, 2009 :
: 580: 60 78 27 586 470 673 575: -93 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 9.4 6.5 78.2 70.6 88.7 86.5: 11.3 13.5
Old : 100.0: 6.6 15.0 8.0 71.3 61.0 86.0 84.0: 14.0 16.0
Other: 100.0: 0.5 1.0 3.0 89.8 86.8 93.3 90.7: 6.7 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 11 7 22 16 33 31:
Old : 43: 9 10 5 21 13 31 27:
Other: 22: 2 3 3 10 11 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 : 45.7 56.0 63.5 66.6 36.9 39.5 50.1 48.5
Old : 40.0 45.4 55.8 60.6 39.9 37.4 53.3 51.4
Other: 71.8 73.8 86.9 86.4 49.8 45.7 54.9 51.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 413,270: 61,733 19,345 141,396 165,700 186,742 368,829 347,483: 44,441 65,788
Old : 330,536: 55,513 21,397 104,736 131,724 157,770 291,974 283,904: 38,562 46,632
Other: 82,734: 20,043 11,772 22,836 33,976 28,971 76,855 63,579: 5,879 19,155
: : :
: : Changes in Commitments from: January 6, 2009 :
: 17,340: 6,098 -7 13,347 2,378 1,989 21,823 15,329: -4,483 2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 4.7 34.2 40.1 45.2 89.2 84.1: 10.8 15.9
Old : 100.0: 16.8 6.5 31.7 39.9 47.7 88.3 85.9: 11.7 14.1
Other: 100.0: 24.2 14.2 27.6 41.1 35.0 92.9 76.8: 7.1 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 110 73 132 101 121 275 279:
Old : 318: 105 75 124 94 110 257 263:
Other: 189: 46 44 43 49 83 121 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 26.7 28.7 36.4 10.7 15.2 16.9 19.8
Old : 20.0 27.7 28.8 38.9 13.1 17.9 20.4 24.2
Other: 35.3 30.5 52.0 40.4 25.3 14.7 31.6 19.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 11,574: 7,303 1,477 945 0 1,130 8,248 3,552: 3,326 8,022
Old : 7,771: 4,161 1,639 726 0 534 4,887 2,899: 2,884 4,872
Other: 3,803: 3,354 50 7 0 596 3,361 653: 442 3,150
: : :
: : Changes in Commitments from: January 6, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 12.8 8.2 0.0 9.8 71.3 30.7: 28.7 69.3
Old : 100.0: 53.5 21.1 9.3 0.0 6.9 62.9 37.3: 37.1 62.7
Other: 100.0: 88.2 1.3 0.2 0.0 15.7 88.4 17.2: 11.6 82.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 7 10 0 3 14 18:
Old : 22: 11 8 9 0 3 13 18:
Other: 15: 10 2 3 0 3 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 46.1 13.1 60.6 22.0 43.7 13.1 57.4 20.8
Old : 36.2 15.2 53.8 26.4 33.9 15.2 49.5 24.1
Other: 66.2 16.9 86.8 17.2 66.1 16.9 86.6 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 240,463: 15,490 23,127 64,087 136,291 132,381 215,869 219,596: 24,594 20,866
Old : 211,711: 20,458 26,174 46,329 123,115 119,600 189,901 192,102: 21,810 19,609
Other: 28,751: 4,444 6,365 8,347 13,176 12,781 25,967 27,494: 2,784 1,258
: : :
: : Changes in Commitments from: January 6, 2009 :
: 3,710: -2,189 -5,242 2,105 4,535 6,527 4,450 3,390: -740 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.6 26.7 56.7 55.1 89.8 91.3: 10.2 8.7
Old : 100.0: 9.7 12.4 21.9 58.2 56.5 89.7 90.7: 10.3 9.3
Other: 100.0: 15.5 22.1 29.0 45.8 44.5 90.3 95.6: 9.7 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 31 37 64 65 65 144 146:
Old : 176: 43 38 62 62 63 139 144:
Other: 74: 9 23 18 33 17 57 44:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 22.6 32.3 36.0 14.2 15.4 22.5 22.3
Old : 19.0 24.4 30.9 36.6 15.0 18.4 24.3 25.5
Other: 50.7 55.0 68.4 67.8 36.6 33.7 47.0 44.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 824,786: 62,560 140,802 53,863 588,637 471,452 705,060 666,117: 119,726 158,669
Old : 824,786: 62,560 140,802 53,863 588,637 471,452 705,060 666,117: 119,726 158,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -3,824: 5,400 -16,182 481 7,736 12,458 13,618 -3,242: -17,441 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 17.1 6.5 71.4 57.2 85.5 80.8: 14.5 19.2
Old : 100.0: 7.6 17.1 6.5 71.4 57.2 85.5 80.8: 14.5 19.2
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 : 148: 25 32 33 61 79 105 125:
Old : 148: 25 32 33 61 79 105 125:
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 : 32.2 18.2 44.3 25.5 30.1 17.9 40.9 25.2
