WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 16, 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 : 254,224: 57,815 64,474 36,611 137,486 110,789 231,912 211,874: 22,312 42,350
Old : 159,393: 46,490 54,981 14,306 83,332 64,115 144,128 133,402: 15,265 25,991
Other: 94,831: 27,380 25,548 6,250 54,154 46,674 87,784 78,472: 7,047 16,359
: : :
: : Changes in Commitments from: December 9, 2008 :
: 2,120: 2,664 -8,356 -249 -1,708 12,033 707 3,428: 1,413 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 25.4 14.4 54.1 43.6 91.2 83.3: 8.8 16.7
Old : 100.0: 29.2 34.5 9.0 52.3 40.2 90.4 83.7: 9.6 16.3
Other: 100.0: 28.9 26.9 6.6 57.1 49.2 92.6 82.7: 7.4 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 56 106 87 62 88 187 227:
Old : 258: 67 88 47 53 70 151 179:
Other: 182: 29 62 35 40 78 93 157:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 14.9 38.4 23.2 20.5 13.3 34.3 20.0
Old : 24.8 19.2 38.4 29.7 24.8 18.7 38.4 28.8
Other: 53.8 16.4 65.0 25.3 53.4 13.9 63.4 22.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 16, 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 : 825,334: 163,280 118,394 118,013 432,214 417,791 713,507 654,198: 111,827 171,136
Old : 638,712: 121,473 116,616 85,914 336,178 309,693 543,565 512,223: 95,147 126,489
Other: 186,622: 67,220 27,191 6,686 96,036 108,098 169,942 141,975: 16,680 44,647
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,734: 5,089 -11,306 4,529 -9,279 7,659 339 882: 1,395 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 14.3 14.3 52.4 50.6 86.5 79.3: 13.5 20.7
Old : 100.0: 19.0 18.3 13.5 52.6 48.5 85.1 80.2: 14.9 19.8
Other: 100.0: 36.0 14.6 3.6 51.5 57.9 91.1 76.1: 8.9 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 119 151 120 191 246 384 466:
Old : 567: 125 146 101 186 227 362 430:
Other: 351: 56 63 23 71 193 139 269:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 15.9 22.9 22.7 12.4 15.5 21.3 20.7
Old : 12.9 15.6 21.9 22.8 12.9 15.1 21.2 20.5
Other: 34.5 21.0 53.0 28.7 34.5 20.5 52.7 27.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 16,777: 1,185 1,712 151 13,953 12,696 15,289 14,559: 1,488 2,218
Old : 9,019: 1,043 1,699 74 6,746 5,593 7,863 7,366: 1,156 1,653
Other: 7,758: 209 80 10 7,207 7,103 7,426 7,193: 332 565
: : :
: : Changes in Commitments from: December 9, 2008 :
: 75: 114 -101 -16 -276 -37 -178 -154: 253 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.2 0.9 83.2 75.7 91.1 86.8: 8.9 13.2
Old : 100.0: 11.6 18.8 0.8 74.8 62.0 87.2 81.7: 12.8 18.3
Other: 100.0: 2.7 1.0 0.1 92.9 91.6 95.7 92.7: 4.3 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 9 5 20 12 32 24:
Old : 40: 10 8 3 18 8 28 19:
Other: 23: 5 2 1 10 10 15 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 : 51.5 62.9 69.7 74.3 37.6 40.1 48.6 50.8
Old : 43.5 54.8 60.1 70.2 42.4 47.4 56.0 62.7
Other: 81.9 80.1 91.6 90.8 57.9 57.9 65.8 63.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 16, 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 : 313,818: 56,556 35,598 50,785 161,368 166,400 268,709 252,783: 45,109 61,035
Old : 264,156: 53,459 36,097 34,011 134,771 146,845 222,241 216,953: 41,915 47,203
Other: 49,662: 17,654 14,058 2,217 26,597 19,555 46,468 35,830: 3,194 13,832
: : :
: : Changes in Commitments from: December 9, 2008 :
: -2,188: -2,120 -2,190 -944 -3,145 575 -6,209 -2,559: 4,021 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 11.3 16.2 51.4 53.0 85.6 80.6: 14.4 19.4
Old : 100.0: 20.2 13.7 12.9 51.0 55.6 84.1 82.1: 15.9 17.9
Other: 100.0: 35.5 28.3 4.5 53.6 39.4 93.6 72.1: 6.4 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 88 76 99 99 115 251 253:
Old : 317: 88 79 89 98 107 241 240:
