WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, 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 : 297,518: 68,830 68,897 64,834 140,226 117,548 273,890 251,279: 23,628 46,239 Old : 207,360: 68,511 63,729 33,218 87,298 78,891 189,027 175,838: 18,333 31,522 Other: 90,158: 26,430 31,279 5,505 52,928 38,657 84,863 75,441: 5,295 14,717 : : : : : Changes in Commitments from: November 11, 2008 : : 10,858: 2,185 -6,017 3,918 8,058 14,771 14,161 12,672: -3,303 -1,814 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 23.2 21.8 47.1 39.5 92.1 84.5: 7.9 15.5 Old : 100.0: 33.0 30.7 16.0 42.1 38.0 91.2 84.8: 8.8 15.2 Other: 100.0: 29.3 34.7 6.1 58.7 42.9 94.1 83.7: 5.9 16.3 : : : :# Traders : Number of Traders in Each Category : All : 330: 66 115 136 64 88 239 280: Old : 323: 101 100 104 59 81 220 249: Other: 191: 29 79 30 40 74 89 166: :---------------------------------------------------------------------------------------------------- : 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 : 21.3 12.1 33.0 19.0 17.9 10.0 28.0 15.9 Old : 16.8 13.9 28.2 22.2 15.8 12.8 26.6 20.7 Other: 59.1 14.4 70.1 23.7 58.9 13.1 69.3 21.7 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, 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 : 994,551: 195,693 146,457 167,605 499,706 504,726 863,004 818,788: 131,547 175,763 Old : 810,212: 164,759 144,912 123,822 404,110 405,003 692,691 673,737: 117,521 136,475 Other: 184,339: 68,257 38,868 6,460 95,596 99,723 170,313 145,051: 14,026 39,288 : : : : : Changes in Commitments from: November 11, 2008 : : -14,500: -10,560 -5,835 2,340 -8,811 -6,170 -17,031 -9,665: 2,531 -4,835 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 14.7 16.9 50.2 50.7 86.8 82.3: 13.2 17.7 Old : 100.0: 20.3 17.9 15.3 49.9 50.0 85.5 83.2: 14.5 16.8 Other: 100.0: 37.0 21.1 3.5 51.9 54.1 92.4 78.7: 7.6 21.3 : : : :# Traders : Number of Traders in Each Category : All : 658: 134 145 171 234 271 478 532: Old : 646: 159 142 157 231 258 467 502: Other: 389: 54 84 25 71 210 134 312: :---------------------------------------------------------------------------------------------------- : 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 : 12.3 16.0 20.8 22.1 11.2 14.3 19.2 19.5 Old : 11.5 16.4 18.8 23.2 10.8 14.3 18.0 19.5 Other: 36.2 19.9 54.5 27.6 36.2 19.7 54.2 26.8 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, 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 : 14,662: 1,562 2,073 167 11,364 10,046 13,093 12,286: 1,569 2,376 Old : 10,357: 1,512 2,073 62 7,370 6,127 8,944 8,262: 1,413 2,095 Other: 4,305: 143 93 12 3,994 3,919 4,149 4,024: 156 281 : : : : : Changes in Commitments from: November 11, 2008 : : -768: -30 311 -372 -342 -670 -744 -731: -24 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 14.1 1.1 77.5 68.5 89.3 83.8: 10.7 16.2 Old : 100.0: 14.6 20.0 0.6 71.2 59.2 86.4 79.8: 13.6 20.2 Other: 100.0: 3.3 2.2 0.3 92.8 91.0 96.4 93.5: 3.6 6.5 : : : :# Traders : Number of Traders in Each Category : All : 46: 12 13 5 17 11 31 28: Old : 44: 12 13 2 16 10 29 24: Other: 19: 3 3 1 8 9 12 12: :---------------------------------------------------------------------------------------------------- : 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 : 51.9 57.9 67.1 68.9 48.6 51.0 59.8 59.0 Old : 46.8 53.8 60.6 65.0 43.9 44.3 55.2 55.5 Other: 85.0 79.6 94.6 91.5 85.0 75.3 88.6 84.5 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, 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 : 311,824: 54,541 29,954 56,752 158,826 164,822 270,119 251,528: 41,705 60,296 Old : 264,587: 50,923 33,185 40,908 134,314 141,250 226,145 215,343: 38,442 49,244 Other: 47,237: 17,081 10,232 2,381 24,512 23,572 43,974 36,185: 3,263 11,052 : : : : : Changes in Commitments from: November 11, 2008 : : -4,987: -242 -1,585 1,110 -4,185 -1,228 -3,317 -1,703: -1,670 -3,284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 9.6 18.2 50.9 52.9 86.6 80.7: 13.4 19.3 Old : 100.0: 19.2 12.5 15.5 50.8 53.4 85.5 81.4: 14.5 18.6 Other: 100.0: 36.2 21.7 5.0 51.9 49.9 93.1 76.6: 6.9 23.4 : : : :# Traders : Number of Traders in Each Category : All : 324: 91 76 88 92 115 237 251: Old : 320: 92 83 79 91 111 230 241: Other: 172: 35 36 15 34 79 77 124: :---------------------------------------------------------------------------------------------------- : 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 : 16.8 24.3 27.7 32.2 14.1 18.2 23.5 23.0 Old : 19.1 23.7 31.1 