WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 30, 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 : 247,329: 58,888 63,690 28,510 138,624 114,445 226,022 206,645: 21,307 40,684
Old : 152,385: 44,649 55,806 9,502 83,942 63,134 138,093 128,442: 14,292 23,943
Other: 94,944: 26,444 20,089 6,803 54,682 51,311 87,929 78,203: 7,015 16,741
: : :
: : Changes in Commitments from: December 22, 2008 :
: 188: -304 -2,607 -2,224 1,991 5,010 -537 179: 725 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 25.8 11.5 56.0 46.3 91.4 83.6: 8.6 16.4
Old : 100.0: 29.3 36.6 6.2 55.1 41.4 90.6 84.3: 9.4 15.7
Other: 100.0: 27.9 21.2 7.2 57.6 54.0 92.6 82.4: 7.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 54 103 84 68 91 188 227:
Old : 255: 61 90 52 54 68 149 182:
Other: 180: 31 54 31 44 81 96 151:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 13.9 40.2 22.6 22.7 13.5 36.9 20.4
Old : 26.9 16.6 41.6 26.7 26.9 16.1 41.6 26.2
Other: 54.0 17.2 65.0 25.9 53.7 15.1 61.8 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 30, 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 : 802,641: 152,903 107,278 121,805 422,994 409,060 697,702 638,143: 104,939 164,498
Old : 611,618: 113,695 108,179 84,465 325,031 299,869 523,191 492,513: 88,427 119,105
Other: 191,023: 69,343 29,234 7,205 97,963 109,191 174,511 145,630: 16,512 45,393
: : :
: : Changes in Commitments from: December 22, 2008 :
: 266: -797 -2,163 4,677 -10,477 3,348 -6,597 5,862: 6,863 -5,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 13.4 15.2 52.7 51.0 86.9 79.5: 13.1 20.5
Old : 100.0: 18.6 17.7 13.8 53.1 49.0 85.5 80.5: 14.5 19.5
Other: 100.0: 36.3 15.3 3.8 51.3 57.2 91.4 76.2: 8.6 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 103 125 123 197 247 378 444:
Old : 534: 111 119 98 186 230 351 407:
Other: 359: 56 64 23 79 198 144 279:
:----------------------------------------------------------------------------------------------------
: 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 15.9 23.8 22.8 13.8 15.4 22.6 20.7
Old : 13.6 15.7 22.5 23.6 13.6 15.0 22.3 20.6
Other: 33.9 20.6 51.8 29.6 33.9 20.4 51.5 27.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 30, 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 : 16,205: 1,068 1,691 255 13,078 12,034 14,401 13,980: 1,804 2,225
Old : 9,597: 1,010 1,804 62 7,126 6,137 8,198 8,003: 1,399 1,594
Other: 6,608: 251 80 0 5,952 5,897 6,203 5,977: 405 631
: : :
: : Changes in Commitments from: December 22, 2008 :
: -3,682: -69 -18 105 -427 -284 -391 -197: -3,291 -3,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.4 1.6 80.7 74.3 88.9 86.3: 11.1 13.7
Old : 100.0: 10.5 18.8 0.6 74.3 63.9 85.4 83.4: 14.6 16.6
Other: 100.0: 3.8 1.2 0.0 90.1 89.2 93.9 90.5: 6.1 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 9 5 20 14 31 26:
Old : 40: 9 9 3 19 10 29 21:
Other: 22: 4 2 0 10 11 14 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 : 48.1 60.5 66.2 72.4 36.8 40.3 49.0 51.8
Old : 38.5 50.0 56.9 68.9 36.8 39.1 50.2 54.9
Other: 75.7 75.7 89.4 88.1 52.5 49.2 59.1 55.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 30, 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 : 278,773: 54,751 28,574 45,127 138,610 147,472 238,488 221,173: 40,285 57,600
Old : 233,195: 51,343 31,821 28,629 116,388 130,535 196,360 190,985: 36,835 42,210
Other: 45,578: 17,867 11,212 2,039 22,222 16,937 42,128 30,188: 3,450 15,390
: : :
: : Changes in Commitments from: December 22, 2008 :
