WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 319,843: 54,752 64,064 90,788 151,293 117,588 296,832 272,440: 23,011 47,404
Old : 205,119: 46,775 55,473 49,626 92,691 69,146 189,092 174,245: 16,027 30,874
Other: 114,724: 26,246 26,859 22,893 58,602 48,442 107,741 98,195: 6,984 16,530
: : :
: : Changes in Commitments from: December 2, 2008 :
: 6,414: 2,049 4,592 6,420 -1,382 -6,088 7,087 4,924: -673 1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 20.0 28.4 47.3 36.8 92.8 85.2: 7.2 14.8
Old : 100.0: 22.8 27.0 24.2 45.2 33.7 92.2 84.9: 7.8 15.1
Other: 100.0: 22.9 23.4 20.0 51.1 42.2 93.9 85.6: 6.1 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 63 116 115 76 94 220 258:
Old : 285: 78 101 88 69 80 200 221:
Other: 191: 43 58 58 47 82 118 174:
:----------------------------------------------------------------------------------------------------
: 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 11.7 32.4 19.2 16.2 8.9 27.5 14.4
Old : 20.5 14.2 31.9 22.8 20.3 12.9 31.0 20.1
Other: 45.2 14.0 55.9 23.0 44.3 11.8 52.1 18.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,246,848: 121,294 107,536 414,572 577,035 525,717 1,112,901 1,047,826: 133,947 199,021
Old : 953,575: 96,117 108,041 316,709 428,363 381,347 841,190 806,097: 112,385 147,477
Other: 293,273: 52,099 26,418 70,940 148,671 144,370 271,711 241,729: 21,562 51,544
: : :
: : Changes in Commitments from: December 2, 2008 :
: 29,699: 1,833 -4,709 36,949 -9,915 -3,156 28,867 29,084: 832 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.6 33.2 46.3 42.2 89.3 84.0: 10.7 16.0
Old : 100.0: 10.1 11.3 33.2 44.9 40.0 88.2 84.5: 11.8 15.5
Other: 100.0: 17.8 9.0 24.2 50.7 49.2 92.6 82.4: 7.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 112 179 209 245 274 500 536:
Old : 602: 114 176 198 237 262 482 511:
Other: 369: 59 68 62 86 210 176 310:
:----------------------------------------------------------------------------------------------------
: 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 21.9 22.1 7.3 7.3 13.3 10.8
Old : 12.2 14.0 19.6 21.5 8.7 7.4 14.2 11.2
Other: 26.5 22.8 42.1 32.0 21.3 10.2 32.3 14.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 18,221: 772 2,184 1,077 15,077 12,903 16,926 16,164: 1,295 2,057
Old : 10,350: 914 2,184 775 7,602 5,770 9,290 8,728: 1,060 1,621
Other: 7,872: 92 234 69 7,475 7,133 7,636 7,436: 235 436
: : :
: : Changes in Commitments from: December 2, 2008 :
: -190: 36 -136 -8 -209 -137 -181 -281: -10 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 12.0 5.9 82.7 70.8 92.9 88.7: 7.1 11.3
Old : 100.0: 8.8 21.1 7.5 73.4 55.8 89.8 84.3: 10.2 15.7
Other: 100.0: 1.2 3.0 0.9 95.0 90.6 97.0 94.5: 3.0 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 12 7 22 13 33 30:
Old : 41: 9 11 5 20 9 30 24:
Other: 22: 1 5 3 10 10 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 : 49.4 58.4 68.6 69.5 36.2 34.4 48.3 44.9
Old : 42.1 49.4 60.8 64.2 39.9 41.3 54.1 53.5
Other: 81.7 79.6 92.6 90.7 58.2 55.6 66.1 61.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 449,615: 50,319 28,309 154,888 198,526 198,451 403,733 381,648: 45,882 67,966
Old : 371,925: 47,872 28,846 121,201 160,988 167,487 330,061 317,535: 41,864 54,390
Other: 77,690: 15,231 12,248 20,902 37,538 30,964 73,672 64,114: 4,018 13,576
: : :
: : Changes in Commitments from: December 2, 2008 :
: 9,458: -348 575 6,036 8,151 4,971 13,839 11,582: -4,381 -2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 6.3 34.4 44.2 44.1 89.8 84.9: 10.2 15.1
Old : 100.0: 12.9 7.8 32.6 43.3 45.0 88.7 85.4: 11.3 14.6
Other: 100.0: 19.6 15.8 26.9 48.3 39.9 94.8 82.5: 5.2 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 91 102 147 106 116 285 299:
Old : 341: 90 108 142 103 112 277 292:
Other: 167: 28 45 30 43 80 92 136:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 22.9 26.8 33.6 9.2 11.7 15.5 15.2
Old : 16.9 23.8 26.3 33.9 10.8 15.2 17.9 20.3
Other: 36.9 36.4 56.6 46.4 26.3 18.2 36.7 23.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 257,072: 7,391 30,701 64,948 159,431 132,654 231,770 228,302: 25,302 28,769
