WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 4, 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 : 282,821: 69,907 71,173 55,531 130,867 110,126 256,305 236,830: 26,516 45,991
Old : 212,533: 57,847 67,110 33,475 100,644 78,312 191,966 178,897: 20,567 33,636
Other: 70,288: 28,924 20,927 5,192 30,223 31,814 64,339 57,933: 5,949 12,355
: : :
: : Changes in Commitments from: October 28, 2008 :
: 9,321: 5,191 -6,687 4,099 -5,442 4,475 3,848 1,887: 5,473 7,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 25.2 19.6 46.3 38.9 90.6 83.7: 9.4 16.3
Old : 100.0: 27.2 31.6 15.8 47.4 36.8 90.3 84.2: 9.7 15.8
Other: 100.0: 41.2 29.8 7.4 43.0 45.3 91.5 82.4: 8.5 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 71 108 101 68 89 213 251:
Old : 299: 89 96 80 63 80 195 227:
Other: 167: 35 49 21 42 71 89 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 11.4 32.9 18.9 20.1 11.0 32.1 17.8
Old : 20.2 13.6 32.8 21.8 20.2 13.2 32.5 21.2
Other: 46.5 12.3 61.1 22.3 46.2 11.6 58.6 20.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 4, 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 : 999,065: 216,381 123,368 150,261 504,135 532,529 870,777 806,158: 128,288 192,907
Old : 840,895: 187,849 133,412 110,953 427,309 438,548 726,111 682,913: 114,784 157,982
Other: 158,170: 61,202 22,626 6,638 76,826 93,981 144,666 123,245: 13,504 34,925
: : :
: : Changes in Commitments from: October 28, 2008 :
: 16,376: 7,659 1,665 2,939 -6,368 -1,950 4,230 2,654: 12,146 13,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 12.3 15.0 50.5 53.3 87.2 80.7: 12.8 19.3
Old : 100.0: 22.3 15.9 13.2 50.8 52.2 86.3 81.2: 13.7 18.8
Other: 100.0: 38.7 14.3 4.2 48.6 59.4 91.5 77.9: 8.5 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 667: 145 160 160 233 280 476 532:
Old : 662: 144 170 146 226 270 458 515:
Other: 387: 70 63 24 74 210 151 290:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 16.5 20.7 22.7 11.0 14.4 19.4 20.0
Old : 12.0 16.2 20.6 22.8 11.5 13.7 19.9 19.0
Other: 29.3 22.9 45.9 30.5 29.1 22.5 44.8 29.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 4, 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 : 16,022: 1,772 2,120 733 11,792 10,847 14,297 13,700: 1,725 2,322
Old : 11,741: 1,762 2,119 598 7,798 6,922 10,158 9,639: 1,583 2,102
Other: 4,281: 140 131 5 3,994 3,925 4,139 4,061: 142 220
: : :
: : Changes in Commitments from: October 28, 2008 :
: 530: -112 -137 466 461 458 815 787: -285 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.2 4.6 73.6 67.7 89.2 85.5: 10.8 14.5
Old : 100.0: 15.0 18.0 5.1 66.4 59.0 86.5 82.1: 13.5 17.9
Other: 100.0: 3.3 3.1 0.1 93.3 91.7 96.7 94.9: 3.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 13 15 6 18 14 36 33:
Old : 51: 14 14 4 17 12 34 29:
Other: 20: 3 3 1 8 10 12 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 : 46.2 54.4 61.7 67.6 43.9 46.9 53.4 54.3
Old : 40.8 49.5 55.7 63.1 37.0 39.4 47.3 49.6
Other: 85.5 80.2 95.0 92.5 85.5 75.9 89.4 85.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 4, 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 : 308,399: 56,179 27,341 49,428 161,808 172,362 267,415 249,131: 40,984 59,268
Old : 261,811: 51,081 30,542 34,549 138,316 148,347 223,946 213,438: 37,865 48,373
Other: 46,588: 17,798 9,499 2,179 23,492 24,015 43,469 35,693: 3,119 10,895
: : :
: : Changes in Commitments from: October 28, 2008 :
: -13,621: 5,105 -2,936 2,346 -17,410 -4,581 -9,959 -5,171: -3,662 -8,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 8.9 16.0 52.5 55.9 86.7 80.8: 13.3 19.2
