WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 440,958: 50,302 59,132 191,253 169,130 138,562 410,686 388,948: 30,272 52,010
Old : 338,597: 52,190 56,759 145,368 117,706 99,582 315,264 301,708: 23,333 36,889
Other: 102,361: 26,173 30,434 17,825 51,424 38,980 95,422 87,239: 6,939 15,122
: : :
: : Changes in Commitments from: November 4, 2008 :
: 6,447: -4,658 1,855 9,657 1,707 -7,103 6,706 4,408: -259 2,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.4 43.4 38.4 31.4 93.1 88.2: 6.9 11.8
Old : 100.0: 15.4 16.8 42.9 34.8 29.4 93.1 89.1: 6.9 10.9
Other: 100.0: 25.6 29.7 17.4 50.2 38.1 93.2 85.2: 6.8 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 79 118 162 81 95 276 305:
Old : 334: 109 106 139 79 92 266 279:
Other: 194: 32 78 52 45 75 109 179:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 12.5 28.0 20.4 13.0 6.6 21.4 10.7
Old : 15.6 13.7 28.1 23.4 12.2 7.4 19.6 12.2
Other: 46.1 11.6 57.0 20.0 45.5 9.7 53.5 16.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 1,712,370: 128,026 121,987 704,096 725,973 668,941 1,558,095 1,495,025: 154,275 217,345
Old : 1,433,758: 108,419 121,695 603,535 585,868 535,331 1,297,823 1,260,561: 135,935 173,197
Other: 278,612: 55,410 36,097 64,757 140,104 133,610 260,272 234,464: 18,340 44,148
: : :
: : Changes in Commitments from: November 4, 2008 :
: -1,931: -6,761 17,651 12,470 3,053 -20,367 8,761 9,754: -10,692 -11,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.1 41.1 42.4 39.1 91.0 87.3: 9.0 12.7
Old : 100.0: 7.6 8.5 42.1 40.9 37.3 90.5 87.9: 9.5 12.1
Other: 100.0: 19.9 13.0 23.2 50.3 48.0 93.4 84.2: 6.6 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 149 203 287 291 306 625 650:
Old : 722: 177 189 275 288 298 617 629:
Other: 418: 55 102 68 97 222 186 359:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 15.5 21.4 22.0 5.5 5.0 10.2 7.9
Old : 13.0 14.6 20.3 21.7 6.0 4.2 10.3 7.3
Other: 27.1 22.0 42.5 30.5 22.1 11.5 33.4 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 17,158: 1,019 1,992 1,779 12,709 10,831 15,507 14,603: 1,651 2,555
Old : 12,695: 1,144 1,988 1,513 8,541 6,907 11,197 10,408: 1,498 2,287
Other: 4,463: 92 221 50 4,168 3,924 4,310 4,195: 153 268
: : :
: : Changes in Commitments from: November 4, 2008 :
: -649: 116 -203 -400 -220 -117 -504 -721: -145 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.6 10.4 74.1 63.1 90.4 85.1: 9.6 14.9
Old : 100.0: 9.0 15.7 11.9 67.3 54.4 88.2 82.0: 11.8 18.0
Other: 100.0: 2.1 5.0 1.1 93.4 87.9 96.6 94.0: 3.4 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 15 8 17 12 33 31:
Old : 45: 11 14 7 16 11 31 29:
Other: 18: 1 4 3 8 9 12 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 : 46.0 51.4 62.9 63.1 42.2 41.3 52.8 48.0
Old : 42.6 46.6 57.2 57.6 36.1 34.4 47.4 43.3
Other: 82.1 77.1 94.2 90.7 82.1 69.5 85.0 80.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 425,124: 48,394 20,673 142,261 185,070 192,382 375,725 355,316: 49,399 69,808
Old : 352,857: 45,638 23,682 111,107 150,403 159,805 307,149 294,594: 45,708 58,263
Other: 72,267: 16,452 10,687 17,458 34,667 32,577 68,577 60,722: 3,691 11,546
: : :
: : Changes in Commitments from: November 4, 2008 :
: 12,166: -4,664 4,157 11,473 3,173 -8,305 9,982 7,324: 2,185 4,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 4.9 33.5 43.5 45.3 88.4 83.6: 11.6 16.4
Old : 100.0: 12.9 6.7 31.5 42.6 45.3 87.0 83.5: 13.0 16.5