Old : 32.2 18.2 44.3 25.5 30.1 17.9 40.9 25.2
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, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 134,946: 21,075 6,868 28,706 59,051 81,685 108,832 117,260: 26,114 17,686
Old : 120,217: 20,302 8,208 23,831 52,059 71,597 96,191 103,636: 24,026 16,581
Other: 14,729: 2,630 516 3,019 6,992 10,089 12,641 13,624: 2,088 1,105
: : :
: : Changes in Commitments from: January 6, 2009 :
: -237: 117 -1,152 67 -631 2,822 -447 1,736: 211 -1,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.1 21.3 43.8 60.5 80.6 86.9: 19.4 13.1
Old : 100.0: 16.9 6.8 19.8 43.3 59.6 80.0 86.2: 20.0 13.8
Other: 100.0: 17.9 3.5 20.5 47.5 68.5 85.8 92.5: 14.2 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 38 24 39 57 55 122 100:
Old : 147: 39 29 39 55 54 120 99:
Other: 61: 17 10 15 27 15 50 35:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 31.4 26.4 43.4 12.5 27.9 19.9 35.1
Old : 17.8 33.3 27.3 43.1 16.5 29.6 24.1 37.4
Other: 26.3 55.7 42.0 69.0 25.2 52.1 37.1 61.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,331: 1,129 581 428 3,865 3,900 5,423 4,909: 908 1,421
Old : 5,788: 1,119 573 363 3,433 3,588 4,915 4,524: 873 1,264
Other: 543: 10 8 65 432 312 508 385: 35 157
: : :
: : Changes in Commitments from: January 6, 2009 :
: -222: 4 33 -19 -172 -334 -187 -320: -34 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.2 6.8 61.1 61.6 85.7 77.5: 14.3 22.5
Old : 100.0: 19.3 9.9 6.3 59.3 62.0 84.9 78.2: 15.1 21.8
Other: 100.0: 1.8 1.4 12.1 79.7 57.5 93.6 71.0: 6.4 29.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 11 5 18 16 28 29:
Old : 47: 8 10 5 18 15 28 28:
Other: 12: 2 3 4 3 5 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 38.1 44.1 55.4 56.4 38.1 44.1 54.8 53.5
Old : 36.0 45.4 54.2 58.2 36.0 45.4 54.2 55.7
Other: 90.6 56.9 93.6 70.4 63.1 39.4 63.1 40.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 550,026: 64,476 79,166 19,573 379,879 374,357 463,929 473,097: 86,097 76,929
Old : 550,026: 64,476 79,166 19,573 379,879 374,357 463,929 473,097: 86,097 76,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 25,718: 85 -7,945 8,497 959 19,359 9,541 19,911: 16,177 5,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.4 3.6 69.1 68.1 84.3 86.0: 15.7 14.0
Old : 100.0: 11.7 14.4 3.6 69.1 68.1 84.3 86.0: 15.7 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 : 146: 26 28 16 66 71 97 110:
Old : 146: 26 28 16 66 71 97 110:
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 : 25.8 29.9 36.9 38.9 23.9 21.8 31.1 29.7
Old : 25.8 29.9 36.9 38.9 23.9 21.8 31.1 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,347,005: 130,152 112,067 156,917 846,516 791,896 1,133,585 1,060,880: 213,420 286,125
Old : 1,347,005: 130,152 112,067 156,917 846,516 791,896 1,133,585 1,060,880: 213,420 286,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 18,402: -27,293 -22,884 11,608 32,791 19,965 17,106 8,688: 1,297 9,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.3 11.6 62.8 58.8 84.2 78.8: 15.8 21.2
Old : 100.0: 9.7 8.3 11.6 62.8 58.8 84.2 78.8: 15.8 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 : 200: 43 40 57 89 101 158 172:
Old : 200: 43 40 57 89 101 158 172:
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 18.2 32.6 26.3 22.4 14.0 29.9 19.5
Old : 23.4 18.2 32.6 26.3 22.4 14.0 29.9 19.5
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, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,099,017: 96,303 154,910 57,915 762,345 698,523 916,563 911,348: 182,455 187,669
Old : 1,099,017: 96,303 154,910 57,915 762,345 698,523 916,563 911,348: 182,455 187,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 8,194: -9,122 8,103 6,779 11,709 -8,996 9,366 5,886: -1,172 2,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.1 5.3 69.4 63.6 83.4 82.9: 16.6 17.1
Old : 100.0: 8.8 14.1 5.3 69.4 63.6 83.4 82.9: 16.6 17.1