: -19,940: -3,099 -7,450 -435 -15,255 -12,582 -18,789 -20,467: -1,151 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.2 16.2 49.7 52.9 85.5 79.3: 14.5 20.7
Old : 100.0: 22.0 13.6 12.3 49.9 56.0 84.2 81.9: 15.8 18.1
Other: 100.0: 39.2 24.6 4.5 48.8 37.2 92.4 66.2: 7.6 33.8
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 74 65 94 86 99 222 227:
Old : 278: 80 58 83 84 90 210 209:
Other: 149: 25 46 11 35 59 68 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 22.9 26.3 32.9 15.4 19.0 25.2 26.2
Old : 18.0 26.2 29.0 36.3 18.0 22.5 28.8 31.2
Other: 45.5 20.2 61.0 28.8 45.5 19.9 55.6 27.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 30, 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 : 212,598: 18,927 33,601 47,580 124,776 114,274 191,283 195,455: 21,315 17,143
Old : 182,880: 22,486 36,122 31,280 110,197 99,581 163,963 166,983: 18,917 15,897
Other: 29,718: 4,768 5,806 7,973 14,579 14,693 27,320 28,472: 2,398 1,246
: : :
: : Changes in Commitments from: December 22, 2008 :
: -2,700: -183 -1,558 -1,600 -1,554 207 -3,337 -2,951: 637 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.8 22.4 58.7 53.8 90.0 91.9: 10.0 8.1
Old : 100.0: 12.3 19.8 17.1 60.3 54.5 89.7 91.3: 10.3 8.7
Other: 100.0: 16.0 19.5 26.8 49.1 49.4 91.9 95.8: 8.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 33 39 70 57 54 145 151:
Old : 192: 41 42 66 54 52 140 147:
Other: 62: 8 17 10 28 13 43 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 : 22.8 22.3 33.0 35.2 15.4 19.7 24.6 26.6
Old : 20.5 24.2 31.1 35.9 18.8 22.5 28.7 28.9
Other: 57.2 60.4 74.0 74.4 43.4 38.8 53.0 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 30, 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 : 761,182: 57,765 179,614 4,778 580,408 433,781 642,951 618,173: 118,231 143,009
Old : 761,182: 57,765 179,614 4,778 580,408 433,781 642,951 618,173: 118,231 143,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 2,876: 572 3,313 -764 -11,445 -6,799 -11,637 -4,250: 14,513 7,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 23.6 0.6 76.3 57.0 84.5 81.2: 15.5 18.8
Old : 100.0: 7.6 23.6 0.6 76.3 57.0 84.5 81.2: 15.5 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 21 39 12 52 71 81 114:
Old : 146: 21 39 12 52 71 81 114:
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 : 37.2 17.3 51.2 26.3 35.1 17.2 47.4 26.0
Old : 37.2 17.3 51.2 26.3 35.1 17.2 47.4 26.0
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 30, 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 : 117,355: 18,749 12,622 17,467 59,284 69,390 95,500 99,479: 21,855 17,876
Old : 104,264: 17,706 14,037 13,172 52,955 59,848 83,833 87,057: 20,431 17,207
Other: 13,091: 3,350 892 1,988 6,329 9,542 11,667 12,422: 1,424 669
: : :
: : Changes in Commitments from: December 22, 2008 :
: -7,470: 2,071 -1,840 -2,243 -4,085 -841 -4,257 -4,924: -3,213 -2,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 10.8 14.9 50.5 59.1 81.4 84.8: 18.6 15.2
Old : 100.0: 17.0 13.5 12.6 50.8 57.4 80.4 83.5: 19.6 16.5
Other: 100.0: 25.6 6.8 15.2 48.3 72.9 89.1 94.9: 10.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 26 26 38 58 48 117 94:
Old : 140: 29 31 36 56 48 114 93:
Other: 60: 19 8 9 26 12 47 28:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 29.7 25.2 41.2 15.7 26.8 23.9 36.4
Old : 17.2 29.9 26.4 40.9 17.0 27.3 26.0 37.5
Other: 28.6 60.2 46.9 74.9 28.6 57.1 44.5 68.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 30, 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 : 6,371: 1,152 499 200 4,075 4,214 5,427 4,913: 944 1,458