Other: 100.0: 22.8 14.8 24.2 48.0 45.1 94.9 84.0: 5.1 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 101 82 132 106 130 269 298:
Old : 337: 99 87 126 104 129 263 294:
Other: 175: 35 33 31 38 91 88 142:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 23.2 28.9 32.2 10.2 13.1 17.6 16.4
Old : 19.1 23.7 29.2 31.2 11.8 15.7 20.6 20.1
Other: 39.3 38.9 59.2 49.4 29.9 24.2 39.9 29.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 334,827: 12,171 23,340 108,008 194,632 178,599 314,811 309,947: 20,016 24,880
Old : 307,224: 14,792 26,293 92,776 181,329 163,921 288,898 282,990: 18,327 24,234
Other: 27,603: 4,374 4,043 8,236 13,303 14,679 25,913 26,957: 1,689 645
: : :
: : Changes in Commitments from: November 4, 2008 :
: 3,690: -612 -2,038 5,281 2,248 -483 6,916 2,759: -3,227 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.0 32.3 58.1 53.3 94.0 92.6: 6.0 7.4
Old : 100.0: 4.8 8.6 30.2 59.0 53.4 94.0 92.1: 6.0 7.9
Other: 100.0: 15.8 14.6 29.8 48.2 53.2 93.9 97.7: 6.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 36 49 74 72 69 159 167:
Old : 194: 47 49 72 71 67 156 165:
Other: 62: 7 18 14 28 14 46 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 : 21.5 22.0 35.7 35.9 10.7 14.5 16.9 19.9
Old : 21.0 23.4 34.9 35.5 13.1 15.6 19.8 22.2
Other: 61.4 67.4 78.5 80.2 45.3 45.1 54.4 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 849,002: 48,427 143,130 61,465 632,295 484,615 742,187 689,210: 106,815 159,791
Old : 849,002: 48,427 143,130 61,465 632,295 484,615 742,187 689,210: 106,815 159,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 4,171: 2,223 -6,250 17 8,379 590 10,619 -5,642: -6,448 9,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 16.9 7.2 74.5 57.1 87.4 81.2: 12.6 18.8
Old : 100.0: 5.7 16.9 7.2 74.5 57.1 87.4 81.2: 12.6 18.8
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 : 167: 21 38 40 84 93 132 144:
Old : 167: 21 38 40 84 93 132 144:
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 : 26.5 14.1 37.0 22.5 18.7 11.8 27.7 18.8
Old : 26.5 14.1 37.0 22.5 18.7 11.8 27.7 18.8
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, November 11, 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 : 173,536: 19,897 11,086 43,484 82,299 98,400 145,680 152,970: 27,856 20,565
Old : 161,591: 18,907 11,914 40,052 76,461 89,488 135,420 141,454: 26,171 20,137
Other: 11,945: 2,036 218 2,386 5,838 8,913 10,260 11,516: 1,685 428
: : :
: : Changes in Commitments from: November 4, 2008 :
: -8,353: -764 -438 -1,146 -2,551 -4,205 -4,460 -5,789: -3,892 -2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.4 25.1 47.4 56.7 83.9 88.1: 16.1 11.9
Old : 100.0: 11.7 7.4 24.8 47.3 55.4 83.8 87.5: 16.2 12.5
Other: 100.0: 17.0 1.8 20.0 48.9 74.6 85.9 96.4: 14.1 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 37 27 43 69 63 130 117:
Old : 150: 36 34 42 69 63 129 117:
Other: 53: 14 6 14 21 16 42 31:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 28.9 28.3 41.5 14.5 21.8 20.8 30.0
Old : 19.4 28.0 29.4 39.8 15.0 20.8 20.9 28.0
Other: 29.0 59.5 45.4 73.0 27.5 55.4 40.8 64.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 7,363: 1,158 684 844 4,462 4,318 6,464 5,846: 899 1,517
Old : 7,276: 1,158 679 843 4,401 4,289 6,401 5,811: 875 1,465
Other: 86: 1 6 0 61 29 62 35: 24 51
: : :
: : Changes in Commitments from: November 4, 2008 :
: -76: 88 311 -228 52 -210 -88 -126: 12 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 9.3 11.5 60.6 58.6 87.8 79.4: 12.2 20.6
