WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 2, 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 : 254,483: 53,407 68,392 38,164 141,549 105,280 233,120 211,836: 21,363 42,647
Old : 163,083: 46,663 59,959 11,662 89,275 63,970 147,600 135,591: 15,483 27,492
Other: 91,400: 26,647 28,336 6,599 52,274 41,310 85,520 76,245: 5,880 15,155
: : :
: : Changes in Commitments from: November 25, 2008 :
: -12,156: -2,776 6,997 -8,517 4,456 -7,555 -6,837 -9,075: -5,319 -3,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 26.9 15.0 55.6 41.4 91.6 83.2: 8.4 16.8
Old : 100.0: 28.6 36.8 7.2 54.7 39.2 90.5 83.1: 9.5 16.9
Other: 100.0: 29.2 31.0 7.2 57.2 45.2 93.6 83.4: 6.4 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 52 120 96 60 90 188 251:
Old : 282: 75 102 55 51 75 160 204:
Other: 185: 27 69 29 39 79 86 161:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 13.4 39.4 21.4 21.2 11.4 35.2 17.5
Old : 25.4 16.0 38.7 25.8 25.4 15.6 38.7 25.4
Other: 57.2 14.1 68.4 23.4 56.8 12.1 66.5 20.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 2, 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 : 848,682: 150,616 129,601 123,733 460,384 424,134 734,733 677,468: 113,949 171,214
Old : 664,406: 114,256 125,357 89,568 362,917 320,737 566,741 535,662: 97,665 128,744
Other: 184,276: 64,746 32,630 5,779 97,467 103,397 167,992 141,806: 16,284 42,470
: : :
: : Changes in Commitments from: November 25, 2008 :
: -46,236: -7,603 6,730 -7,079 -8,255 -16,535 -22,937 -16,884: -23,299 -29,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.3 14.6 54.2 50.0 86.6 79.8: 13.4 20.2
Old : 100.0: 17.2 18.9 13.5 54.6 48.3 85.3 80.6: 14.7 19.4
Other: 100.0: 35.1 17.7 3.1 52.9 56.1 91.2 77.0: 8.8 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 104 142 139 189 248 392 478:
Old : 572: 118 138 117 186 233 374 443:
Other: 356: 52 69 18 67 200 127 280:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 16.4 22.0 23.1 11.8 15.6 20.5 20.9
Old : 12.4 15.8 20.9 23.1 12.4 14.9 20.4 20.7
Other: 35.6 22.2 54.2 29.9 35.6 22.0 53.9 28.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 2, 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 : 17,028: 1,120 2,067 164 14,484 12,897 15,768 15,128: 1,260 1,900
Old : 9,318: 1,000 2,008 125 7,194 5,728 8,319 7,861: 999 1,457
Other: 7,710: 151 90 8 7,290 7,169 7,449 7,267: 261 443
: : :
: : Changes in Commitments from: November 25, 2008 :
: 2,550: -295 -265 -66 3,255 3,244 2,894 2,913: -344 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 12.1 1.0 85.1 75.7 92.6 88.8: 7.4 11.2
Old : 100.0: 10.7 21.5 1.3 77.2 61.5 89.3 84.4: 10.7 15.6
Other: 100.0: 2.0 1.2 0.1 94.6 93.0 96.6 94.3: 3.4 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 11 12 4 18 12 30 27:
Old : 42: 11 11 3 16 9 27 23:
Other: 22: 4 2 1 10 10 14 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 62.2 74.4 74.3 42.3 38.2 52.4 48.7
Old : 51.7 54.6 67.6 68.3 49.7 45.9 62.4 58.2
Other: 83.6 81.9 93.3 92.5 59.9 60.0 67.7 65.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 2, 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 : 316,328: 57,175 35,841 55,139 159,469 163,089 271,783 254,069: 44,545 62,259
Old : 268,713: 52,341 36,879 40,752 134,864 140,528 227,957 218,159: 40,756 50,554
Other: 47,615: 17,168 11,296 2,053 24,605 22,561 43,826 35,910: 3,789 11,705
: : :
: : Changes in Commitments from: November 25, 2008 :
: 720: -627 4,411 4,026 -1,194 -5,850 2,205 2,587: -1,485 -1,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 11.3 17.4 50.4 51.6 85.9 80.3: 14.1 19.7