31.9 16.2 22.1 27.6 28.1 Other: 45.5 36.0 60.0 45.8 45.5 36.0 58.1 43.2 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, 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 : 256,211: 22,304 27,252 61,498 151,662 142,466 235,464 231,216: 20,747 24,995 Old : 229,105: 25,383 30,363 45,828 138,960 128,620 210,171 204,811: 18,934 24,294 Other: 27,106: 4,301 4,269 8,290 12,702 13,846 25,293 26,405: 1,813 701 : : : : : Changes in Commitments from: November 11, 2008 : : -2,244: -1,745 2,069 2,425 -4,262 -8,201 -3,582 -3,707: 1,338 1,463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 10.6 24.0 59.2 55.6 91.9 90.2: 8.1 9.8 Old : 100.0: 11.1 13.3 20.0 60.7 56.1 91.7 89.4: 8.3 10.6 Other: 100.0: 15.9 15.7 30.6 46.9 51.1 93.3 97.4: 6.7 2.6 : : : :# Traders : Number of Traders in Each Category : All : 183: 31 44 66 65 61 145 152: Old : 183: 39 46 64 64 58 142 149: Other: 59: 7 16 10 26 13 41 33: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.8 24.5 34.9 39.0 16.5 21.4 24.8 28.8 Old : 22.3 25.9 33.1 38.2 20.4 21.9 29.4 32.1 Other: 59.2 68.5 77.4 80.0 43.2 44.4 52.7 53.3 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, 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 : 744,570: 60,739 151,705 4,676 583,035 440,776 648,450 597,157: 96,120 147,413 Old : 744,570: 60,739 151,705 4,676 583,035 440,776 648,450 597,157: 96,120 147,413 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : 11,374: 9,883 -5,724 1,242 -120 10,774 11,005 6,292: 369 5,082 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 20.4 0.6 78.3 59.2 87.1 80.2: 12.9 19.8 Old : 100.0: 8.2 20.4 0.6 78.3 59.2 87.1 80.2: 12.9 19.8 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 : 149: 22 33 15 67 74 96 115: Old : 149: 22 33 15 67 74 96 115: 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 : 29.3 18.5 43.1 27.3 23.0 14.1 33.8 21.6 Old : 29.3 18.5 43.1 27.3 23.0 14.1 33.8 21.6 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 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 : 138,211: 24,933 13,410 15,614 71,667 88,473 112,214 117,497: 25,997 20,714 Old : 127,468: 23,949 14,005 12,756 66,134 80,526 102,839 107,287: 24,629 20,181 Other: 10,743: 2,172 593 1,670 5,533 7,947 9,375 10,210: 1,368 533 : : : : : Changes in Commitments from: November 11, 2008 : : -45: -875 -642 724 389 -1,860 238 -1,778: -283 1,733 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 9.7 11.3 51.9 64.0 81.2 85.0: 18.8 15.0 Old : 100.0: 18.8 11.0 10.0 51.9 63.2 80.7 84.2: 19.3 15.8 Other: 100.0: 20.2 5.5 15.5 51.5 74.0 87.3 95.0: 12.7 5.0 : : : :# Traders : Number of Traders in Each Category : All : 147: 34 25 30 68 61 123 104: Old : 147: 35 31 29 67 61 121 104: Other: 52: 14 6 9 21 13 40 25: :---------------------------------------------------------------------------------------------------- : 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 : 19.0 33.8 28.9 45.0 19.0 28.6 26.8 37.9 Old : 19.9 32.3 29.3 43.2 19.9 27.0 27.2 36.1 Other: 31.8 60.8 48.9 75.9 31.8 57.3 47.3 69.0 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, 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 : 6,542: 1,466 879 436 3,814 3,663 5,716 4,978: 826 1,564 Old : 6,339: 1,510 880 391 3,638 3,601 5,539 4,872: 800 1,467 Other: 203: 1 44 0 176 62 177 106: 26 97 : : : : : Changes in Commitments from: November 11, 2008 : : -228: 294 311 -132 -339 -538 -177 -359: -51 131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 13.4 6.7 58.3 56.0 87.4 76.1: 12.6 23.9 Old : 100.0: 23.8 13.9 6.2 57.4 56.8 87.4 76.9: 12.6 23.1 Other: 100.0: 0.5 21.7 0.0 86.7 30.5 87.2 52.2: 12.8 47.8 : : : :# Traders : Number of Traders in Each Category : All : 49: 9 12 5 19 15 29 31: Old : 49: 9 12 5 19 14 29 30: Other: 6: 1 2 0 2 2 3 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 : 39.7 40.7 55.3 54.7 35.9 40.7 50.5 50.4 Old : 38.6 41.7 54.6 55.5 34.6 41.7 49.7 51.6 Other: 87.2 52.2 87.2 52.2 76.8 41.9 76.8 41.9 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, 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 : 672,319: 124,602 137,278 8,538 439,079 435,785 572,219 581,601: 100,100 90,718 Old : 672,319: 124,602 137,278 8,538 439,079 435,785 572,219 581,601: 100,100 90,718 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : -25,418: -14,504 9,692 -1,623 -12,280 -38,132 -28,407 -30,063: 2,989 4,645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 20.4 1.3 65.3 64.8 85.1 86.5: 14.9 13.5 Old : 100.0: 18.5 20.4 1.3 65.3 64.8 85.1 86.5: 14.9 13.5 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 : 177: 31 36 15 73 78 113 120: Old : 177: 31 36 15 73 78 113 120: 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 28.5 33.2 40.0 19.8 23.9 28.2 33.4 Old : 21.2 28.5 33.2 40.0 19.8 23.9 28.2 33.