WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 11, 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 : 286,660: 66,645 74,914 60,916 132,168 102,777 259,729 238,607: 26,931 48,053
Old : 201,286: 66,418 69,675 29,223 85,338 68,893 180,979 167,791: 20,307 33,495
Other: 85,374: 26,362 31,374 5,558 46,830 33,884 78,750 70,816: 6,624 14,558
: : :
: : Changes in Commitments from: November 4, 2008 :
: 3,839: -3,262 3,741 5,385 1,301 -7,349 3,424 1,777: 415 2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 26.1 21.3 46.1 35.9 90.6 83.2: 9.4 16.8
Old : 100.0: 33.0 34.6 14.5 42.4 34.2 89.9 83.4: 10.1 16.6
Other: 100.0: 30.9 36.7 6.5 54.9 39.7 92.2 82.9: 7.8 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 68 111 127 65 86 230 278:
Old : 316: 102 98 97 61 78 211 245:
Other: 188: 28 77 35 42 71 93 166:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 9.6 33.1 16.0 19.3 9.5 31.0 15.2
Old : 17.6 11.4 29.5 19.5 17.6 11.4 29.4 19.2
Other: 54.8 12.3 65.6 21.6 54.5 11.1 64.9 19.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 11, 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 : 1,009,051: 206,253 152,292 165,265 508,517 510,896 880,035 828,453: 129,016 180,598
Old : 827,800: 174,428 151,190 120,778 417,020 412,960 712,226 684,928: 115,574 142,872
Other: 181,251: 69,549 38,826 6,763 91,497 97,936 167,809 143,525: 13,442 37,726
: : :
: : Changes in Commitments from: November 4, 2008 :
: 9,986: -10,128 28,924 15,004 4,382 -21,633 9,258 22,295: 728 -12,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 15.1 16.4 50.4 50.6 87.2 82.1: 12.8 17.9
Old : 100.0: 21.1 18.3 14.6 50.4 49.9 86.0 82.7: 14.0 17.3
Other: 100.0: 38.4 21.4 3.7 50.5 54.0 92.6 79.2: 7.4 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 678: 134 171 173 237 267 490 542:
Old : 668: 162 163 155 232 254 477 511:
Other: 397: 56 90 27 75 206 142 314:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 15.6 20.5 21.5 10.6 13.8 18.8 18.7
Old : 11.3 15.9 18.9 22.2 10.6 13.2 17.7 18.5
Other: 34.4 20.1 52.5 27.7 34.4 19.9 52.2 27.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 11, 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 : 15,430: 1,592 1,762 539 11,706 10,716 13,837 13,017: 1,593 2,413
Old : 11,137: 1,551 1,762 438 7,708 6,792 9,697 8,992: 1,440 2,145
Other: 4,293: 140 99 2 3,998 3,924 4,140 4,025: 153 268
: : :
: : Changes in Commitments from: November 4, 2008 :
: -592: -180 -358 -194 -86 -131 -460 -683: -132 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.4 3.5 75.9 69.4 89.7 84.4: 10.3 15.6
Old : 100.0: 13.9 15.8 3.9 69.2 61.0 87.1 80.7: 12.9 19.3
Other: 100.0: 3.3 2.3 0.0 93.1 91.4 96.4 93.8: 3.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 11 5 16 12 31 27:
Old : 43: 12 11 3 15 11 29 24:
Other: 18: 3 2 1 8 9 12 11:
:----------------------------------------------------------------------------------------------------
: 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 : 49.4 56.5 65.0 69.2 45.8 48.2 55.8 55.5
Old : 45.1 52.2 59.8 64.0 39.5 40.8 50.1 51.0
Other: 85.3 80.1 94.9 92.1 85.3 75.8 89.1 85.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 11, 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 : 316,811: 54,783 31,539 55,642 163,011 166,050 273,436 253,231: 43,375 63,580
Old : 269,596: 51,103 34,408 40,183 138,222 142,326 229,508 216,917: 40,088 52,679
Other: 47,215: 16,562 10,013 2,577 24,789 23,724 43,928 36,314: 3,287 10,901
: : :
: : Changes in Commitments from: November 4, 2008 :