Old : 100.0: 19.5 13.7 15.2 50.2 52.3 84.8 81.2: 15.2 18.8
Other: 100.0: 36.1 23.7 4.3 51.7 47.4 92.0 75.4: 8.0 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 85 82 94 96 114 243 255:
Old : 320: 83 87 84 95 107 232 243:
Other: 163: 31 37 9 33 76 68 118:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 23.2 26.1 32.1 13.9 18.2 23.0 23.0
Old : 17.8 23.9 29.1 32.6 15.8 22.4 26.7 28.5
Other: 43.9 33.3 58.6 42.0 43.9 32.7 56.5 39.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 2, 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 : 235,500: 14,577 27,365 48,895 149,991 133,185 213,463 209,445: 22,037 26,055
Old : 205,950: 16,105 30,541 33,596 136,932 116,915 186,633 181,052: 19,317 24,898
Other: 29,550: 5,012 3,364 8,759 13,059 16,270 26,830 28,393: 2,720 1,157
: : :
: : Changes in Commitments from: November 25, 2008 :
: -7,423: -445 3,867 -6,972 2,309 -2,399 -5,108 -5,504: -2,315 -1,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 11.6 20.8 63.7 56.6 90.6 88.9: 9.4 11.1
Old : 100.0: 7.8 14.8 16.3 66.5 56.8 90.6 87.9: 9.4 12.1
Other: 100.0: 17.0 11.4 29.6 44.2 55.1 90.8 96.1: 9.2 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 26 47 60 62 56 134 146:
Old : 179: 34 51 56 61 53 131 141:
Other: 62: 12 14 10 28 14 45 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 22.7 36.7 36.4 15.7 17.7 24.9 25.8
Old : 23.9 23.0 35.5 35.1 20.6 18.2 30.8 28.6
Other: 54.1 66.3 71.6 78.5 39.7 44.1 49.1 53.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 2, 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 : 737,714: 50,922 162,713 6,050 566,219 417,982 623,191 586,745: 114,523 150,969
Old : 737,714: 50,922 162,713 6,050 566,219 417,982 623,191 586,745: 114,523 150,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -21,634: 69 24,688 -2,269 14,170 21,765 11,970 44,184: -33,604 -65,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 22.1 0.8 76.8 56.7 84.5 79.5: 15.5 20.5
Old : 100.0: 6.9 22.1 0.8 76.8 56.7 84.5 79.5: 15.5 20.5
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 : 148: 22 32 14 71 77 103 113:
Old : 148: 22 32 14 71 77 103 113:
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 : 26.9 16.8 41.0 25.2 22.2 15.9 34.1 23.1
Old : 26.9 16.8 41.0 25.2 22.2 15.9 34.1 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, December 2, 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 : 129,329: 15,824 13,088 18,139 71,416 75,187 105,379 106,414: 23,950 22,915
Old : 117,203: 14,659 14,389 14,508 65,615 65,976 94,782 94,873: 22,421 22,330
Other: 12,126: 2,922 456 1,874 5,801 9,211 10,597 11,541: 1,529 585
: : :
: : Changes in Commitments from: November 25, 2008 :
: -5,153: -903 2,849 1,033 342 -6,558 472 -2,676: -5,625 -2,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.1 14.0 55.2 58.1 81.5 82.3: 18.5 17.7
Old : 100.0: 12.5 12.3 12.4 56.0 56.3 80.9 80.9: 19.1 19.1
Other: 100.0: 24.1 3.8 15.5 47.8 76.0 87.4 95.2: 12.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 25 27 36 54 47 105 97:
Old : 128: 26 33 35 53 47 103 97:
Other: 57: 18 7 10 22 12 44 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 32.5 30.5 42.8 18.5 24.9 25.7 34.1
Old : 21.6 30.0 32.0 40.3 19.7 21.9 26.1 31.1
Other: 28.1 62.9 45.9 78.3 28.1 59.9 42.9 70.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 2, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,064: 1,461 805 403 4,212 3,848 6,076 5,056: 988 2,008
