WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 9, 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 : 252,104: 55,151 72,830 36,860 139,194 98,756 231,205 208,446: 20,899 43,658
Old : 160,012: 47,851 63,933 11,655 86,057 56,387 145,563 131,975: 14,449 28,037
Other: 92,092: 26,500 28,097 6,005 53,137 42,369 85,642 76,471: 6,450 15,621
: : :
: : Changes in Commitments from: December 2, 2008 :
: -2,379: 1,744 4,438 -1,304 -2,355 -6,524 -1,915 -3,390: -464 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 28.9 14.6 55.2 39.2 91.7 82.7: 8.3 17.3
Old : 100.0: 29.9 40.0 7.3 53.8 35.2 91.0 82.5: 9.0 17.5
Other: 100.0: 28.8 30.5 6.5 57.7 46.0 93.0 83.0: 7.0 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 49 118 90 62 85 184 239:
Old : 267: 66 100 49 55 66 153 189:
Other: 185: 33 61 30 40 78 91 157:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 12.7 39.3 20.2 20.9 10.5 34.8 16.6
Old : 25.8 16.3 39.1 25.4 25.8 15.8 39.1 24.9
Other: 55.7 14.3 67.1 23.6 55.3 12.3 65.1 20.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 9, 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 : 823,600: 158,191 129,700 113,484 441,493 410,132 713,168 653,316: 110,432 170,284
Old : 639,011: 119,145 127,113 80,742 344,433 304,826 544,320 512,681: 94,691 126,330
Other: 184,589: 65,749 29,290 6,039 97,060 105,306 168,848 140,635: 15,741 43,954
: : :
: : Changes in Commitments from: December 2, 2008 :
: -25,082: 7,575 99 -10,249 -18,891 -14,002 -21,565 -24,152: -3,517 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 15.7 13.8 53.6 49.8 86.6 79.3: 13.4 20.7
Old : 100.0: 18.6 19.9 12.6 53.9 47.7 85.2 80.2: 14.8 19.8
Other: 100.0: 35.6 15.9 3.3 52.6 57.0 91.5 76.2: 8.5 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 116 154 114 194 248 384 467:
Old : 574: 121 150 98 189 231 364 436:
Other: 348: 56 57 18 69 197 133 265:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 15.7 22.7 22.4 12.2 15.4 21.0 20.4
Old : 12.9 15.1 21.7 22.2 12.9 14.7 21.1 20.0
Other: 34.6 21.5 53.4 29.6 34.6 21.3 53.0 28.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 9, 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 : 16,702: 1,071 1,813 167 14,229 12,733 15,467 14,713: 1,235 1,989
Old : 9,035: 1,008 1,813 69 6,958 5,600 8,035 7,482: 1,000 1,553
Other: 7,667: 153 90 8 7,271 7,133 7,432 7,231: 235 436
: : :
: : Changes in Commitments from: December 2, 2008 :
: -326: -49 -254 3 -255 -164 -301 -415: -25 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.9 1.0 85.2 76.2 92.6 88.1: 7.4 11.9
Old : 100.0: 11.2 20.1 0.8 77.0 62.0 88.9 82.8: 11.1 17.2
Other: 100.0: 2.0 1.2 0.1 94.8 93.0 96.9 94.3: 3.1 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 9 4 20 12 31 25:
Old : 40: 10 9 2 18 8 28 19:
Other: 22: 4 2 1 10 10 14 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 62.9 71.6 74.9 38.6 38.3 49.7 49.0
Old : 45.7 54.7 62.0 69.8 43.9 46.0 56.8 59.1
Other: 83.9 81.7 93.6 92.3 59.7 59.4 67.6 64.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 9, 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 : 316,006: 58,676 37,788 51,729 164,513 165,825 274,918 255,342: 41,088 60,664
Old : 267,574: 55,558 38,487 36,203 138,071 144,794 229,832 219,484: 37,742 48,090
Other: 48,432: 16,509 12,692 2,135 26,442 21,031 45,086 35,858: 3,346 12,574
: : :
: : Changes in Commitments from: December 2, 2008 :
: -322: 1,501 1,947 -3,410 5,044 2,736 3,135 1,273: -3,457 -1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.0 16.4 52.1 52.5 87.0 80.8: 13.0 19.2