Old : 100.0: 19.5 11.7 13.2 52.8 56.7 85.5 81.5: 14.5 18.5
Other: 100.0: 38.2 20.4 4.7 50.4 51.5 93.3 76.6: 6.7 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 79 81 87 83 126 216 260:
Old : 314: 75 84 80 81 123 209 253:
Other: 165: 36 28 14 31 80 73 118:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 24.3 29.1 31.7 14.2 17.3 24.1 22.8
Old : 20.0 23.4 32.4 31.0 16.2 19.9 27.7 26.5
Other: 47.7 35.4 63.5 45.4 47.7 35.4 60.8 43.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 4, 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 : 254,054: 24,493 25,645 54,108 152,918 151,259 231,519 231,012: 22,535 23,042
Old : 226,851: 26,598 28,011 39,657 139,773 136,860 206,028 204,528: 20,823 22,323
Other: 27,203: 4,420 4,159 7,926 13,145 14,399 25,491 26,484: 1,712 719
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,776: -1,895 -6,963 1,995 -3,118 6,087 -3,018 1,119: 1,242 -2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.1 21.3 60.2 59.5 91.1 90.9: 8.9 9.1
Old : 100.0: 11.7 12.3 17.5 61.6 60.3 90.8 90.2: 9.2 9.8
Other: 100.0: 16.2 15.3 29.1 48.3 52.9 93.7 97.4: 6.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 37 43 68 66 62 151 155:
Old : 194: 43 46 65 66 60 149 152:
Other: 54: 7 12 10 26 13 40 29:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 27.2 33.4 41.0 15.9 21.8 24.1 30.8
Old : 22.0 27.1 31.6 39.9 19.9 23.2 29.1 34.9
Other: 63.1 68.9 79.2 82.4 46.0 46.6 55.4 55.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 4, 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 : 724,605: 49,150 162,401 3,212 571,361 424,217 623,723 589,830: 100,882 134,775
Old : 724,605: 49,150 162,401 3,212 571,361 424,217 623,723 589,830: 100,882 134,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -9,987: 10,196 16,256 -2,042 -108 -4,273 8,046 9,941: -18,033 -19,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 22.4 0.4 78.9 58.5 86.1 81.4: 13.9 18.6
Old : 100.0: 6.8 22.4 0.4 78.9 58.5 86.1 81.4: 13.9 18.6
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 : 158: 21 38 18 71 76 102 122:
Old : 158: 21 38 18 71 76 102 122:
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 : 30.7 15.4 43.0 24.6 22.6 14.2 33.2 21.9
Old : 30.7 15.4 43.0 24.6 22.6 14.2 33.2 21.9
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, November 4, 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 : 145,265: 26,254 14,614 15,440 74,259 93,817 115,953 123,871: 29,312 21,394
Old : 135,082: 26,012 14,802 12,283 68,637 86,913 106,932 113,998: 28,150 21,084
Other: 10,183: 1,792 1,362 1,607 5,622 6,904 9,021 9,873: 1,162 310
: : :
: : Changes in Commitments from: October 28, 2008 :
: -5,179: -3,189 2,051 -1,268 -3,489 -5,608 -7,946 -4,825: 2,767 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.1 10.6 51.1 64.6 79.8 85.3: 20.2 14.7
Old : 100.0: 19.3 11.0 9.1 50.8 64.3 79.2 84.4: 20.8 15.6
Other: 100.0: 17.6 13.4 15.8 55.2 67.8 88.6 97.0: 11.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 30 33 33 62 56 115 109:
Old : 146: 32 39 32 61 56 113 109:
Other: 55: 15 9 9 23 11 43 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 : 21.4 34.6 31.5 47.1 20.9 29.3 29.2 40.0
Old : 22.3 34.5 32.9 45.7 22.0 29.1 30.1 38.8
Other: 33.7 59.1 50.6 76.9 33.7 55.3 49.2 69.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 4, 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 : 6,989: 1,148 367 791 4,196 4,436 6,135 5,594: 854 1,395
Old : 6,936: 1,147 368 785 4,176 4,416 6,108 5,569: 828 1,367
Other: 53: 7 5 0 20 20 27 25: 26 28