Other: 156: 28 39 11 35 69 71 113:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 22.3 24.2 33.6 13.5 18.4 22.2 24.0
Old : 15.9 25.4 26.9 35.5 15.5 23.1 25.3 30.8
Other: 41.3 26.2 60.0 34.9 41.3 26.0 57.6 33.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 11,349: 6,897 2,344 1,066 0 778 7,963 4,188: 3,386 7,161
Old : 8,605: 4,726 2,355 1,044 0 397 5,770 3,796: 2,835 4,809
Other: 2,744: 2,187 5 6 0 381 2,193 392: 551 2,352
: : :
: : Changes in Commitments from: December 9, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 20.7 9.4 0.0 6.9 70.2 36.9: 29.8 63.1
Old : 100.0: 54.9 27.4 12.1 0.0 4.6 67.1 44.1: 32.9 55.9
Other: 100.0: 79.7 0.2 0.2 0.0 13.9 79.9 14.3: 20.1 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 9 0 2 13 16:
Old : 20: 10 8 9 0 2 13 16:
Other: 11: 8 1 2 0 2 8 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 20.1 62.7 30.6 40.3 19.1 55.7 26.2
Old : 41.2 24.8 60.3 36.4 34.1 21.8 51.2 30.1
Other: 67.1 14.2 79.9 14.3 66.9 14.1 79.7 14.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 16, 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 : 224,445: 15,279 27,944 48,875 138,953 122,341 203,107 199,160: 21,338 25,285
Old : 194,744: 17,515 30,475 33,498 124,809 106,469 175,822 170,442: 18,922 24,302
Other: 29,701: 5,006 4,711 8,135 14,144 15,872 27,285 28,718: 2,416 983
: : :
: : Changes in Commitments from: December 9, 2008 :
: 5,162: 3,339 -1,823 6,571 -1,907 2,218 8,003 6,966: -2,841 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 12.5 21.8 61.9 54.5 90.5 88.7: 9.5 11.3
Old : 100.0: 9.0 15.6 17.2 64.1 54.7 90.3 87.5: 9.7 12.5
Other: 100.0: 16.9 15.9 27.4 47.6 53.4 91.9 96.7: 8.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 33 36 68 56 53 135 145:
Old : 180: 39 41 64 54 50 131 140:
Other: 64: 11 16 10 28 14 44 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 : 23.5 22.6 34.7 34.9 15.7 17.7 24.4 24.4
Old : 23.5 24.5 34.1 35.1 20.5 19.9 30.3 28.1
Other: 55.3 63.3 71.7 75.6 41.2 41.9 51.1 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 16, 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 : 770,320: 59,200 178,906 3,840 600,103 436,476 663,143 619,222: 107,177 151,098
Old : 770,320: 59,200 178,906 3,840 600,103 436,476 663,143 619,222: 107,177 151,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 9,408: 6,518 22,036 -336 5,174 -25,465 11,356 -3,765: -1,948 13,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 23.2 0.5 77.9 56.7 86.1 80.4: 13.9 19.6
Old : 100.0: 7.7 23.2 0.5 77.9 56.7 86.1 80.4: 13.9 19.6
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 : 156: 22 39 9 65 77 94 118:
Old : 156: 22 39 9 65 77 94 118:
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 : 35.3 16.1 49.3 25.5 32.9 15.7 43.8 24.9
Old : 35.3 16.1 49.3 25.5 32.9 15.7 43.8 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 - Futures Only, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 127,105: 15,910 14,672 19,574 67,754 71,394 103,238 105,640: 23,867 21,465
Old : 113,953: 15,208 16,690 14,887 61,785 61,622 91,880 93,199: 22,073 20,754
Other: 13,152: 3,364 644 2,025 5,969 9,772 11,358 12,441: 1,794 711
: : :
: : Changes in Commitments from: December 9, 2008 :
: -822: 257 -455 931 -2,314 -207 -1,126 269: 304 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.5 15.4 53.3 56.2 81.2 83.1: 18.8 16.9
Old : 100.0: 13.3 14.6 13.1 54.2 54.1 80.6 81.8: 19.4 18.2
Other: 100.0: 25.6 4.9 15.4 45.4 74.3 86.4 94.6: 13.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 22 27 41 52 44 106 97:
Old : 134: 25 33 39 51 44 104 96:
Other: 57: 17 7 9 23 11 44 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 29.4 28.1 39.7 18.5 23.9 26.1 32.6