: 8,412: -1,396 4,198 6,214 1,203 -6,312 6,021 4,100: 2,391 4,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.0 17.6 51.5 52.4 86.3 79.9: 13.7 20.1
Old : 100.0: 19.0 12.8 14.9 51.3 52.8 85.1 80.5: 14.9 19.5
Other: 100.0: 35.1 21.2 5.5 52.5 50.2 93.0 76.9: 7.0 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 84 82 91 88 122 226 262:
Old : 320: 86 86 83 87 119 220 254:
Other: 170: 33 33 15 32 83 73 125:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 23.3 27.6 30.8 14.1 16.7 23.7 21.6
Old : 19.0 22.5 31.0 30.1 16.0 19.6 27.5 25.9
Other: 45.8 36.1 61.4 45.7 45.8 35.8 59.8 43.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 11, 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 : 258,455: 24,049 25,183 59,073 155,924 150,667 239,046 234,923: 19,409 23,532
Old : 231,185: 26,757 28,370 43,865 142,838 135,997 213,460 208,232: 17,725 22,953
Other: 27,270: 4,396 3,917 8,104 13,086 14,670 25,586 26,691: 1,684 579
: : :
: : Changes in Commitments from: November 4, 2008 :
: 4,401: -444 -462 4,965 3,006 -592 7,527 3,911: -3,126 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.7 22.9 60.3 58.3 92.5 90.9: 7.5 9.1
Old : 100.0: 11.6 12.3 19.0 61.8 58.8 92.3 90.1: 7.7 9.9
Other: 100.0: 16.1 14.4 29.7 48.0 53.8 93.8 97.9: 6.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 33 45 65 67 63 144 155:
Old : 185: 42 47 63 66 60 141 152:
Other: 60: 8 16 9 27 13 42 32:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 25.9 35.1 40.0 16.6 21.6 24.7 30.2
Old : 22.6 27.3 33.3 39.6 20.6 23.6 29.5 34.1
Other: 61.7 68.2 79.0 81.2 45.5 45.7 54.7 54.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 11, 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 : 733,196: 50,856 157,429 3,434 583,155 430,002 637,445 590,865: 95,751 142,331
Old : 733,196: 50,856 157,429 3,434 583,155 430,002 637,445 590,865: 95,751 142,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 8,591: 1,706 -4,972 222 11,794 5,785 13,722 1,035: -5,131 7,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 21.5 0.5 79.5 58.6 86.9 80.6: 13.1 19.4
Old : 100.0: 6.9 21.5 0.5 79.5 58.6 86.9 80.6: 13.1 19.4
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 : 157: 18 36 19 73 82 104 125:
Old : 157: 18 36 19 73 82 104 125:
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 : 30.1 15.6 42.1 24.7 22.5 13.6 33.0 21.7
Old : 30.1 15.6 42.1 24.7 22.5 13.6 33.0 21.7
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 - Futures Only, November 11, 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 : 138,256: 25,808 14,052 14,890 71,278 90,333 111,976 119,275: 26,280 18,981
Old : 127,302: 24,884 14,856 11,990 65,749 81,869 102,623 108,715: 24,679 18,587
Other: 10,954: 2,134 406 1,690 5,529 8,464 9,353 10,560: 1,601 394
: : :
: : Changes in Commitments from: November 4, 2008 :
: -7,009: -446 -562 -550 -2,981 -3,484 -3,977 -4,596: -3,032 -2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.2 10.8 51.6 65.3 81.0 86.3: 19.0 13.7
Old : 100.0: 19.5 11.7 9.4 51.6 64.3 80.6 85.4: 19.4 14.6
Other: 100.0: 19.5 3.7 15.4 50.5 77.3 85.4 96.4: 14.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 32 29 31 64 59 117 106:
Old : 146: 33 34 30 63 59 115 106:
Other: 53: 14 6 9 21 14 40 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 33.9 30.3 46.7 19.1 28.3 27.9 39.5
Old : 20.6 33.0 31.7 44.9 20.1 27.2 28.4 37.5
Other: 31.2 64.4 47.9 79.0 31.2 61.0 46.4 70.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 11, 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 : 6,770: 1,172 568 568 4,153 4,201 5,893 5,337: 877 1,433