Old : 100.0: 20.8 14.4 13.5 51.6 54.1 85.9 82.0: 14.1 18.0
Other: 100.0: 34.1 26.2 4.4 54.6 43.4 93.1 74.0: 6.9 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 86 89 91 90 107 235 253:
Old : 320: 92 90 84 88 100 227 241:
Other: 161: 29 41 11 34 70 70 117:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 22.0 24.9 32.6 13.5 17.2 22.3 22.8
Old : 16.6 23.6 27.9 33.6 15.4 21.5 25.3 29.0
Other: 42.2 29.4 60.9 38.5 42.2 29.3 58.1 37.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 9, 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 : 219,283: 11,940 29,767 42,304 140,860 120,123 195,104 192,194: 24,179 27,089
Old : 188,851: 12,599 32,448 27,476 127,347 103,285 167,422 163,209: 21,429 25,642
Other: 30,432: 5,081 3,059 9,088 13,513 16,838 27,682 28,985: 2,750 1,447
: : :
: : Changes in Commitments from: December 2, 2008 :
: -16,217: -2,637 2,402 -6,591 -9,131 -13,062 -18,359 -17,251: 2,142 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 13.6 19.3 64.2 54.8 89.0 87.6: 11.0 12.4
Old : 100.0: 6.7 17.2 14.5 67.4 54.7 88.7 86.4: 11.3 13.6
Other: 100.0: 16.7 10.1 29.9 44.4 55.3 91.0 95.2: 9.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 26 45 56 57 55 123 140:
Old : 170: 31 51 52 55 52 119 135:
Other: 64: 13 13 13 28 15 48 36:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 22.5 37.8 36.6 17.1 18.0 26.4 25.1
Old : 25.4 23.5 37.0 35.7 22.9 18.9 33.3 28.5
Other: 52.0 64.8 69.2 76.7 38.1 43.2 47.7 51.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 9, 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 : 760,912: 52,682 156,870 4,176 594,929 461,941 651,787 622,987: 109,125 137,925
Old : 760,912: 52,682 156,870 4,176 594,929 461,941 651,787 622,987: 109,125 137,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 23,198: 1,760 -5,843 -1,874 28,710 43,959 28,596 36,242: -5,398 -13,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 20.6 0.5 78.2 60.7 85.7 81.9: 14.3 18.1
Old : 100.0: 6.9 20.6 0.5 78.2 60.7 85.7 81.9: 14.3 18.1
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 : 155: 21 38 12 67 80 97 121:
Old : 155: 21 38 12 67 80 97 121:
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 : 33.2 18.2 48.6 27.2 30.7 18.2 42.4 25.9
Old : 33.2 18.2 48.6 27.2 30.7 18.2 42.4 25.9
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 - Futures Only, December 9, 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 : 127,927: 15,653 15,127 18,643 70,068 71,601 104,364 105,371: 23,563 22,556
Old : 115,193: 14,744 17,078 14,280 64,459 62,018 93,483 93,376: 21,710 21,817
Other: 12,734: 3,370 510 1,902 5,609 9,583 10,881 11,995: 1,853 739
: : :
: : Changes in Commitments from: December 2, 2008 :
: -1,402: -171 2,039 504 -1,348 -3,586 -1,015 -1,043: -387 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.8 14.6 54.8 56.0 81.6 82.4: 18.4 17.6
Old : 100.0: 12.8 14.8 12.4 56.0 53.8 81.2 81.1: 18.8 18.9
Other: 100.0: 26.5 4.0 14.9 44.0 75.3 85.4 94.2: 14.6 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 22 29 37 52 47 103 99:
Old : 132: 25 34 36 52 47 102 99:
Other: 55: 18 7 9 21 11 43 25:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 29.2 28.7 40.1 17.7 22.5 25.5 31.6
Old : 20.3 26.6 30.6 37.3 19.0 19.3 26.3 29.1
Other: 29.1 61.9 46.9 77.1 28.3 59.0 44.7 70.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 9, 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 : 7,009: 1,514 804 343 4,070 3,938 5,927 5,085: 1,082 1,924
Old : 6,609: 1,532 811 276 3,778 3,794 5,586 4,881: 1,023 1,728
Other: 400: 16 27 33 292 144 341 204: 59 196