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 Commitments of Traders - Futures Only, 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 : 1,226,756: 183,921 167,546 20,368 784,071 754,584 988,360 942,498: 238,396 284,258 Old : 1,226,756: 183,921 167,546 20,368 784,071 754,584 988,360 942,498: 238,396 284,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : -14,782: -9,145 -30,951 4,791 -21,093 10,187 -25,447 -15,973: 10,665 1,191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 13.7 1.7 63.9 61.5 80.6 76.8: 19.4 23.2 Old : 100.0: 15.0 13.7 1.7 63.9 61.5 80.6 76.8: 19.4 23.2 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 : 195: 29 47 29 83 97 132 153: Old : 195: 29 47 29 83 97 132 153: 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 : 22.4 19.6 34.9 27.9 20.2 15.9 31.3 22.3 Old : 22.4 19.6 34.9 27.9 20.2 15.9 31.3 22.3 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 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 : 1,279,054: 338,163 167,648 13,606 746,713 893,540 1,098,482 1,074,794: 180,572 204,260 Old : 1,279,054: 338,163 167,648 13,606 746,713 893,540 1,098,482 1,074,794: 180,572 204,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : -31,776: -54,930 13,825 5,996 8,019 -51,989 -40,915 -32,168: 9,139 392 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 13.1 1.1 58.4 69.9 85.9 84.0: 14.1 16.0 Old : 100.0: 26.4 13.1 1.1 58.4 69.9 85.9 84.0: 14.1 16.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 163: 36 33 23 79 68 128 111: Old : 163: 36 33 23 79 68 128 111: 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 : 22.5 36.4 35.0 46.7 12.9 25.0 22.6 33.0 Old : 22.5 36.4 35.0 46.7 12.9 25.0 22.6 33.0 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 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 : 476,245: 201,046 27,204 39,622 205,133 367,420 445,801 434,246: 30,444 41,999 Old : 476,245: 201,046 27,204 39,622 205,133 367,420 445,801 434,246: 30,444 41,999 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : 6,677: -1,335 -4,416 4,837 4,216 -968 7,718 -547: -1,041 7,224 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.2 5.7 8.3 43.1 77.1 93.6 91.2: 6.4 8.8 Old : 100.0: 42.2 5.7 8.3 43.1 77.1 93.6 91.2: 6.4 8.8 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 : 96: 25 15 26 41 44 81 75: Old : 96: 25 15 26 41 44 81 75: 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 39.4 38.3 59.3 22.8 35.9 34.1 51.4 Old : 25.7 39.4 38.3 59.3 22.8 35.9 34.1 51.4 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 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 : 26,598: 13,068 6,266 42 10,254 11,206 23,364 17,514: 3,234 9,084 Old : 26,598: 13,068 6,266 42 10,254 11,206 23,364 17,514: 3,234 9,084 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : -30: 58 -136 -5 16 22 69 -119: -99 89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.1 23.6 0.2 38.6 42.1 87.8 65.8: 12.2 34.2 Old : 100.0: 49.1 23.6 0.2 38.6 42.1 87.8 65.8: 12.2 34.2 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 : 47: 15 12 4 13 9 30 23: Old : 47: 15 12 4 13 9 30 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 36.1 58.2 49.5 32.9 35.8 54.0 47.7 Old : 37.2 36.1 58.2 49.5 32.9 35.8 54.0 47.7 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 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 : 112,043: 22,152 23,664 1,060 70,621 67,651 93,833 92,375: 18,210 19,668 Old : 112,043: 22,152 23,664 1,060 70,621 67,651 93,833 92,375: 18,210 19,668 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : 3,240: -1,389 -775 -191 3,141 2,959 1,561 1,993: 1,679 1,247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 21.1 0.9 63.0 60.4 83.7 82.4: 16.3 17.6 Old : 100.0: 19.8 21.1 0.9 63.0 60.4 83.7 82.4: 16.3 17.6 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 : 99: 27 24 7 30 26 60 54: Old : 99: 27 24 7 30 26 60 54: 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 : 36.1 35.7 51.1 51.1 31.9 34.9 46.2 50.3 Old : 36.1 35.7 51.1 51.1 31.9 34.9 46.2 50.3 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 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 - Futures Only, 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