WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 326,010 COMMITMENTS 58,505 54,335 92,526 149,828 132,999 300,859 279,860 25,151 46,150 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 6,167) 3,753 -9,729 1,738 -1,464 15,411 4,027 7,421 2,140 -1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 16.7 28.4 46.0 40.8 92.3 85.8 7.7 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 78 96 110 75 95 223 244 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,279,967 COMMITMENTS 130,445 100,500 433,533 569,352 543,151 1133331 1077184 146,636 202,782 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 33,119) 9,152 -7,037 18,961 -7,682 17,434 20,430 29,358 12,689 3,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 7.9 33.9 44.5 42.4 88.5 84.2 11.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613) 143 147 209 247 272 502 537 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,194 COMMITMENTS 815 1,990 1,054 14,768 12,870 16,637 15,915 1,557 2,280 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -27) 42 -194 -23 -309 -33 -289 -249 262 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 10.9 5.8 81.2 70.7 91.4 87.5 8.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 14 8 22 13 34 29 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,111 COMMITMENTS 49,962 25,908 148,943 192,265 199,413 391,169 374,264 50,941 67,847 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -7,504) -357 -2,401 -5,945 -6,261 962 -12,563 -7,385 5,059 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 5.9 33.7 43.5 45.1 88.5 84.7 11.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 105 81 146 117 123 298 296 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 11,349 COMMITMENTS 6,897 2,344 1,066 0 778 7,963 4,188 3,386 7,161 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.8 20.7 9.4 0.0 6.9 70.2 36.9 29.8 63.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 7 9 0 2 13 16 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 261,880 COMMITMENTS 11,267 27,328 71,683 156,194 135,747 239,144 234,758 22,736 27,122 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,808) 3,876 -3,372 6,735 -3,236 3,093 7,374 6,455 -2,566 -1,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 10.4 27.4 59.6 51.8 91.3 89.6 8.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 34 39 73 60 59 143 156 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 915,598 COMMITMENTS 56,860 174,642 69,647 670,084 494,529 796,591 738,818 119,007 176,780 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 9,651) 5,281 21,250 -418 5,916 -25,757 10,780 -4,926 -1,129 14,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 19.1 7.6 73.2 54.0 87.0 80.7 13.0 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 26 41 37 76 86 126 140 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 141,451 COMMITMENTS 16,213 12,256 28,888 71,075 77,229 116,175 118,372 25,275 23,079 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -876) 359 -1,030 1,333 -2,962 -19 -1,269 284 393 -1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 8.7 20.4 50.2 54.6 82.1 83.7 17.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 27 28 42 54 50 111 104 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,784 COMMITMENTS 1,284 800 718 4,544 4,338 6,546 5,856 1,238 1,927 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -40) -54 -35 -124 30 197 -149 37 109 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 10.3 9.2 58.4 55.7 84.1 75.2 15.9 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 11 6 22 16 32 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 534,829 COMMITMENTS 67,629 78,102 11,347 378,015 370,140 456,991 459,589 77,837 75,240 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 48,149) 7,067 25,121 1,540 41,730 27,678 50,336 54,339 -2,187 -6,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 14.6 2.1 70.7 69.2 85.4 85.9 14.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 25 25 15 72 71 103 105 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,508,473 COMMITMENTS 147,386 114,215 243,025 906,051 876,903 1296462 1234143 212,011 274,329 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 48,663) -5,592 3,160 12,033 47,477 42,971 53,918 58,165 -5,255 -9,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 7.6 16.1 60.1 58.1 85.9 81.8 14.1 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 37 38 45 85 97 145 157 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,191,675 COMMITMENTS 169,970 158,340 70,965 794,473 800,562 1035408 1029868 156,267 161,808 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 32,718) -28,011 33,254 10,670 67,612 17,127 50,271 61,051 -17,553 -28,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 13.3 6.0 66.7 67.2 86.9 86.4 13.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 32 31 30 81 72 125 121 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 923,137 COMMITMENTS 150,646 11,607 466,990 276,726 409,636 894,362 888,233 28,776 34,904 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 39,892) 8,389 -406 29,167 9,772 14,026 47,327 42,788 -7,435 -2,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 1.3 50.6 30.0 44.4 96.9 96.2 3.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 30 9 34 43 41 80 79 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 37,653 COMMITMENTS 14,180 7,133 2,879 15,767 16,600 32,826 26,611 4,827 11,042 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 4,520) 464 147 2,500 112 491 3,076 3,139 1,444 1,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 18.9 7.6 41.9 44.1 87.2 70.7 12.8 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 15 13 9 18 15 37 33 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 132,922 COMMITMENTS 32,098 24,098 9,024 71,991 81,140 113,113 114,262 19,808 18,659 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 23,518) 5,624 -1,489 7,227 -412 8,998 12,439 14,736 11,079 8,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 18.1 6.8 54.2 61.0 85.1 86.0 14.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 35 23 23 36 32 81 69 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 30,386 COMMITMENTS 12,659 7,944 182 13,809 18,642 26,650 26,768 3,736 3,618 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -7,827) -8,432 -62 -1,047 -1,776 -10,073 -11,255 -11,182 3,428 3,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 26.1 0.6 45.4 61.4 87.7 88.1 12.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 9 3 9 12 21 22 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 54,298 COMMITMENTS 32,244 3,549 1,601 20,207 49,093 54,052 54,243 246 55 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -14,335) -8,188 -221 -67 -4,995 -12,993 -13,250 -13,281 -1,085 -1,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.4 6.5 2.9 37.2 90.4 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 12 6 2 10 7 23 14
Updated December 19, 2008