WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 447,612: 54,078 56,129 182,799 177,971 153,285 414,849 392,213: 32,763 55,399
Old : 339,256: 55,083 52,320 138,260 119,827 109,119 313,170 299,698: 26,086 39,558
Other: 108,356: 26,039 30,853 17,496 58,144 44,166 101,679 92,515: 6,677 15,841
: : :
: : Changes in Commitments from: November 11, 2008 :
: 6,654: 3,776 -3,003 -8,454 8,841 14,722 4,163 3,265: 2,491 3,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.5 40.8 39.8 34.2 92.7 87.6: 7.3 12.4
Old : 100.0: 16.2 15.4 40.8 35.3 32.2 92.3 88.3: 7.7 11.7
Other: 100.0: 24.0 28.5 16.1 53.7 40.8 93.8 85.4: 6.2 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 80 117 163 83 96 282 304:
Old : 340: 114 102 142 80 93 274 280:
Other: 195: 34 77 53 45 78 109 181:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 12.5 28.7 21.2 12.2 7.3 20.0 11.6
Old : 16.2 13.7 27.4 24.2 11.8 9.1 18.6 14.1
Other: 49.7 12.7 60.6 21.8 49.0 11.5 57.0 18.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,615,398: 123,304 118,355 631,889 703,251 655,685 1,458,444 1,405,928: 156,954 209,470
Old : 1,332,612: 103,070 116,792 532,595 559,239 519,377 1,194,904 1,168,764: 137,708 163,848
Other: 282,786: 54,870 36,199 64,658 144,012 136,308 263,539 237,165: 19,246 45,621
: : :
: : Changes in Commitments from: November 11, 2008 :
: -96,972: -4,722 -3,633 -72,207 -22,722 -13,257 -99,651 -89,097: 2,679 -7,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.3 39.1 43.5 40.6 90.3 87.0: 9.7 13.0
Old : 100.0: 7.7 8.8 40.0 42.0 39.0 89.7 87.7: 10.3 12.3
Other: 100.0: 19.4 12.8 22.9 50.9 48.2 93.2 83.9: 6.8 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 150 179 275 293 308 612 632:
Old : 702: 172 173 261 290 301 603 612:
Other: 408: 54 92 67 94 224 180 353:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 15.5 21.5 22.0 5.9 5.6 10.9 9.0
Old : 13.3 14.8 20.2 21.7 6.5 5.2 11.1 8.5
Other: 28.1 21.5 43.8 29.9 23.3 11.4 34.6 15.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 16,345: 1,093 2,375 1,292 12,374 10,176 14,759 13,842: 1,586 2,503
Old : 11,853: 1,224 2,369 1,006 8,193 6,257 10,424 9,631: 1,430 2,222
Other: 4,492: 92 229 63 4,181 3,919 4,336 4,211: 156 281
: : :
: : Changes in Commitments from: November 11, 2008 :
: -813: 74 382 -488 -335 -655 -748 -760: -65 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 14.5 7.9 75.7 62.3 90.3 84.7: 9.7 15.3
Old : 100.0: 10.3 20.0 8.5 69.1 52.8 87.9 81.3: 12.1 18.7
Other: 100.0: 2.0 5.1 1.4 93.1 87.2 96.5 93.7: 3.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 16 8 18 11 33 32:
Old : 46: 11 16 6 17 10 31 29:
Other: 19: 1 5 3 8 9 12 14:
:----------------------------------------------------------------------------------------------------
: 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 : 47.7 52.7 64.9 63.9 44.7 43.9 56.5 51.4
Old : 43.8 48.0 59.8 59.3 40.1 37.8 52.2 47.9
Other: 81.5 76.2 93.8 89.6 81.5 68.4 84.2 79.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 423,940: 49,066 20,675 145,230 182,460 191,815 376,756 357,719: 47,184 66,221
Old : 350,724: 45,740 23,469 113,568 147,938 159,218 307,246 296,255: 43,479 54,469
Other: 73,216: 16,928 10,808 18,059 34,523 32,596 69,510 61,464: 3,706 11,752
: : :
: : Changes in Commitments from: November 11, 2008 :
: -1,184: 672 1 2,969 -2,610 -567 1,030 2,403: -2,214 -3,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.9 34.3 43.0 45.2 88.9 84.4: 11.1 15.6