Old : 226,197: 8,511 33,755 49,383 145,753 115,804 203,647 198,942: 22,550 27,255
Other: 30,875: 5,003 3,068 9,442 13,678 16,850 28,123 29,361: 2,752 1,514
: : :
: : Changes in Commitments from: December 2, 2008 :
: -13,719: -978 2,818 -6,470 -8,401 -11,238 -15,849 -14,891: 2,131 1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 11.9 25.3 62.0 51.6 90.2 88.8: 9.8 11.2
Old : 100.0: 3.8 14.9 21.8 64.4 51.2 90.0 88.0: 10.0 12.0
Other: 100.0: 16.2 9.9 30.6 44.3 54.6 91.1 95.1: 8.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 25 49 63 60 58 131 148:
Old : 173: 32 53 60 58 56 127 145:
Other: 66: 13 14 18 29 16 52 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 20.4 34.9 34.0 13.6 12.4 21.4 17.7
Old : 22.3 21.6 33.8 33.1 17.8 13.6 26.5 20.4
Other: 51.5 63.8 68.4 75.6 37.7 42.6 47.1 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 905,947: 51,579 153,392 70,065 664,168 520,287 785,812 743,744: 120,136 162,204
Old : 905,947: 51,579 153,392 70,065 664,168 520,287 785,812 743,744: 120,136 162,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 54,124: 2,867 -7,430 11,176 44,499 59,051 58,541 62,796: -4,418 -8,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 16.9 7.7 73.3 57.4 86.7 82.1: 13.3 17.9
Old : 100.0: 5.7 16.9 7.7 73.3 57.4 86.7 82.1: 13.3 17.9
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 : 161: 27 37 36 79 86 126 139:
Old : 161: 27 37 36 79 86 126 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 15.4 41.1 23.0 25.8 15.4 35.6 21.9
Old : 27.9 15.4 41.1 23.0 25.8 15.4 35.6 21.9
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 with Delta-adjusted Options and Futures Combined, 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 : 142,327: 15,854 13,286 27,555 74,037 77,248 117,445 118,089: 24,882 24,239
Old : 128,468: 14,878 15,358 22,513 68,130 67,125 105,521 104,995: 22,947 23,473
Other: 13,859: 3,395 347 2,623 5,907 10,123 11,924 13,093: 1,935 766
: : :
: : Changes in Commitments from: December 2, 2008 :
: -1,040: -205 1,970 614 -1,087 -3,533 -678 -950: -362 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.3 19.4 52.0 54.3 82.5 83.0: 17.5 17.0
Old : 100.0: 11.6 12.0 17.5 53.0 52.2 82.1 81.7: 17.9 18.3
Other: 100.0: 24.5 2.5 18.9 42.6 73.0 86.0 94.5: 14.0 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 26 30 39 54 52 108 107:
Old : 138: 29 34 38 54 52 107 107:
Other: 55: 18 7 14 21 13 45 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 27.8 28.3 38.2 16.5 20.6 23.2 28.8
Old : 19.8 25.6 29.3 35.8 17.6 18.0 24.2 26.1
Other: 28.6 57.2 45.6 71.2 25.4 53.4 39.5 63.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 7,823: 1,338 835 843 4,514 4,141 6,694 5,819: 1,129 2,004
Old : 7,417: 1,357 842 770 4,220 3,997 6,347 5,609: 1,070 1,808
Other: 406: 16 29 37 294 144 347 210: 59 197
: : :
: : Changes in Commitments from: December 2, 2008 :
: -191: 69 -83 -72 -261 108 -263 -47: 72 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.7 10.8 57.7 52.9 85.6 74.4: 14.4 25.6
Old : 100.0: 18.3 11.4 10.4 56.9 53.9 85.6 75.6: 14.4 24.4
Other: 100.0: 4.0 7.1 9.0 72.4 35.5 85.5 51.6: 14.5 48.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 9 10 6 21 18 32 32:
Old : 47: 8 11 6 21 17 32 31:
Other: 9: 3 2 4 3 2 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 32.9 37.2 50.0 52.5 31.4 36.4 44.7 45.9
Old : 31.9 38.6 49.9 54.2 30.5 37.8 44.5 47.9
Other: 80.9 49.3 85.5 51.6 51.3 18.0 51.8 18.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 486,680: 60,562 52,981 9,808 336,286 342,462 406,655 405,250: 80,025 81,429
Old : 486,680: 60,562 52,981 9,808 336,286 342,462 406,655 405,250: 80,025 81,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -18,842: -9,512 -33,444 600 733 29,279 -8,180 -3,565: -10,663 -15,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.9 2.0 69.1 70.4 83.6 83.3: 16.4 16.7
Old : 100.0: 12.4 10.9 2.0 69.1 70.4 83.6 83.3: 16.4 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 : 144: 22 22 14 74 74 102 104:
Old : 144: 22 22 14 74 74 102 104:
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 : 22.3 27.5 32.8 36.1 17.9 21.6 24.7 27.8
Old : 22.3 27.5 32.8 36.1 17.9 21.6 24.7 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 1,459,809: 152,978 111,055 230,991 858,574 833,932 1,242,543 1,175,978: 217,266 283,831
Old : 1,459,809: 152,978 111,055 230,991 858,574 833,932 1,242,543 1,175,978: 217,266 283,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 42,672: -5,484 -5,734 45,729 20,948 -5,151 61,193 34,845: -18,521 7,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.6 15.8 58.8 57.1 85.1 80.6: 14.9 19.4
Old : 100.0: 10.5 7.6 15.8 58.8 57.1 85.1 80.6: 14.9 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 37 34 46 81 92 140 150:
Old : 178: 37 34 46 81 92 140 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 20.5 30.2 27.0 17.3 14.9 24.9 19.4
Old : 19.9 20.5 30.2 27.0 17.3 14.9 24.9 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 1,158,958: 197,982 125,086 60,295 726,861 783,435 985,138 968,816: 173,820 190,141
Old : 1,158,958: 197,982 125,086 60,295 726,861 783,435 985,138 968,816: 173,820 190,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -4,430: -32,223 -18,446 899 11,074 10,168 -20,250 -7,379: 15,820 2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.8 5.2 62.7 67.6 85.0 83.6: 15.0 16.4
Old : 100.0: 17.1 10.8 5.2 62.7 67.6 85.0 83.6: 15.0 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 34 28 28 79 67 124 112:
Old : 153: 34 28 28 79 67 124 112:
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 : 26.8 38.8 39.5 46.6 17.7 25.5 26.5 31.6
Old : 26.8 38.8 39.5 46.6 17.7 25.5 26.5 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 883,245: 142,257 12,013 437,823 266,954 395,610 847,034 845,445: 36,211 37,800
Old : 883,245: 142,257 12,013 437,823 266,954 395,610 847,034 845,445: 36,211 37,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: 31,553: -3,982 -3,974 29,191 7,074 8,519 32,283 33,736: -730 -2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 1.4 49.6 30.2 44.8 95.9 95.7: 4.1 4.3
Old : 100.0: 16.1 1.4 49.6 30.2 44.8 95.9 95.7: 4.1 4.3
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 : 92: 31 10 35 44 43 83 82:
Old : 92: 31 10 35 44 43 83 82:
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 : 40.9 33.4 53.8 50.5 12.3 16.6 17.2 24.8
Old : 40.9 33.4 53.8 50.5 12.3 16.6 17.2 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 33,133: 13,716 6,986 378 15,656 16,109 29,750 23,473: 3,383 9,660
Old : 33,133: 13,716 6,986 378 15,656 16,109 29,750 23,473: 3,383 9,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -656: -431 358 51 505 -383 125 26: -781 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 21.1 1.1 47.3 48.6 89.8 70.8: 10.2 29.2
Old : 100.0: 41.4 21.1 1.1 47.3 48.6 89.8 70.8: 10.2 29.2
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 : 47: 14 12 6 16 12 32 28:
Old : 47: 14 12 6 16 12 32 28:
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 : 38.7 36.2 57.2 50.9 35.0 33.4 53.5 47.3
Old : 38.7 36.2 57.2 50.9 35.0 33.4 53.5 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 109,404: 26,474 25,587 1,797 72,403 72,142 100,675 99,526: 8,729 9,878
Old : 109,404: 26,474 25,587 1,797 72,403 72,142 100,675 99,526: 8,729 9,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2008 :
: -7,184: 877 194 -180 -2,098 255 -1,401 269: -5,783 -7,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 23.4 1.6 66.2 65.9 92.0 91.0: 8.0 9.0
Old : 100.0: 24.2 23.4 1.6 66.2 65.9 92.0 91.0: 8.0 9.0
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 14 30 28 68 62:
Old : 105: 30 28 14 30 28 68 62:
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 38.7 52.8 54.0 29.3 26.7 40.2 40.8
Old : 35.6 38.7 52.8 54.0 29.3 26.7 40.2 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 with Delta-adjusted Options and Futures Combined, 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