WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 345,164: 61,797 49,139 97,886 157,866 151,452 317,549 298,478: 27,614 46,686
Old : 217,956: 46,822 43,081 57,381 95,140 89,944 199,343 190,407: 18,613 27,549
Other: 127,208: 26,992 18,075 28,488 62,726 61,508 118,206 108,071: 9,001 19,137
: : :
: : Changes in Commitments from: December 30, 2008 :
: 23,368: 3,195 -632 11,134 6,320 10,825 20,648 21,327: 2,720 2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 14.2 28.4 45.7 43.9 92.0 86.5: 8.0 13.5
Old : 100.0: 21.5 19.8 26.3 43.7 41.3 91.5 87.4: 8.5 12.6
Other: 100.0: 21.2 14.2 22.4 49.3 48.4 92.9 85.0: 7.1 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 84 94 118 81 99 239 251:
Old : 283: 93 82 91 70 82 211 214:
Other: 191: 43 52 61 53 85 130 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 14.1 33.1 23.4 17.0 12.9 28.2 18.4
Old : 22.0 16.2 33.4 26.0 21.7 14.9 31.9 22.8
Other: 41.2 16.3 52.8 25.4 40.4 13.1 46.8 18.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,269,024: 128,032 88,425 435,483 556,291 539,255 1,119,806 1,063,163: 149,218 205,861
Old : 961,237: 100,467 91,869 330,186 407,115 391,008 837,768 813,062: 123,469 148,175
Other: 307,787: 59,054 28,046 73,808 149,176 148,247 282,038 250,101: 25,749 57,686
: : :
: : Changes in Commitments from: December 30, 2008 :
: 29,977: 4,576 -5,183 19,529 -2,175 7,413 21,930 21,759: 8,046 8,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 7.0 34.3 43.8 42.5 88.2 83.8: 11.8 16.2
Old : 100.0: 10.5 9.6 34.4 42.4 40.7 87.2 84.6: 12.8 15.4
Other: 100.0: 19.2 9.1 24.0 48.5 48.2 91.6 81.3: 8.4 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 137 146 223 236 270 499 538:
Old : 595: 150 136 209 229 264 479 521:
Other: 370: 57 77 62 93 204 185 308:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 17.2 22.1 23.9 8.5 9.3 14.5 12.8
Old : 12.4 16.5 20.4 23.4 9.4 9.4 14.9 13.5
Other: 25.7 21.3 41.2 30.7 20.6 10.9 31.3 15.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 17,865: 666 1,654 1,173 13,845 12,553 15,684 15,380: 2,180 2,485
Old : 11,055: 720 1,694 869 7,746 6,661 9,335 9,224: 1,720 1,832
Other: 6,809: 54 68 196 6,099 5,892 6,349 6,156: 460 653
: : :
: : Changes in Commitments from: December 30, 2008 :
: -196: -61 -42 -28 -124 -32 -212 -102: 16 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 9.3 6.6 77.5 70.3 87.8 86.1: 12.2 13.9
Old : 100.0: 6.5 15.3 7.9 70.1 60.2 84.4 83.4: 15.6 16.6
Other: 100.0: 0.8 1.0 2.9 89.6 86.5 93.2 90.4: 6.8 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 12 7 23 16 34 30:
Old : 42: 6 12 5 22 13 32 26:
Other: 22: 2 3 3 10 11 14 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 55.0 63.6 66.6 34.2 35.5 47.3 45.6
Old : 37.0 43.7 54.7 60.8 35.0 34.4 47.8 47.1
Other: 72.8 73.4 87.3 86.0 50.3 45.0 54.9 50.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 395,931: 55,635 19,351 128,049 163,322 184,753 347,006 332,153: 48,925 63,778
Old : 319,602: 50,862 21,720 93,639 131,048 158,356 275,549 273,716: 44,054 45,887
Other: 76,328: 17,632 10,489 21,551 32,274 26,397 71,457 58,437: 4,871 17,891
: : :
: : Changes in Commitments from: December 30, 2008 :
: 16,879: 3,519 241 8,376 2,423 7,478 14,318 16,095: 2,561 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.9 32.3 41.3 46.7 87.6 83.9: 12.4 16.1