: : :
: : Changes in Commitments from: December 2, 2008 :
: -55: 53 -1 -60 -142 90 -149 29: 94 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.5 4.9 58.1 56.2 84.6 72.5: 15.4 27.5
Old : 100.0: 23.2 12.3 4.2 57.2 57.4 84.5 73.9: 15.5 26.1
Other: 100.0: 4.0 6.8 8.3 73.0 36.0 85.3 51.0: 14.8 49.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 8 4 18 17 27 28:
Old : 44: 8 8 4 18 16 27 27:
Other: 7: 3 1 3 2 2 6 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 40.9 50.2 54.4 33.3 40.9 47.3 51.0
Old : 32.9 42.7 50.1 56.4 32.4 42.7 47.3 53.4
Other: 82.0 49.8 85.3 51.0 52.0 17.8 52.0 17.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 9, 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 : 474,926: 60,192 53,237 5,256 331,153 337,186 396,601 395,679: 78,325 79,247
Old : 474,926: 60,192 53,237 5,256 331,153 337,186 396,601 395,679: 78,325 79,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -21,222: -9,689 -33,600 -254 -766 27,082 -10,709 -6,772: -10,513 -14,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.2 1.1 69.7 71.0 83.5 83.3: 16.5 16.7
Old : 100.0: 12.7 11.2 1.1 69.7 71.0 83.5 83.3: 16.5 16.7
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 : 143: 21 23 9 72 71 98 98:
Old : 143: 21 23 9 72 71 98 98:
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 : 22.8 28.1 33.6 36.8 18.3 22.1 25.3 28.4
Old : 22.8 28.1 33.6 36.8 18.3 22.1 25.3 28.4
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 - Futures Only, December 9, 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 : 1,096,954: 151,521 140,138 15,332 735,835 685,370 902,688 840,840: 194,266 256,114
Old : 1,096,954: 151,521 140,138 15,332 735,835 685,370 902,688 840,840: 194,266 256,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -23,914: -4,212 923 1,035 1,553 -26,895 -1,624 -24,937: -22,290 1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.8 1.4 67.1 62.5 82.3 76.7: 17.7 23.3
Old : 100.0: 13.8 12.8 1.4 67.1 62.5 82.3 76.7: 17.7 23.3
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 : 174: 31 38 20 70 81 113 127:
Old : 174: 31 38 20 70 81 113 127:
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 : 26.1 24.4 38.7 31.2 22.8 18.1 32.9 24.1
Old : 26.1 24.4 38.7 31.2 22.8 18.1 32.9 24.1
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 - Futures Only, December 9, 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 : 1,065,631: 203,020 125,092 11,030 683,620 749,228 897,670 885,350: 167,961 180,281
Old : 1,065,631: 203,020 125,092 11,030 683,620 749,228 897,670 885,350: 167,961 180,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -15,354: -35,348 -17,750 -6,744 12,653 9,382 -29,439 -15,112: 14,085 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 11.7 1.0 64.2 70.3 84.2 83.1: 15.8 16.9
Old : 100.0: 19.1 11.7 1.0 64.2 70.3 84.2 83.1: 15.8 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 : 152: 37 24 14 75 60 117 93:
Old : 152: 37 24 14 75 60 117 93:
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 : 28.7 41.9 42.5 50.1 19.2 27.9 28.8 34.4
Old : 28.7 41.9 42.5 50.1 19.2 27.9 28.8 34.4
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 - Futures Only, December 9, 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 : 399,970: 178,174 20,308 29,681 162,081 318,778 369,936 368,767: 30,034 31,203
Old : 399,970: 178,174 20,308 29,681 162,081 318,778 369,936 368,767: 30,034 31,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 14,193: 4,184 -2,046 6,275 4,354 13,444 14,813 17,673: -620 -3,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 5.1 7.4 40.5 79.7 92.5 92.2: 7.5 7.8