Old : 100.0: 13.0 6.7 32.4 42.2 45.4 87.6 84.5: 12.4 15.5
Other: 100.0: 23.1 14.8 24.7 47.2 44.5 94.9 83.9: 5.1 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 101 83 141 108 123 282 295:
Old : 337: 93 96 135 106 122 275 291:
Other: 177: 39 35 32 40 87 94 141:
:----------------------------------------------------------------------------------------------------
: 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 23.8 29.0 33.3 10.1 13.5 17.2 16.7
Old : 19.2 24.7 29.2 32.7 11.7 16.7 20.4 21.3
Other: 39.3 39.5 58.3 50.0 29.3 24.0 37.9 28.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 327,226: 8,842 22,411 110,558 186,327 167,908 305,726 300,876: 21,499 26,350
Old : 299,747: 11,210 24,676 95,436 173,419 154,052 280,065 274,165: 19,682 25,582
Other: 27,479: 4,297 4,400 8,456 12,908 13,856 25,661 26,711: 1,817 767
: : :
: : Changes in Commitments from: November 11, 2008 :
: -7,601: -3,329 -929 2,549 -8,305 -10,692 -9,085 -9,071: 1,483 1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.8 33.8 56.9 51.3 93.4 91.9: 6.6 8.1
Old : 100.0: 3.7 8.2 31.8 57.9 51.4 93.4 91.5: 6.6 8.5
Other: 100.0: 15.6 16.0 30.8 47.0 50.4 93.4 97.2: 6.6 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 32 49 76 69 66 158 164:
Old : 190: 42 49 74 68 64 155 162:
Other: 61: 7 18 15 27 14 45 37:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 21.5 35.2 35.6 10.4 14.1 16.8 18.5
Old : 20.7 23.0 34.5 34.9 12.8 14.6 19.6 20.7
Other: 58.8 67.5 76.7 78.9 42.9 43.8 52.3 52.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 862,200: 57,952 139,188 63,397 632,155 493,699 753,503 696,284: 108,696 165,915
Old : 862,200: 57,952 139,188 63,397 632,155 493,699 753,503 696,284: 108,696 165,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 13,198: 9,525 -3,942 1,932 -140 9,084 11,316 7,074: 1,882 6,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 16.1 7.4 73.3 57.3 87.4 80.8: 12.6 19.2
Old : 100.0: 6.7 16.1 7.4 73.3 57.3 87.4 80.8: 12.6 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 : 160: 21 39 39 79 86 127 137:
Old : 160: 21 39 39 79 86 127 137:
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 : 25.7 16.9 37.9 25.0 18.7 12.2 28.1 18.7
Old : 25.7 16.9 37.9 25.0 18.7 12.2 28.1 18.7
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, November 18, 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 : 171,840: 18,676 9,655 43,415 81,858 96,536 143,948 149,606: 27,892 22,234
Old : 160,102: 17,706 10,358 39,940 76,017 88,137 133,662 138,435: 26,440 21,667
Other: 11,738: 2,076 403 2,369 5,841 8,399 10,286 11,171: 1,452 567
: : :
: : Changes in Commitments from: November 11, 2008 :
: -1,695: -1,221 -1,430 -69 -441 -1,864 -1,731 -3,364: 36 1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 5.6 25.3 47.6 56.2 83.8 87.1: 16.2 12.9
Old : 100.0: 11.1 6.5 24.9 47.5 55.1 83.5 86.5: 16.5 13.5
Other: 100.0: 17.7 3.4 20.2 49.8 71.6 87.6 95.2: 12.4 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 36 28 42 71 67 134 119:
Old : 152: 37 34 41 71 67 133 119:
Other: 52: 14 6 14 21 15 42 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 29.1 27.9 41.1 14.5 21.9 20.2 29.3
Old : 18.6 27.7 28.9 39.5 15.1 20.3 20.2 27.5
Other: 29.5 56.1 46.3 71.0 28.0 51.9 41.5 62.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,243: 1,318 943 867 4,206 3,785 6,391 5,595: 852 1,648
Old : 7,040: 1,350 933 833 4,030 3,723 6,213 5,489: 826 1,551
Other: 204: 1 43 1 176 62 178 106: 26 98
: : :