Old : 100.0: 15.9 9.3 11.6 60.5 58.9 88.0 79.9: 12.0 20.1
Other: 100.0: 1.7 6.9 0.0 70.6 33.5 72.2 40.5: 27.8 59.5
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 8 13 6 21 17 33 32:
Old : 49: 8 13 6 21 16 33 31:
Other: 6: 2 1 0 2 2 4 3:
:----------------------------------------------------------------------------------------------------
: 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 41.6 58.1 60.4 39.6 41.0 51.7 50.2
Old : 41.9 41.8 58.1 60.8 39.4 41.3 51.6 50.6
Other: 72.2 40.5 72.2 40.5 59.5 27.8 59.5 27.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 744,603: 134,912 125,945 46,049 462,709 483,035 643,670 655,029: 100,933 89,574
Old : 744,603: 134,912 125,945 46,049 462,709 483,035 643,670 655,029: 100,933 89,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -10,405: -362 -8,178 4,049 3,727 7,818 7,414 3,690: -17,819 -14,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 16.9 6.2 62.1 64.9 86.4 88.0: 13.6 12.0
Old : 100.0: 18.1 16.9 6.2 62.1 64.9 86.4 88.0: 13.6 12.0
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 : 183: 39 30 27 81 84 130 131:
Old : 183: 39 30 27 81 84 130 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 27.6 30.8 38.9 17.8 20.8 25.7 30.8
Old : 19.5 27.6 30.8 38.9 17.8 20.8 25.7 30.8
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, November 11, 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 : 1,619,049: 181,841 146,200 205,154 987,430 962,538 1,374,425 1,313,893: 244,624 305,156
Old : 1,619,049: 181,841 146,200 205,154 987,430 962,538 1,374,425 1,313,893: 244,624 305,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -12,743: -10,243 8,660 6,530 -11,289 -18,187 -15,002 -2,997: 2,258 -9,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 9.0 12.7 61.0 59.5 84.9 81.2: 15.1 18.8
Old : 100.0: 11.2 9.0 12.7 61.0 59.5 84.9 81.2: 15.1 18.8
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 : 202: 37 41 51 95 112 156 180:
Old : 202: 37 41 51 95 112 156 180:
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 : 18.4 18.7 27.9 26.2 14.2 12.5 22.0 18.8
Old : 18.4 18.7 27.9 26.2 14.2 12.5 22.0 18.8
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, November 11, 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 : 1,437,850: 378,901 156,378 80,394 798,119 987,885 1,257,414 1,224,657: 180,436 213,193
Old : 1,437,850: 378,901 156,378 80,394 798,119 987,885 1,257,414 1,224,657: 180,436 213,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -23,481: -7,699 -11,356 5,714 -2,754 5,344 -4,738 -297: -18,742 -23,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 10.9 5.6 55.5 68.7 87.5 85.2: 12.5 14.8
Old : 100.0: 26.4 10.9 5.6 55.5 68.7 87.5 85.2: 12.5 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 : 175: 40 31 34 86 81 137 135:
Old : 175: 40 31 34 86 81 137 135:
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 : 20.9 30.6 32.7 41.6 11.8 19.1 20.9 27.4
Old : 20.9 30.6 32.7 41.6 11.8 19.1 20.9 27.4
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, November 11, 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 : 1,010,742: 159,481 23,053 469,052 342,510 478,496 971,043 970,601: 39,700 40,141
Old : 1,010,742: 159,481 23,053 469,052 342,510 478,496 971,043 970,601: 39,700 40,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -43,552: -13,015 -4,736 -14,844 -11,536 -23,786 -39,395 -43,365: -4,157 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 2.3 46.4 33.9 47.3 96.1 96.0: 3.9 4.0