Old : 6,684: 1,172 563 567 4,092 4,172 5,831 5,302: 853 1,382
Other: 86: 1 6 0 61 29 62 35: 24 51
: : :
: : Changes in Commitments from: November 4, 2008 :
: -219: 24 201 -223 -43 -235 -242 -257: 23 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 8.4 8.4 61.3 62.1 87.0 78.8: 13.0 21.2
Old : 100.0: 17.5 8.4 8.5 61.2 62.4 87.2 79.3: 12.8 20.7
Other: 100.0: 1.2 7.0 0.0 70.9 33.7 72.1 40.7: 27.9 59.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 9 5 18 16 28 28:
Old : 45: 8 9 5 18 15 28 27:
Other: 5: 1 1 0 2 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 : 41.0 45.0 58.3 62.0 39.9 45.0 53.2 54.6
Old : 40.8 45.3 58.3 62.5 39.6 45.3 53.1 55.0
Other: 72.1 40.7 72.1 40.7 59.3 27.9 59.3 27.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 11, 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 : 697,737: 139,106 127,586 10,161 451,359 473,917 600,626 611,664: 97,111 86,073
Old : 697,737: 139,106 127,586 10,161 451,359 473,917 600,626 611,664: 97,111 86,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -9,060: -771 -8,501 4,792 3,272 7,175 7,293 3,466: -16,353 -12,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.3 1.5 64.7 67.9 86.1 87.7: 13.9 12.3
Old : 100.0: 19.9 18.3 1.5 64.7 67.9 86.1 87.7: 13.9 12.3
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 : 180: 36 31 13 77 79 121 115:
Old : 180: 36 31 13 77 79 121 115:
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 : 20.7 29.4 32.8 41.5 18.9 22.2 27.4 32.9
Old : 20.7 29.4 32.8 41.5 18.9 22.2 27.4 32.9
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 11, 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 : 1,241,538: 193,066 198,497 15,577 805,164 744,397 1,013,807 958,471: 227,731 283,067
Old : 1,241,538: 193,066 198,497 15,577 805,164 744,397 1,013,807 958,471: 227,731 283,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -1,397: -7,765 18,091 3,583 -140 -13,606 -4,322 8,068: 2,925 -9,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.0 1.3 64.9 60.0 81.7 77.2: 18.3 22.8
Old : 100.0: 15.6 16.0 1.3 64.9 60.0 81.7 77.2: 18.3 22.8
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 : 193: 29 44 30 78 98 125 154:
Old : 193: 29 44 30 78 98 125 154:
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 : 22.3 21.1 33.3 29.6 20.4 15.6 30.5 23.7
Old : 22.3 21.1 33.3 29.6 20.4 15.6 30.5 23.7
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 11, 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 : 1,310,830: 393,093 153,823 7,610 738,694 945,529 1,139,397 1,106,962: 171,433 203,868
Old : 1,310,830: 393,093 153,823 7,610 738,694 945,529 1,139,397 1,106,962: 171,433 203,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -34,331: -8,323 -14,467 1,640 -7,444 2,963 -14,127 -9,864: -20,204 -24,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 11.7 0.6 56.4 72.1 86.9 84.4: 13.1 15.6
Old : 100.0: 30.0 11.7 0.6 56.4 72.1 86.9 84.4: 13.1 15.6
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 : 172: 39 29 20 82 74 131 113:
Old : 172: 39 29 20 82 74 131 113:
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 32.8 35.5 44.8 12.9 20.8 23.0 29.8
Old : 22.6 32.8 35.5 44.8 12.9 20.8 23.0 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 11, 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 : 469,568: 202,381 31,620 34,785 200,917 368,388 438,083 434,793: 31,485 34,775