: : :
: : Changes in Commitments from: October 28, 2008 :
: -489: -4 17 96 -367 -481 -275 -368: -214 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 5.3 11.3 60.0 63.5 87.8 80.0: 12.2 20.0
Old : 100.0: 16.5 5.3 11.3 60.2 63.7 88.1 80.3: 11.9 19.7
Other: 100.0: 13.2 9.4 0.0 37.7 37.7 50.9 47.2: 49.1 52.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 5 7 16 14 29 25:
Old : 43: 10 5 7 16 13 29 24:
Other: 6: 2 1 0 1 2 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 45.6 59.0 64.9 39.0 45.6 53.1 57.2
Old : 41.7 45.7 59.0 65.1 39.1 45.7 53.2 57.4
Other: 50.9 47.2 50.9 47.2 50.9 47.2 50.9 47.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 4, 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 : 706,797: 139,877 136,087 5,369 448,087 466,742 593,333 608,198: 113,464 98,599
Old : 706,797: 139,877 136,087 5,369 448,087 466,742 593,333 608,198: 113,464 98,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -25,743: -22,361 -11,698 577 4,047 -2,770 -17,737 -13,891: -8,006 -11,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 19.3 0.8 63.4 66.0 83.9 86.0: 16.1 14.0
Old : 100.0: 19.8 19.3 0.8 63.4 66.0 83.9 86.0: 16.1 14.0
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 : 177: 35 33 13 76 77 119 115:
Old : 177: 35 33 13 76 77 119 115:
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 : 21.2 28.7 33.6 40.9 18.9 22.0 27.9 32.7
Old : 21.2 28.7 33.6 40.9 18.9 22.0 27.9 32.7
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, November 4, 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 : 1,242,935: 200,831 180,406 11,994 805,304 758,003 1,018,129 950,403: 224,806 292,532
Old : 1,242,935: 200,831 180,406 11,994 805,304 758,003 1,018,129 950,403: 224,806 292,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -65,073: 557 -46,550 -2,417 -45,009 -4,556 -46,869 -53,523: -18,204 -11,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.5 1.0 64.8 61.0 81.9 76.5: 18.1 23.5
Old : 100.0: 16.2 14.5 1.0 64.8 61.0 81.9 76.5: 18.1 23.5
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 : 191: 30 44 28 80 91 128 145:
Old : 191: 30 44 28 80 91 128 145:
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 : 21.8 22.0 33.3 31.6 20.5 16.4 30.9 25.7
Old : 21.8 22.0 33.3 31.6 20.5 16.4 30.9 25.7
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, November 4, 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 : 1,345,161: 401,416 168,290 5,970 746,138 942,566 1,153,524 1,116,826: 191,637 228,335
Old : 1,345,161: 401,416 168,290 5,970 746,138 942,566 1,153,524 1,116,826: 191,637 228,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -15,229: -39,916 -401 -458 28,009 -27,956 -12,365 -28,815: -2,864 13,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 12.5 0.4 55.5 70.1 85.8 83.0: 14.2 17.0
Old : 100.0: 29.8 12.5 0.4 55.5 70.1 85.8 83.0: 14.2 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 38 31 21 82 75 130 117:
Old : 173: 38 31 21 82 75 130 117:
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 : 22.6 33.4 35.3 45.0 13.3 22.8 23.9 31.9
Old : 22.6 33.4 35.3 45.0 13.3 22.8 23.9 31.9
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 - Futures Only, November 4, 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 : 485,789: 208,779 37,235 42,478 199,978 370,888 451,235 450,601: 34,554 35,188
Old : 485,789: 208,779 37,235 42,478 199,978 370,888 451,235 450,601: 34,554 35,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -108,432: -12,647 -9,296 -9,502 -84,353 -89,421 -106,502 -108,219: -1,930 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 7.7 8.7 41.2 76.3 92.9 92.8: 7.1 7.2