: : Changes in Commitments from: November 11, 2008 :
: -120: 160 259 23 -256 -533 -73 -251: -47 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.0 12.0 58.1 52.3 88.2 77.2: 11.8 22.8
Old : 100.0: 19.2 13.3 11.8 57.3 52.9 88.3 78.0: 11.7 22.0
Other: 100.0: 0.5 21.4 0.3 86.5 30.5 87.2 52.1: 12.8 47.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 8 17 6 22 16 34 35:
Old : 53: 9 16 6 22 15 34 34:
Other: 6: 1 2 1 2 2 4 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 : 37.4 39.0 53.9 53.7 33.7 36.2 48.3 45.2
Old : 36.2 39.3 53.3 54.3 32.5 36.9 47.5 46.2
Other: 87.2 52.1 87.2 52.1 76.7 41.5 76.7 41.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 716,706: 118,660 135,728 43,721 450,204 443,003 612,585 622,452: 104,122 94,254
Old : 716,706: 118,660 135,728 43,721 450,204 443,003 612,585 622,452: 104,122 94,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -27,897: -16,252 9,783 -2,328 -12,505 -40,032 -31,086 -32,577: 3,189 4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 18.9 6.1 62.8 61.8 85.5 86.8: 14.5 13.2
Old : 100.0: 16.6 18.9 6.1 62.8 61.8 85.5 86.8: 14.5 13.2
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 : 179: 35 33 28 77 81 122 132:
Old : 179: 35 33 28 77 81 122 132:
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 : 20.0 26.7 31.3 37.5 18.7 22.5 26.5 31.3
Old : 20.0 26.7 31.3 37.5 18.7 22.5 26.5 31.3
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, November 18, 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 : 1,704,764: 179,589 100,467 253,238 1,009,443 1,039,566 1,442,270 1,393,270: 262,494 311,494
Old : 1,704,764: 179,589 100,467 253,238 1,009,443 1,039,566 1,442,270 1,393,270: 262,494 311,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 85,715: -2,252 -45,734 48,083 22,014 77,028 67,845 79,378: 17,870 6,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.9 14.9 59.2 61.0 84.6 81.7: 15.4 18.3
Old : 100.0: 10.5 5.9 14.9 59.2 61.0 84.6 81.7: 15.4 18.3
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 : 207: 40 43 59 100 108 166 184:
Old : 207: 40 43 59 100 108 166 184:
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 : 17.4 20.9 27.8 28.7 10.8 13.7 18.8 17.8
Old : 17.4 20.9 27.8 28.7 10.8 13.7 18.8 17.8
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 with Delta-adjusted Options and Futures Combined, November 18, 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 : 1,439,543: 328,667 164,643 99,618 819,069 959,730 1,247,354 1,223,990: 192,190 215,553
Old : 1,439,543: 328,667 164,643 99,618 819,069 959,730 1,247,354 1,223,990: 192,190 215,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,694: -50,234 8,265 19,224 20,950 -28,155 -10,060 -666: 11,754 2,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 11.4 6.9 56.9 66.7 86.6 85.0: 13.4 15.0
Old : 100.0: 22.8 11.4 6.9 56.9 66.7 86.6 85.0: 13.4 15.0
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 : 169: 39 33 35 81 76 132 132:
Old : 169: 39 33 35 81 76 132 132:
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 : 20.3 33.3 31.4 42.5 11.4 22.8 20.0 29.9
Old : 20.3 33.3 31.4 42.5 11.4 22.8 20.0 29.9
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, November 18, 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 : 1,018,730: 160,823 21,750 474,657 346,357 475,612 981,838 972,019: 36,892 46,711
Old : 1,018,730: 160,823 21,750 474,657 346,357 475,612 981,838 972,019: 36,892 46,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 7,988: 1,343 -1,303 5,605 3,847 -2,884 10,795 1,418: -2,807 6,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 2.1 46.6 34.0 46.7 96.4 95.4: 3.6 4.6