Old : 100.0: 15.8 2.3 46.4 33.9 47.3 96.1 96.0: 3.9 4.0
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 : 111: 30 19 44 51 53 103 100:
Old : 111: 30 19 44 51 53 103 100:
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 : 34.9 29.4 48.4 47.0 11.6 16.4 16.4 23.9
Old : 34.9 29.4 48.4 47.0 11.6 16.4 16.4 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 27,849: 13,000 6,375 335 10,747 11,787 24,082 18,497: 3,767 9,352
Old : 27,849: 13,000 6,375 335 10,747 11,787 24,082 18,497: 3,767 9,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -454: -175 951 -117 -85 -704 -377 130: -77 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 22.9 1.2 38.6 42.3 86.5 66.4: 13.5 33.6
Old : 100.0: 46.7 22.9 1.2 38.6 42.3 86.5 66.4: 13.5 33.6
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 : 49: 16 13 4 15 10 33 25:
Old : 49: 16 13 4 15 10 33 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 : 35.6 34.5 55.3 47.4 31.5 34.1 51.3 45.8
Old : 35.6 34.5 55.3 47.4 31.5 34.1 51.3 45.8
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, November 11, 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 : 123,648: 23,305 24,428 2,413 80,990 78,065 106,708 104,907: 16,940 18,741
Old : 123,648: 23,305 24,428 2,413 80,990 78,065 106,708 104,907: 16,940 18,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 2,359: 2,010 2,130 322 -3,074 1,784 -743 4,236: 3,101 -1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 19.8 2.0 65.5 63.1 86.3 84.8: 13.7 15.2
Old : 100.0: 18.8 19.8 2.0 65.5 63.1 86.3 84.8: 13.7 15.2
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 : 103: 31 26 13 32 25 69 58:
Old : 103: 31 26 13 32 25 69 58:
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 : 33.8 37.9 52.0 55.1 29.7 27.2 40.6 42.9
Old : 33.8 37.9 52.0 55.1 29.7 27.2 40.6 42.9
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, November 11, 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 : 32,082: 19,478 9,032 565 11,895 22,319 31,938 31,916: 144 166
Old : 32,082: 19,478 9,032 565 11,895 22,319 31,938 31,916: 144 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 753: 3,857 -97 137 -3,081 731 913 771: -160 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 28.2 1.8 37.1 69.6 99.6 99.5: 0.4 0.5
Old : 100.0: 60.7 28.2 1.8 37.1 69.6 99.6 99.5: 0.4 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 : 40: 11 12 6 12 13 25 29:
Old : 40: 11 12 6 12 13 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 77.8 90.2 90.5 66.3 65.2 75.3 74.1
Old : 70.2 77.8 90.2 90.5 66.3 65.2 75.3 74.1
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, November 11, 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 : 59,506: 32,352 4,176 1,143 25,728 54,105 59,223 59,424: 283 82
Old : 59,506: 32,352 4,176 1,143 25,728 54,105 59,223 59,424: 283 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 3,155: 2,520 -151 66 636 3,270 3,222 3,185: -67 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 7.0 1.9 43.2 90.9 99.5 99.9: 0.5 0.1
Old : 100.0: 54.4 7.0 1.9 43.2 90.9 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 : 32: 10 7 3 9 7 20 16:
Old : 32: 10 7 3 9 7 20 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 : 82.1 88.8 93.6 98.6 74.6 88.8 86.2 92.1
Old : 82.1 88.8 93.6 98.6 74.6 88.8 86.2 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2007