Old : 20.1 26.7 29.5 37.3 19.6 21.3 26.8 31.1
Other: 29.7 60.5 47.9 76.1 28.6 57.6 45.2 69.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 16, 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 : 6,936: 1,385 782 239 4,153 4,099 5,777 5,120: 1,159 1,816
Old : 6,536: 1,407 788 192 3,861 3,955 5,460 4,935: 1,076 1,601
Other: 400: 6 22 19 292 144 317 185: 83 215
: : :
: : Changes in Commitments from: December 9, 2008 :
: -73: -129 -22 -104 83 161 -150 35: 77 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 11.3 3.4 59.9 59.1 83.3 73.8: 16.7 26.2
Old : 100.0: 21.5 12.1 2.9 59.1 60.5 83.5 75.5: 16.5 24.5
Other: 100.0: 1.5 5.5 4.8 73.0 36.0 79.3 46.3: 20.8 53.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 8 4 19 15 27 25:
Old : 43: 6 8 4 19 14 27 24:
Other: 6: 2 1 2 2 2 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 41.3 49.1 56.3 33.2 41.3 47.1 51.7
Old : 32.3 43.2 48.9 59.1 32.3 43.2 47.0 54.1
Other: 78.0 46.3 79.3 46.3 49.5 16.5 49.5 16.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 16, 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 : 514,582: 67,532 78,200 2,746 369,002 361,221 439,280 442,167: 75,302 72,415
Old : 514,582: 67,532 78,200 2,746 369,002 361,221 439,280 442,167: 75,302 72,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 39,656: 7,340 24,963 -2,510 37,849 24,035 42,679 46,488: -3,023 -6,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.2 0.5 71.7 70.2 85.4 85.9: 14.6 14.1
Old : 100.0: 13.1 15.2 0.5 71.7 70.2 85.4 85.9: 14.6 14.1
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 : 146: 23 26 9 69 68 97 98:
Old : 146: 23 26 9 69 68 97 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 28.3 37.8 38.1 24.7 23.1 31.6 30.5
Old : 27.7 28.3 37.8 38.1 24.7 23.1 31.6 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 16, 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 : 1,101,485: 145,257 142,579 6,845 764,550 699,466 916,652 848,890: 184,833 252,595
Old : 1,101,485: 145,257 142,579 6,845 764,550 699,466 916,652 848,890: 184,833 252,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 4,531: -6,264 2,441 -8,487 28,715 14,096 13,964 8,050: -9,433 -3,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.9 0.6 69.4 63.5 83.2 77.1: 16.8 22.9
Old : 100.0: 13.2 12.9 0.6 69.4 63.5 83.2 77.1: 16.8 22.9
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 : 180: 31 39 17 69 87 109 134:
Old : 180: 31 39 17 69 87 109 134:
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 : 27.1 22.3 40.0 28.8 24.4 16.5 34.8 21.8
Old : 27.1 22.3 40.0 28.8 24.4 16.5 34.8 21.8
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 - Futures Only, December 16, 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 : 1,074,778: 176,642 160,422 8,303 740,458 752,781 925,403 921,506: 149,375 153,272
Old : 1,074,778: 176,642 160,422 8,303 740,458 752,781 925,403 921,506: 149,375 153,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 9,147: -26,378 35,330 -2,727 56,838 3,553 27,733 36,156: -18,586 -27,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.9 0.8 68.9 70.0 86.1 85.7: 13.9 14.3
Old : 100.0: 16.4 14.9 0.8 68.9 70.0 86.1 85.7: 13.9 14.3
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 : 154: 31 31 13 76 63 113 101:
Old : 154: 31 31 13 76 63 113 101:
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 : 31.3 42.9 45.1 51.9 22.6 29.3 31.8 36.8
Old : 31.3 42.9 45.1 51.9 22.6 29.3 31.8 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 16, 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 : 405,435: 189,782 20,563 23,919 169,327 328,860 383,028 373,342: 22,407 32,093