Old : 100.0: 15.9 6.8 29.3 41.0 49.5 86.2 85.6: 13.8 14.4
Other: 100.0: 23.1 13.7 28.2 42.3 34.6 93.6 76.6: 6.4 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 94 70 120 99 111 255 257:
Old : 294: 96 65 110 93 101 239 241:
Other: 170: 38 44 37 45 75 104 138:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 26.9 30.1 37.0 11.3 15.8 18.0 21.4
Old : 19.9 28.6 29.7 39.7 13.5 18.9 21.0 25.3
Other: 37.8 27.4 56.4 37.6 27.4 10.0 33.5 14.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 236,752: 17,680 28,369 61,982 131,756 125,854 211,418 216,206: 25,334 20,546
Old : 207,067: 22,166 30,376 44,579 117,670 112,890 184,415 187,845: 22,651 19,222
Other: 29,686: 4,602 7,082 8,315 14,086 12,965 27,003 28,361: 2,683 1,324
: : :
: : Changes in Commitments from: December 30, 2008 :
: -8,418: 2,257 -4,874 -4,921 -8,276 -461 -10,940 -10,255: 2,521 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 12.0 26.2 55.7 53.2 89.3 91.3: 10.7 8.7
Old : 100.0: 10.7 14.7 21.5 56.8 54.5 89.1 90.7: 10.9 9.3
Other: 100.0: 15.5 23.9 28.0 47.5 43.7 91.0 95.5: 9.0 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 31 56 70 64 60 151 150:
Old : 186: 45 49 67 62 58 147 147:
Other: 69: 8 22 15 31 14 50 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 21.8 30.5 34.9 13.1 14.7 21.4 22.5
Old : 17.9 22.6 28.9 35.7 15.5 17.7 24.3 25.5
Other: 54.1 55.5 71.2 69.0 40.2 33.8 49.8 45.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 828,610: 57,160 156,985 53,381 580,901 458,993 691,442 669,359: 137,167 159,250
Old : 828,610: 57,160 156,985 53,381 580,901 458,993 691,442 669,359: 137,167 159,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -12,255: 1,239 -22,564 7,996 -31,614 -862 -22,380 -15,430: 10,124 3,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 18.9 6.4 70.1 55.4 83.4 80.8: 16.6 19.2
Old : 100.0: 6.9 18.9 6.4 70.1 55.4 83.4 80.8: 16.6 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 23 36 30 59 73 101 120:
Old : 144: 23 36 30 59 73 101 120:
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 : 31.7 17.5 42.5 25.2 29.5 17.3 38.6 24.9
Old : 31.7 17.5 42.5 25.2 29.5 17.3 38.6 24.9
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 135,183: 20,959 8,020 28,640 59,681 78,864 109,279 115,523: 25,903 19,659
Old : 120,439: 19,915 9,536 23,290 52,982 68,694 96,186 101,520: 24,252 18,918
Other: 14,744: 3,147 586 3,247 6,699 10,169 13,093 14,003: 1,651 741
: : :
: : Changes in Commitments from: December 30, 2008 :
: 2,517: 1,576 674 -58 -1,545 1,350 -27 1,965: 2,544 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.9 21.2 44.1 58.3 80.8 85.5: 19.2 14.5
Old : 100.0: 16.5 7.9 19.3 44.0 57.0 79.9 84.3: 20.1 15.7
Other: 100.0: 21.3 4.0 22.0 45.4 69.0 88.8 95.0: 11.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 36 24 39 58 53 122 100:
Old : 147: 38 27 38 56 52 119 99:
Other: 61: 15 12 15 26 14 50 34:
:----------------------------------------------------------------------------------------------------
: 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 29.2 23.2 40.3 12.7 26.1 19.6 33.7
Old : 15.3 29.5 23.6 39.6 14.2 26.1 21.4 34.8
Other: 27.1 55.6 44.6 68.6 25.0 52.2 39.4 61.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,552: 1,125 548 448 4,037 4,234 5,610 5,230: 943 1,323