Old : 6,679: 1,489 810 349 3,920 3,704 5,758 4,863: 921 1,816
Other: 385: 8 31 18 292 144 318 193: 67 192
: : :
: : Changes in Commitments from: November 25, 2008 :
: 413: -63 63 24 383 281 344 368: 69 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 11.4 5.7 59.6 54.5 86.0 71.6: 14.0 28.4
Old : 100.0: 22.3 12.1 5.2 58.7 55.5 86.2 72.8: 13.8 27.2
Other: 100.0: 2.1 8.1 4.7 75.8 37.4 82.6 50.1: 17.4 49.9
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 9 4 21 17 29 30:
Old : 46: 7 10 4 21 16 29 29:
Other: 6: 2 1 2 2 2 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 39.6 52.3 51.9 33.3 39.4 47.1 46.6
Old : 34.4 41.5 52.2 53.8 32.3 41.3 47.3 48.9
Other: 81.0 50.1 82.6 50.1 51.9 19.5 51.9 19.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 2, 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 : 496,148: 69,881 86,837 5,510 331,919 310,104 407,310 402,451: 88,838 93,697
Old : 496,148: 69,881 86,837 5,510 331,919 310,104 407,310 402,451: 88,838 93,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -65,764: -24,719 -17,663 -2,237 -26,312 -36,748 -53,268 -56,648: -12,496 -9,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.5 1.1 66.9 62.5 82.1 81.1: 17.9 18.9
Old : 100.0: 14.1 17.5 1.1 66.9 62.5 82.1 81.1: 17.9 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 : 145: 20 24 9 70 74 96 102:
Old : 145: 20 24 9 70 74 96 102:
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 : 22.1 20.9 32.8 31.0 18.1 15.7 25.5 22.8
Old : 22.1 20.9 32.8 31.0 18.1 15.7 25.5 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 2, 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 : 1,120,868: 155,733 139,215 14,297 734,282 712,265 904,312 865,777: 216,556 255,091
Old : 1,120,868: 155,733 139,215 14,297 734,282 712,265 904,312 865,777: 216,556 255,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -134,600: -22,117 35,854 530 -23,469 -61,368 -45,056 -24,984: -89,544 -109,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 12.4 1.3 65.5 63.5 80.7 77.2: 19.3 22.8
Old : 100.0: 13.9 12.4 1.3 65.5 63.5 80.7 77.2: 19.3 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 : 168: 33 34 21 71 82 115 126:
Old : 168: 33 34 21 71 82 115 126:
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 : 24.5 23.8 37.7 31.4 19.1 19.2 30.9 24.6
Old : 24.5 23.8 37.7 31.4 19.1 19.2 30.9 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 2, 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 : 1,080,985: 238,368 142,842 17,774 670,967 739,846 927,109 900,462: 153,876 180,523
Old : 1,080,985: 238,368 142,842 17,774 670,967 739,846 927,109 900,462: 153,876 180,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -136,270: -38,986 -14,053 2,603 -21,201 -80,259 -57,584 -91,709: -78,686 -44,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 13.2 1.6 62.1 68.4 85.8 83.3: 14.2 16.7
Old : 100.0: 22.1 13.2 1.6 62.1 68.4 85.8 83.3: 14.2 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 37 25 18 75 61 119 97:
Old : 152: 37 25 18 75 61 119 97:
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 : 25.3 39.0 39.6 48.5 17.2 25.9 27.3 32.5
Old : 25.3 39.0 39.6 48.5 17.2 25.9 27.3 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, December 2, 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 : 385,777: 173,990 22,354 23,406 157,727 305,334 355,123 351,094: 30,654 34,683
Old : 385,777: 173,990 22,354 23,406 157,727 305,334 355,123 351,094: 30,654 34,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -92,930: -37,764 -4,953 -13,846 -42,408 -72,713 -94,018 -91,512: 1,088 -1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 5.8 6.1 40.9 79.1 92.1 91.0: 7.9 9.0