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 : 151: 26 36 32 73 68 116 119:
Old : 151: 26 36 32 73 68 116 119:
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 : 30.2 37.5 41.7 45.1 21.4 25.8 28.0 31.4
Old : 30.2 37.5 41.7 45.1 21.4 25.8 28.0 31.4
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, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 708,113: 160,834 16,033 335,779 177,198 320,688 673,811 672,500: 34,302 35,613
Old : 708,113: 160,834 16,033 335,779 177,198 320,688 673,811 672,500: 34,302 35,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 7,321: 1,786 1,481 1,252 2,614 4,895 5,652 7,628: 1,669 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 2.3 47.4 25.0 45.3 95.2 95.0: 4.8 5.0
Old : 100.0: 22.7 2.3 47.4 25.0 45.3 95.2 95.0: 4.8 5.0
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 : 76: 27 11 32 33 28 71 63:
Old : 76: 27 11 32 33 28 71 63:
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 : 40.2 37.4 57.1 54.7 16.1 19.6 22.0 28.0
Old : 40.2 37.4 57.1 54.7 16.1 19.6 22.0 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,583: 3,533 3,692 0 5,765 5,379 9,298 9,071: 3,285 3,511
Old : 12,583: 3,533 3,692 0 5,765 5,379 9,298 9,071: 3,285 3,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,150: 581 -21 -12 71 3,121 640 3,088: 1,510 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 29.3 0.0 45.8 42.8 73.9 72.1: 26.1 27.9
Old : 100.0: 28.1 29.3 0.0 45.8 42.8 73.9 72.1: 26.1 27.9
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 : 27: 4 7 0 13 6 17 13:
Old : 27: 4 7 0 13 6 17 13:
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 : 42.1 54.0 56.2 64.4 42.1 54.0 56.2 64.4
Old : 42.1 54.0 56.2 64.4 42.1 54.0 56.2 64.4
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, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,421: 19,780 11,290 638 36,381 42,926 56,799 54,854: 13,622 15,567
Old : 70,421: 19,780 11,290 638 36,381 42,926 56,799 54,854: 13,622 15,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,333: -1,009 999 115 -970 795 -1,865 1,910: 3,198 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.0 0.9 51.7 61.0 80.7 77.9: 19.3 22.1
Old : 100.0: 28.1 16.0 0.9 51.7 61.0 80.7 77.9: 19.3 22.1
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 : 81: 25 16 5 27 22 53 42:
Old : 81: 25 16 5 27 22 53 42:
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 : 26.9 34.4 41.2 51.8 22.5 28.0 33.8 40.0
Old : 26.9 34.4 41.2 51.8 22.5 28.0 33.8 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,319: 14,701 9,814 212 13,142 18,089 28,055 28,115: 264 204
Old : 28,319: 14,701 9,814 212 13,142 18,089 28,055 28,115: 264 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -2,701: -2,996 2,720 25 231 -5,519 -2,740 -2,774: 39 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 34.7 0.7 46.4 63.9 99.1 99.3: 0.9 0.7
Old : 100.0: 51.9 34.7 0.7 46.4 63.9 99.1 99.3: 0.9 0.7
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 : 39: 11 12 3 9 13 22 26:
Old : 39: 11 12 3 9 13 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 75.0 92.2 90.2 81.5 73.9 91.5 89.0
Old : 82.1 75.0 92.2 90.2 81.5 73.9 91.5 89.0
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, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,446: 24,126 948 1,702 18,582 42,344 44,410 44,994: 4,036 3,452
Old : 48,446: 24,126 948 1,702 18,582 42,344 44,410 44,994: 4,036 3,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -1,720: -7,303 -196 39 1,876 -4,984 -5,388 -5,141: 3,668 3,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 2.0 3.5 38.4 87.4 91.7 92.9: 8.3 7.1
Old : 100.0: 49.8 2.0 3.5 38.4 87.4 91.7 92.9: 8.3 7.1
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: 13 6 3 11 7 24 16:
Old : 33: 13 6 3 11 7 24 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 : 58.1 81.7 80.2 91.2 54.7 75.7 72.6 80.4
Old : 58.1 81.7 80.2 91.2 54.7 75.7 72.6 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2009