Old : 405,435: 189,782 20,563 23,919 169,327 328,860 383,028 373,342: 22,407 32,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 5,465: 11,608 255 -5,762 7,246 10,082 13,092 4,575: -7,627 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 5.1 5.9 41.8 81.1 94.5 92.1: 5.5 7.9
Old : 100.0: 46.8 5.1 5.9 41.8 81.1 94.5 92.1: 5.5 7.9
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 : 82: 25 9 22 37 34 70 59:
Old : 82: 25 9 22 37 34 70 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 : 30.6 41.3 44.2 65.7 28.3 39.9 41.6 60.3
Old : 30.6 41.3 44.2 65.7 28.3 39.9 41.6 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, December 16, 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 : 36,510: 14,180 7,236 2,662 15,170 15,978 32,012 25,876: 4,498 10,634
Old : 36,510: 14,180 7,236 2,662 15,170 15,978 32,012 25,876: 4,498 10,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 4,425: 464 162 2,464 37 421 2,965 3,047: 1,460 1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 19.8 7.3 41.6 43.8 87.7 70.9: 12.3 29.1
Old : 100.0: 38.8 19.8 7.3 41.6 43.8 87.7 70.9: 12.3 29.1
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 : 51: 15 13 8 16 13 34 31:
Old : 51: 15 13 8 16 13 34 31:
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 : 36.3 32.8 53.4 47.6 32.0 30.3 48.7 42.8
Old : 36.3 32.8 53.4 47.6 32.0 30.3 48.7 42.8
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 - Futures Only, December 16, 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 : 119,872: 32,398 24,200 8,015 59,926 69,252 100,339 101,467: 19,533 18,405
Old : 119,872: 32,398 24,200 8,015 59,926 69,252 100,339 101,467: 19,533 18,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 23,703: 5,712 -1,469 7,176 -329 9,251 12,559 14,958: 11,144 8,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 20.2 6.7 50.0 57.8 83.7 84.6: 16.3 15.4
Old : 100.0: 27.0 20.2 6.7 50.0 57.8 83.7 84.6: 16.3 15.4
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 : 109: 34 24 21 35 32 79 68:
Old : 109: 34 24 21 35 32 79 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 31.6 41.5 46.4 26.3 30.9 36.5 43.0
Old : 30.2 31.6 41.5 46.4 26.3 30.9 36.5 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, December 16, 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 : 30,386: 12,659 7,944 182 13,809 18,642 26,650 26,768: 3,736 3,618
Old : 30,386: 12,659 7,944 182 13,809 18,642 26,650 26,768: 3,736 3,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -7,827: -8,432 -62 -1,047 -1,776 -10,073 -11,255 -11,182: 3,428 3,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 26.1 0.6 45.4 61.4 87.7 88.1: 12.3 11.9
Old : 100.0: 41.7 26.1 0.6 45.4 61.4 87.7 88.1: 12.3 11.9
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 : 34: 10 9 3 9 12 21 22:
Old : 34: 10 9 3 9 12 21 22:
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 : 70.8 73.6 82.3 83.6 70.3 69.3 79.9 79.3
Old : 70.8 73.6 82.3 83.6 70.3 69.3 79.9 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 16, 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 : 54,298: 32,244 3,549 1,601 20,207 49,093 54,052 54,243: 246 55
Old : 54,298: 32,244 3,549 1,601 20,207 49,093 54,052 54,243: 246 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -14,335: -8,188 -221 -67 -4,995 -12,993 -13,250 -13,281: -1,085 -1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 6.5 2.9 37.2 90.4 99.5 99.9: 0.5 0.1
Old : 100.0: 59.4 6.5 2.9 37.2 90.4 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 : 33: 12 6 2 10 7 23 14:
Old : 33: 12 6 2 10 7 23 14:
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 : 82.7 87.4 92.6 98.7 73.6 86.5 83.5 89.6
Old : 82.7 87.4 92.6 98.7 73.6 86.5 83.5 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2008