Old : 6,128: 1,130 547 383 3,712 4,025 5,225 4,955: 904 1,173
Other: 424: 11 17 48 326 209 385 274: 39 150
: : :
: : Changes in Commitments from: December 30, 2008 :
: -276: 0 96 -10 -214 -145 -224 -60: -52 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.4 6.8 61.6 64.6 85.6 79.8: 14.4 20.2
Old : 100.0: 18.4 8.9 6.3 60.6 65.7 85.3 80.9: 14.7 19.1
Other: 100.0: 2.7 4.1 11.3 76.8 49.3 90.8 64.7: 9.2 35.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 9 5 17 15 27 27:
Old : 45: 9 8 5 17 14 27 26:
Other: 10: 3 2 4 3 3 8 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 42.7 55.5 57.5 36.1 42.7 51.7 54.2
Old : 35.4 44.7 55.5 59.8 35.0 44.7 51.6 57.0
Other: 87.3 58.3 90.8 64.7 55.9 29.8 55.9 29.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 524,308: 64,391 87,111 11,076 378,920 354,999 454,387 453,186: 69,921 71,122
Old : 524,308: 64,391 87,111 11,076 378,920 354,999 454,387 453,186: 69,921 71,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -16,605: 5,259 5,748 -1,348 -7,288 -12,501 -3,377 -8,101: -13,228 -8,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.6 2.1 72.3 67.7 86.7 86.4: 13.3 13.6
Old : 100.0: 12.3 16.6 2.1 72.3 67.7 86.7 86.4: 13.3 13.6
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 : 150: 24 29 13 70 73 101 108:
Old : 150: 24 29 13 70 73 101 108:
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 : 28.6 26.7 40.0 36.1 26.1 21.2 33.2 28.6
Old : 28.6 26.7 40.0 36.1 26.1 21.2 33.2 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,328,603: 157,445 134,951 145,309 813,725 771,931 1,116,479 1,052,192: 212,123 276,411
Old : 1,328,603: 157,445 134,951 145,309 813,725 771,931 1,116,479 1,052,192: 212,123 276,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 22,309: 8,912 21,171 4,822 -4,627 -27,978 9,107 -1,985: 13,201 24,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.2 10.9 61.2 58.1 84.0 79.2: 16.0 20.8
Old : 100.0: 11.9 10.2 10.9 61.2 58.1 84.0 79.2: 16.0 20.8
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 : 188: 36 42 49 84 92 147 156:
Old : 188: 36 42 49 84 92 147 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 20.4 33.6 28.2 22.3 15.4 30.2 21.5
Old : 23.6 20.4 33.6 28.2 22.3 15.4 30.2 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,090,823: 105,424 146,807 51,135 750,636 707,519 907,196 905,462: 183,627 185,361
Old : 1,090,823: 105,424 146,807 51,135 750,636 707,519 907,196 905,462: 183,627 185,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -58,205: -46,154 232 -1,099 -9,641 -65,388 -56,894 -66,255: -1,312 8,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 13.5 4.7 68.8 64.9 83.2 83.0: 16.8 17.0
Old : 100.0: 9.7 13.5 4.7 68.8 64.9 83.2 83.0: 16.8 17.0
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 : 140: 21 36 29 69 63 108 110:
Old : 140: 21 36 29 69 63 108 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 38.3 44.5 46.6 24.2 25.9 30.7 32.6
Old : 32.9 38.3 44.5 46.6 24.2 25.9 30.7 32.6
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 700,792: 159,048 14,552 334,526 174,584 315,793 668,159 664,872: 32,633 35,920