Old : 5,964: 1,156 490 168 3,755 4,055 5,079 4,713: 885 1,251
Other: 407: 5 18 23 320 159 348 200: 59 207
: : :
: : Changes in Commitments from: December 22, 2008 :
: -453: -221 -301 -57 -53 92 -331 -266: -122 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 7.8 3.1 64.0 66.1 85.2 77.1: 14.8 22.9
Old : 100.0: 19.4 8.2 2.8 63.0 68.0 85.2 79.0: 14.8 21.0
Other: 100.0: 1.2 4.4 5.7 78.6 39.1 85.5 49.1: 14.5 50.9
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 8 3 17 14 26 22:
Old : 40: 7 7 3 17 13 26 21:
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 : 36.8 46.3 54.5 60.5 35.7 46.3 51.8 55.8
Old : 35.7 48.5 54.6 63.0 34.5 48.5 51.6 58.7
Other: 84.5 49.1 85.5 49.1 55.3 18.9 55.3 18.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 30, 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 : 524,976: 60,518 82,387 5,497 378,234 360,401 444,249 448,285: 80,727 76,691
Old : 524,976: 60,518 82,387 5,497 378,234 360,401 444,249 448,285: 80,727 76,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 4,823: -2,161 4,695 3,809 -4,791 -2,984 -3,143 5,520: 7,966 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 15.7 1.0 72.0 68.7 84.6 85.4: 15.4 14.6
Old : 100.0: 11.5 15.7 1.0 72.0 68.7 84.6 85.4: 15.4 14.6
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 : 143: 20 27 7 69 71 93 101:
Old : 143: 20 27 7 69 71 93 101:
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 : 29.7 28.3 40.3 37.6 28.6 23.2 35.7 30.4
Old : 29.7 28.3 40.3 37.6 28.6 23.2 35.7 30.4
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 30, 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 : 1,034,318: 148,665 132,554 5,389 697,455 662,002 851,509 799,945: 182,809 234,373
Old : 1,034,318: 148,665 132,554 5,389 697,455 662,002 851,509 799,945: 182,809 234,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -16,413: -3,501 -10,009 -1,407 -15,604 -3,213 -20,512 -14,629: 4,099 -1,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.8 0.5 67.4 64.0 82.3 77.3: 17.7 22.7
Old : 100.0: 14.4 12.8 0.5 67.4 64.0 82.3 77.3: 17.7 22.7
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 : 174: 35 30 18 69 83 113 122:
Old : 174: 35 30 18 69 83 113 122:
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 : 28.2 22.9 41.2 30.2 27.9 19.1 39.2 25.6
Old : 28.2 22.9 41.2 30.2 27.9 19.1 39.2 25.6
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 30, 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 : 1,056,042: 163,202 146,126 2,841 712,609 738,590 878,652 887,557: 177,390 168,485
Old : 1,056,042: 163,202 146,126 2,841 712,609 738,590 878,652 887,557: 177,390 168,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -13,561: -2,721 -4,308 426 -30,945 -10,351 -33,240 -14,233: 19,679 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.8 0.3 67.5 69.9 83.2 84.0: 16.8 16.0
Old : 100.0: 15.5 13.8 0.3 67.5 69.9 83.2 84.0: 16.8 16.0
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 : 142: 34 24 13 68 58 108 89:
Old : 142: 34 24 13 68 58 108 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 43.3 46.2 52.0 24.3 28.6 31.8 35.7
Old : 33.4 43.3 46.2 52.0 24.3 28.6 31.8 35.7
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 30, 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 : 424,489: 201,073 21,331 35,583 161,305 339,499 397,961 396,413: 26,528 28,076