Old : 100.0: 45.1 5.8 6.1 40.9 79.1 92.1 91.0: 7.9 9.0
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 : 84: 23 11 20 37 40 71 63:
Old : 84: 23 11 20 37 40 71 63:
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 : 30.6 41.1 45.0 62.9 28.5 38.9 41.7 57.0
Old : 30.6 41.1 45.0 62.9 28.5 38.9 41.7 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, December 2, 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 : 32,701: 14,147 6,703 151 14,617 15,922 28,915 22,776: 3,786 9,925
Old : 32,701: 14,147 6,703 151 14,617 15,922 28,915 22,776: 3,786 9,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 2,859: 391 192 66 2,540 2,583 2,997 2,841: -138 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 20.5 0.5 44.7 48.7 88.4 69.6: 11.6 30.4
Old : 100.0: 43.3 20.5 0.5 44.7 48.7 88.4 69.6: 11.6 30.4
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 : 46: 14 12 4 14 10 29 25:
Old : 46: 14 12 4 14 10 29 25:
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 : 39.2 37.8 57.8 52.1 35.5 34.9 54.1 48.3
Old : 39.2 37.8 57.8 52.1 35.5 34.9 54.1 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 2, 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 : 102,283: 26,015 25,440 813 61,301 58,934 88,129 85,187: 14,154 17,096
Old : 102,283: 26,015 25,440 813 61,301 58,934 88,129 85,187: 14,154 17,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,456: 841 -223 -81 512 476 1,272 172: -2,728 -1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 24.9 0.8 59.9 57.6 86.2 83.3: 13.8 16.7
Old : 100.0: 25.4 24.9 0.8 59.9 57.6 86.2 83.3: 13.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 30 25 12 28 27 64 58:
Old : 102: 30 25 12 28 27 64 58:
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 : 36.2 34.9 48.5 48.9 32.2 34.1 43.0 47.2
Old : 36.2 34.9 48.5 48.9 32.2 34.1 43.0 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, December 2, 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 : 30,974: 18,176 8,708 664 11,863 21,318 30,703 30,690: 271 284
Old : 30,974: 18,176 8,708 664 11,863 21,318 30,703 30,690: 271 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -3,122: -3,883 -124 70 1,910 -1,866 -1,903 -1,920: -1,219 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 28.1 2.1 38.3 68.8 99.1 99.1: 0.9 0.9
Old : 100.0: 58.7 28.1 2.1 38.3 68.8 99.1 99.1: 0.9 0.9
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 : 35: 9 9 6 11 15 22 28:
Old : 35: 9 9 6 11 15 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 84.6 92.6 93.2 79.7 80.7 89.7 89.3
Old : 81.1 84.6 92.6 93.2 79.7 80.7 89.7 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, December 2, 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 : 68,274: 42,268 4,091 1,592 24,151 62,509 68,011 68,192: 263 82
Old : 68,274: 42,268 4,091 1,592 24,151 62,509 68,011 68,192: 263 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,514: 517 367 -443 -1,521 -864 -1,447 -940: -67 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 6.0 2.3 35.4 91.6 99.6 99.9: 0.4 0.1
Old : 100.0: 61.9 6.0 2.3 35.4 91.6 99.6 99.9: 0.4 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: 9 7 1 13 8 22 16:
Old : 32: 9 7 1 13 8 22 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 : 84.7 88.6 94.2 98.6 77.3 87.8 84.8 89.0
Old : 84.7 88.6 94.2 98.6 77.3 87.8 84.8 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 05, 2008