Old : 700,792: 159,048 14,552 334,526 174,584 315,793 668,159 664,872: 32,633 35,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -194,017: -3,615 515 -113,968 -77,105 -84,341 -194,688 -197,793: 671 3,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 2.1 47.7 24.9 45.1 95.3 94.9: 4.7 5.1
Old : 100.0: 22.7 2.1 47.7 24.9 45.1 95.3 94.9: 4.7 5.1
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 : 71: 24 12 31 32 25 67 59:
Old : 71: 24 12 31 32 25 67 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 : 41.6 39.8 58.3 57.2 16.6 21.6 22.5 29.1
Old : 41.6 39.8 58.3 57.2 16.6 21.6 22.5 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 10,432: 2,952 3,713 12 5,694 2,258 8,657 5,983: 1,775 4,449
Old : 10,432: 2,952 3,713 12 5,694 2,258 8,657 5,983: 1,775 4,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 478: -128 -566 -15 2,033 -197 1,890 -778: -1,412 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 35.6 0.1 54.6 21.6 83.0 57.4: 17.0 42.6
Old : 100.0: 28.3 35.6 0.1 54.6 21.6 83.0 57.4: 17.0 42.6
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 : 27: 5 7 1 12 5 17 13:
Old : 27: 5 7 1 12 5 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 37.4 62.1 49.3 46.1 37.4 62.1 49.3
Old : 46.1 37.4 62.1 49.3 46.1 37.4 62.1 49.3
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 69,087: 20,790 10,291 523 37,351 42,130 58,664 52,944: 10,424 16,143
Old : 69,087: 20,790 10,291 523 37,351 42,130 58,664 52,944: 10,424 16,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 6,566: -1,157 1,066 -214 7,563 1,346 6,191 2,198: 375 4,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 14.9 0.8 54.1 61.0 84.9 76.6: 15.1 23.4
Old : 100.0: 30.1 14.9 0.8 54.1 61.0 84.9 76.6: 15.1 23.4
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 : 81: 27 13 4 27 24 55 40:
Old : 81: 27 13 4 27 24 55 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 34.1 43.8 48.9 24.6 27.9 36.7 39.3
Old : 29.1 34.1 43.8 48.9 24.6 27.9 36.7 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 31,020: 17,697 7,094 187 12,911 23,608 30,795 30,889: 225 131
Old : 31,020: 17,697 7,094 187 12,911 23,608 30,795 30,889: 225 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 2,307: 2,082 -7 74 156 2,238 2,312 2,305: -5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 22.9 0.6 41.6 76.1 99.3 99.6: 0.7 0.4
Old : 100.0: 57.1 22.9 0.6 41.6 76.1 99.3 99.6: 0.7 0.4
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 : 41: 12 10 4 12 14 26 26:
Old : 41: 12 10 4 12 14 26 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 : 79.0 85.5 90.0 95.0 78.4 81.1 87.6 90.5
Old : 79.0 85.5 90.0 95.0 78.4 81.1 87.6 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 50,166: 31,429 1,144 1,663 16,706 47,328 49,798 50,135: 368 31
Old : 50,166: 31,429 1,144 1,663 16,706 47,328 49,798 50,135: 368 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -241: -279 107 12 -53 -338 -320 -219: 79 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 2.3 3.3 33.3 94.3 99.3 99.9: 0.7 0.1
Old : 100.0: 62.7 2.3 3.3 33.3 94.3 99.3 99.9: 0.7 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 : 34: 11 8 3 11 8 23 18:
Old : 34: 11 8 3 11 8 23 18:
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 : 81.3 82.3 92.1 97.2 70.2 79.0 79.2 83.5
Old : 81.3 82.3 92.1 97.2 70.2 79.0 79.2 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2009