Old : 424,489: 201,073 21,331 35,583 161,305 339,499 397,961 396,413: 26,528 28,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 2,012: -7,429 1,655 6,279 3,479 -4,184 2,329 3,750: -317 -1,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 5.0 8.4 38.0 80.0 93.8 93.4: 6.2 6.6
Old : 100.0: 47.4 5.0 8.4 38.0 80.0 93.8 93.4: 6.2 6.6
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 : 85: 24 11 25 38 35 72 65:
Old : 85: 24 11 25 38 35 72 65:
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 : 31.4 43.1 44.7 63.6 26.6 41.8 38.7 59.7
Old : 31.4 43.1 44.7 63.6 26.6 41.8 38.7 59.7
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 30, 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 : 9,630: 3,070 4,279 0 3,661 2,455 6,731 6,734: 2,899 2,896
Old : 9,630: 3,070 4,279 0 3,661 2,455 6,731 6,734: 2,899 2,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 401: -96 -84 0 0 498 -96 414: 497 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 44.4 0.0 38.0 25.5 69.9 69.9: 30.1 30.1
Old : 100.0: 31.9 44.4 0.0 38.0 25.5 69.9 69.9: 30.1 30.1
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 : 25: 5 7 0 10 4 15 11:
Old : 25: 5 7 0 10 4 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 49.9 50.0 63.1 33.0 49.9 50.0 63.1
Old : 33.0 49.9 50.0 63.1 33.0 49.9 50.0 63.1
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 30, 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 : 53,437: 21,947 9,217 444 21,119 32,158 43,510 41,819: 9,927 11,618
Old : 53,437: 21,947 9,217 444 21,119 32,158 43,510 41,819: 9,927 11,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 3,905: 2,464 870 32 2,566 3,703 5,062 4,605: -1,157 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 17.2 0.8 39.5 60.2 81.4 78.3: 18.6 21.7
Old : 100.0: 41.1 17.2 0.8 39.5 60.2 81.4 78.3: 18.6 21.7
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 : 77: 25 12 2 23 23 48 37:
Old : 77: 25 12 2 23 23 48 37:
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 : 23.2 33.9 38.9 48.5 23.2 32.5 37.2 45.5
Old : 23.2 33.9 38.9 48.5 23.2 32.5 37.2 45.5
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 30, 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 : 28,713: 15,615 7,101 113 12,755 21,370 28,483 28,584: 230 129
Old : 28,713: 15,615 7,101 113 12,755 21,370 28,483 28,584: 230 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 2,424: 4,411 -555 -58 -1,973 3,036 2,380 2,423: 44 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 24.7 0.4 44.4 74.4 99.2 99.6: 0.8 0.4
Old : 100.0: 54.4 24.7 0.4 44.4 74.4 99.2 99.6: 0.8 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 : 40: 11 10 2 12 13 25 23:
Old : 40: 11 10 2 12 13 25 23:
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 : 80.3 85.1 91.1 95.3 79.9 80.9 89.0 91.1
Old : 80.3 85.1 91.1 95.3 79.9 80.9 89.0 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 30, 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 : 50,407: 31,708 1,037 1,651 16,759 47,666 50,118 50,354: 289 53
Old : 50,407: 31,708 1,037 1,651 16,759 47,666 50,118 50,354: 289 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -2,769: 28 173 -57 -2,784 -2,893 -2,813 -2,777: 44 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 2.1 3.3 33.2 94.6 99.4 99.9: 0.6 0.1
Old : 100.0: 62.9 2.1 3.3 33.2 94.6 99.4 99.9: 0.6 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: 12 7 2 11 8 23 17:
Old : 34: 12 7 2 11 8 23 17:
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 : 81.2 83.0 91.6 97.6 70.7 81.5 80.9 86.1
Old : 81.2 83.0 91.6 97.6 70.7 81.5 80.9 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 05, 2008