Old : 100.0: 15.8 2.1 46.6 34.0 46.7 96.4 95.4: 3.6 4.6
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 : 105: 30 14 40 52 52 98 95:
Old : 105: 30 14 40 52 52 98 95:
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 : 35.9 30.1 49.2 47.4 12.1 16.3 17.3 23.6
Old : 35.9 30.1 49.2 47.4 12.1 16.3 17.3 23.6
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, November 18, 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 : 27,799: 13,061 6,239 310 10,751 11,797 24,122 18,346: 3,677 9,453
Old : 27,799: 13,061 6,239 310 10,751 11,797 24,122 18,346: 3,677 9,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -50: 61 -136 -25 4 10 40 -151: -90 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 22.4 1.1 38.7 42.4 86.8 66.0: 13.2 34.0
Old : 100.0: 47.0 22.4 1.1 38.7 42.4 86.8 66.0: 13.2 34.0
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 : 48: 15 12 6 15 11 33 26:
Old : 48: 15 12 6 15 11 33 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 : 35.5 34.6 55.7 47.4 31.5 34.3 51.6 45.6
Old : 35.5 34.6 55.7 47.4 31.5 34.3 51.6 45.6
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, November 18, 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 : 127,462: 22,338 24,039 1,844 84,597 81,583 108,779 107,466: 18,682 19,996
Old : 127,462: 22,338 24,039 1,844 84,597 81,583 108,779 107,466: 18,682 19,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 3,814: -968 -390 -569 3,608 3,518 2,071 2,559: 1,743 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.9 1.4 66.4 64.0 85.3 84.3: 14.7 15.7
Old : 100.0: 17.5 18.9 1.4 66.4 64.0 85.3 84.3: 14.7 15.7
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 : 100: 28 24 10 32 28 65 57:
Old : 100: 28 24 10 32 28 65 57:
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 36.4 52.0 53.5 28.1 26.1 40.6 41.2
Old : 33.4 36.4 52.0 53.5 28.1 26.1 40.6 41.2
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, November 18, 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 : 32,112: 21,068 9,106 409 10,400 22,408 31,877 31,923: 235 189
Old : 32,112: 21,068 9,106 409 10,400 22,408 31,877 31,923: 235 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 30: 1,590 74 -156 -1,495 89 -61 7: 91 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 28.4 1.3 32.4 69.8 99.3 99.4: 0.7 0.6
Old : 100.0: 65.6 28.4 1.3 32.4 69.8 99.3 99.4: 0.7 0.6
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 : 40: 10 12 5 12 15 24 30:
Old : 40: 10 12 5 12 15 24 30:
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 : 69.1 78.1 91.3 90.3 68.7 64.4 78.5 74.9
Old : 69.1 78.1 91.3 90.3 68.7 64.4 78.5 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 63,140: 33,576 4,555 1,142 28,043 57,376 62,761 63,073: 379 67
Old : 63,140: 33,576 4,555 1,142 28,043 57,376 62,761 63,073: 379 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 3,634: 1,224 379 -1 2,315 3,271 3,538 3,649: 96 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 7.2 1.8 44.4 90.9 99.4 99.9: 0.6 0.1
Old : 100.0: 53.2 7.2 1.8 44.4 90.9 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 : 33: 11 7 2 10 8 21 17:
Old : 33: 11 7 2 10 8 21 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 : 79.8 90.1 92.7 98.4 72.7 90.1 84.7 91.4
Old : 79.8 90.1 92.7 98.4 72.7 90.1 84.7 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Novenber 21, 2008