Old : 469,568: 202,381 31,620 34,785 200,917 368,388 438,083 434,793: 31,485 34,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -16,221: -6,398 -5,615 -7,693 939 -2,500 -13,152 -15,808: -3,069 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 6.7 7.4 42.8 78.5 93.3 92.6: 6.7 7.4
Old : 100.0: 43.1 6.7 7.4 42.8 78.5 93.3 92.6: 6.7 7.4
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 : 102: 27 18 28 40 46 86 79:
Old : 102: 27 18 28 40 46 86 79:
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 : 25.5 39.4 37.9 59.2 22.4 35.9 33.2 52.1
Old : 25.5 39.4 37.9 59.2 22.4 35.9 33.2 52.1
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 11, 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 : 26,628: 13,010 6,402 47 10,238 11,184 23,295 17,633: 3,333 8,995
Old : 26,628: 13,010 6,402 47 10,238 11,184 23,295 17,633: 3,333 8,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -329: -235 1,061 -11 45 -793 -201 257: -128 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 24.0 0.2 38.4 42.0 87.5 66.2: 12.5 33.8
Old : 100.0: 48.9 24.0 0.2 38.4 42.0 87.5 66.2: 12.5 33.8
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 : 48: 16 13 2 13 8 30 22:
Old : 48: 16 13 2 13 8 30 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 36.1 57.9 49.5 33.0 35.7 53.6 47.9
Old : 37.2 36.1 57.9 49.5 33.0 35.7 53.6 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 11, 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 : 108,803: 23,541 24,439 1,251 67,480 64,692 92,272 90,382: 16,531 18,421
Old : 108,803: 23,541 24,439 1,251 67,480 64,692 92,272 90,382: 16,531 18,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 1,472: 1,729 2,077 431 -3,681 840 -1,521 3,348: 2,993 -1,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.5 1.1 62.0 59.5 84.8 83.1: 15.2 16.9
Old : 100.0: 21.6 22.5 1.1 62.0 59.5 84.8 83.1: 15.2 16.9
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 : 102: 30 26 9 31 23 64 55:
Old : 102: 30 26 9 31 23 64 55:
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 : 35.7 37.4 51.2 53.1 33.8 36.6 46.2 51.6
Old : 35.7 37.4 51.2 53.1 33.8 36.6 46.2 51.6
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 11, 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 : 32,082: 19,478 9,032 565 11,895 22,319 31,938 31,916: 144 166
Old : 32,082: 19,478 9,032 565 11,895 22,319 31,938 31,916: 144 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 753: 3,857 -97 137 -3,081 731 913 771: -160 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 28.2 1.8 37.1 69.6 99.6 99.5: 0.4 0.5
Old : 100.0: 60.7 28.2 1.8 37.1 69.6 99.6 99.5: 0.4 0.5
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 : 40: 11 12 6 12 13 25 29:
Old : 40: 11 12 6 12 13 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 77.8 90.2 90.5 66.3 65.2 75.3 74.1
Old : 70.2 77.8 90.2 90.5 66.3 65.2 75.3 74.1
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, November 11, 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 : 59,506: 32,352 4,176 1,143 25,728 54,105 59,223 59,424: 283 82
Old : 59,506: 32,352 4,176 1,143 25,728 54,105 59,223 59,424: 283 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 3,155: 2,520 -151 66 636 3,270 3,222 3,185: -67 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 7.0 1.9 43.2 90.9 99.5 99.9: 0.5 0.1
Old : 100.0: 54.4 7.0 1.9 43.2 90.9 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 10 7 3 9 7 20 16:
Old : 32: 10 7 3 9 7 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 88.8 93.6 98.6 74.6 88.8 86.2 92.1
Old : 82.1 88.8 93.6 98.6 74.6 88.8 86.2 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2007