Old : 100.0: 43.0 7.7 8.7 41.2 76.3 92.9 92.8: 7.1 7.2
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 : 113: 35 16 37 42 46 96 89:
Old : 113: 35 16 37 42 46 96 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 : 24.0 38.8 36.6 57.9 21.7 35.5 33.0 50.3
Old : 24.0 38.8 36.6 57.9 21.7 35.5 33.0 50.3
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, November 4, 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 : 26,957: 13,245 5,341 58 10,193 11,977 23,496 17,376: 3,461 9,581
Old : 26,957: 13,245 5,341 58 10,193 11,977 23,496 17,376: 3,461 9,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,932: 1,031 -415 1 -2,375 -329 -1,343 -743: -589 -1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 19.8 0.2 37.8 44.4 87.2 64.5: 12.8 35.5
Old : 100.0: 49.1 19.8 0.2 37.8 44.4 87.2 64.5: 12.8 35.5
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 : 45: 15 10 3 13 9 29 21:
Old : 45: 15 10 3 13 9 29 21:
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 : 38.7 35.6 58.9 49.2 34.5 35.3 54.7 47.9
Old : 38.7 35.6 58.9 49.2 34.5 35.3 54.7 47.9
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, November 4, 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 : 107,331: 21,812 22,362 820 71,161 63,852 93,793 87,034: 13,538 20,297
Old : 107,331: 21,812 22,362 820 71,161 63,852 93,793 87,034: 13,538 20,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -960: -1,291 -1,867 -11 1,425 1,930 123 52: -1,083 -1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 20.8 0.8 66.3 59.5 87.4 81.1: 12.6 18.9
Old : 100.0: 20.3 20.8 0.8 66.3 59.5 87.4 81.1: 12.6 18.9
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 : 98: 26 23 6 33 25 63 50:
Old : 98: 26 23 6 33 25 63 50:
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 : 38.3 37.1 54.0 54.2 35.2 36.4 49.5 52.7
Old : 38.3 37.1 54.0 54.2 35.2 36.4 49.5 52.7
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, November 4, 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 : 31,329: 15,621 9,129 428 14,976 21,588 31,025 31,145: 304 184
Old : 31,329: 15,621 9,129 428 14,976 21,588 31,025 31,145: 304 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,353: 180 176 0 -1,501 -1,519 -1,321 -1,343: -32 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 29.1 1.4 47.8 68.9 99.0 99.4: 1.0 0.6
Old : 100.0: 49.9 29.1 1.4 47.8 68.9 99.0 99.4: 1.0 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 : 39: 10 12 4 13 12 25 26:
Old : 39: 10 12 4 13 12 25 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 : 67.7 84.2 88.8 93.0 67.5 71.6 77.6 78.2
Old : 67.7 84.2 88.8 93.0 67.5 71.6 77.6 78.2
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, November 4, 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 : 56,351: 29,832 4,327 1,077 25,092 50,835 56,001 56,239: 350 112
Old : 56,351: 29,832 4,327 1,077 25,092 50,835 56,001 56,239: 350 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -3,756: -1,032 -2,235 -41 -2,672 -1,523 -3,745 -3,799: -11 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 7.7 1.9 44.5 90.2 99.4 99.8: 0.6 0.2
Old : 100.0: 52.9 7.7 1.9 44.5 90.2 99.4 99.8: 0.6 0.2
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 : 31: 10 6 2 9 7 19 15:
Old : 31: 10 6 2 9 7 19 15:
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 : 85.5 89.8 94.9 98.7 77.6 89.8 87.0 91.6
Old : 85.5 89.8 94.9 98.7 77.6 89.8 87.0 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2008