Old : 100.0: 44.5 5.1 7.4 40.5 79.7 92.5 92.2: 7.5 7.8
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 : 87: 27 10 25 37 40 74 68:
Old : 87: 27 10 25 37 40 74 68:
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 : 29.9 39.9 43.2 63.3 27.1 38.7 39.9 57.9
Old : 29.9 39.9 43.2 63.3 27.1 38.7 39.9 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, December 9, 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 : 32,085: 13,716 7,074 198 15,133 15,557 29,047 22,829: 3,038 9,256
Old : 32,085: 13,716 7,074 198 15,133 15,557 29,047 22,829: 3,038 9,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -616: -431 371 47 516 -365 132 53: -748 -669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 22.0 0.6 47.2 48.5 90.5 71.2: 9.5 28.8
Old : 100.0: 42.7 22.0 0.6 47.2 48.5 90.5 71.2: 9.5 28.8
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 : 46: 14 12 5 14 10 29 26:
Old : 46: 14 12 5 14 10 29 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 : 39.9 37.4 59.1 52.6 36.1 34.4 55.2 48.9
Old : 39.9 37.4 59.1 52.6 36.1 34.4 55.2 48.9
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 - Futures Only, December 9, 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 : 96,169: 26,686 25,669 839 60,255 60,001 87,780 86,509: 8,389 9,660
Old : 96,169: 26,686 25,669 839 60,255 60,001 87,780 86,509: 8,389 9,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -6,114: 671 229 26 -1,046 1,067 -349 1,322: -5,765 -7,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 26.7 0.9 62.7 62.4 91.3 90.0: 8.7 10.0
Old : 100.0: 27.7 26.7 0.9 62.7 62.4 91.3 90.0: 8.7 10.0
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 : 105: 30 28 9 29 27 64 59:
Old : 105: 30 28 9 29 27 64 59:
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 : 39.4 36.0 52.5 52.1 33.4 35.1 45.7 48.7
Old : 39.4 36.0 52.5 52.1 33.4 35.1 45.7 48.7
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 - Futures Only, December 9, 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 : 38,213: 21,091 8,006 1,229 15,585 28,715 37,905 37,950: 308 263
Old : 38,213: 21,091 8,006 1,229 15,585 28,715 37,905 37,950: 308 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 7,239: 2,915 -702 565 3,722 7,397 7,202 7,260: 37 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 21.0 3.2 40.8 75.1 99.2 99.3: 0.8 0.7
Old : 100.0: 55.2 21.0 3.2 40.8 75.1 99.2 99.3: 0.8 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 : 35: 11 8 4 12 15 25 25:
Old : 35: 11 8 4 12 15 25 25:
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 : 77.2 75.8 91.4 92.2 54.9 59.0 63.3 65.9
Old : 77.2 75.8 91.4 92.2 54.9 59.0 63.3 65.9
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 - Futures Only, December 9, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 68,633: 40,432 3,770 1,668 25,202 62,086 67,302 67,524: 1,331 1,109
Old : 68,633: 40,432 3,770 1,668 25,202 62,086 67,302 67,524: 1,331 1,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 359: -1,836 -321 76 1,051 -423 -709 -668: 1,068 1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 5.5 2.4 36.7 90.5 98.1 98.4: 1.9 1.6
Old : 100.0: 58.9 5.5 2.4 36.7 90.5 98.1 98.4: 1.9 1.6
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 : 34: 11 7 3 14 7 26 16:
Old : 34: 11 7 3 14 7 26 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 : 78.1 87.9 90.7 97.0 70.7 80.0 77.9 82.8
Old : 78.1 87.9 90.7 97.0 70.7 80.0 77.9 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2008