WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 22, 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 : 247,141: 59,192 66,297 30,734 136,633 109,435 226,559 206,466: 20,582 40,675
Old : 152,889: 45,484 57,549 10,499 83,369 60,391 139,352 128,439: 13,537 24,450
Other: 94,252: 27,506 22,546 6,437 53,264 49,044 87,207 78,027: 7,045 16,225
: : :
: : Changes in Commitments from: December 16, 2008 :
: -7,083: 1,377 1,823 -5,877 -853 -1,354 -5,353 -5,408: -1,730 -1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 26.8 12.4 55.3 44.3 91.7 83.5: 8.3 16.5
Old : 100.0: 29.7 37.6 6.9 54.5 39.5 91.1 84.0: 8.9 16.0
Other: 100.0: 29.2 23.9 6.8 56.5 52.0 92.5 82.8: 7.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 51 107 89 63 90 188 231:
Old : 259: 62 92 55 54 69 153 185:
Other: 184: 30 60 33 40 79 93 156:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 13.7 39.8 22.3 22.5 13.4 36.7 20.2
Old : 26.6 17.2 41.1 27.5 26.6 16.6 41.1 27.0
Other: 54.1 17.0 65.3 25.7 53.7 14.6 62.9 22.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 22, 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 : 802,375: 153,700 109,441 117,128 433,471 405,712 704,299 632,281: 98,076 170,094
Old : 614,989: 113,172 107,168 85,360 335,130 297,905 533,662 490,433: 81,327 124,556
Other: 187,386: 65,279 27,024 7,017 98,341 107,807 170,637 141,848: 16,749 45,538
: : :
: : Changes in Commitments from: December 16, 2008 :
: -22,959: -9,580 -8,953 -885 1,257 -12,079 -9,208 -21,917: -13,751 -1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.6 14.6 54.0 50.6 87.8 78.8: 12.2 21.2
Old : 100.0: 18.4 17.4 13.9 54.5 48.4 86.8 79.7: 13.2 20.3
Other: 100.0: 34.8 14.4 3.7 52.5 57.5 91.1 75.7: 8.9 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 102 129 123 193 243 379 439:
Old : 533: 114 122 99 187 225 357 402:
Other: 350: 54 62 21 72 194 138 269:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 16.1 23.7 23.0 13.3 15.7 22.7 20.9
Old : 13.5 15.8 22.7 23.6 13.5 15.3 22.4 20.8
Other: 34.6 20.6 53.0 29.1 34.6 20.2 52.7 27.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 22, 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 : 19,887: 1,137 1,709 150 13,505 12,318 14,792 14,177: 5,095 5,710
Old : 10,866: 1,007 1,711 61 7,482 6,423 8,550 8,195: 2,316 2,671
Other: 9,021: 212 80 7 6,023 5,895 6,242 5,982: 2,779 3,039
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,110: -48 -3 -1 -448 -378 -497 -382: 3,607 3,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 8.6 0.8 67.9 61.9 74.4 71.3: 25.6 28.7
Old : 100.0: 9.3 15.7 0.6 68.9 59.1 78.7 75.4: 21.3 24.6
Other: 100.0: 2.4 0.9 0.1 66.8 65.3 69.2 66.3: 30.8 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 9 5 20 12 32 24:
Old : 40: 10 8 3 19 9 29 20:
Other: 23: 5 2 1 10 10 15 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 : 40.5 50.5 56.0 60.7 31.5 33.9 41.5 43.5
Old : 36.9 46.5 54.4 63.8 34.8 36.1 47.7 51.2
Other: 56.8 55.4 65.5 64.7 39.7 36.3 43.5 40.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 22, 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 : 298,713: 57,850 36,024 45,562 153,865 160,054 257,277 241,640: 41,436 57,073
Old : 252,307: 54,348 38,517 29,018 130,578 141,278 213,944 208,813: 38,363 43,494
Other: 46,406: 18,014 12,019 2,032 23,287 18,776 43,333 32,827: 3,073 13,579
: : :
: : Changes in Commitments from: December 16, 2008 :
: -15,105: 1,294 426 -5,223 -7,503 -6,346 -11,432 -11,143: -3,673 -3,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 12.1 15.3 51.5 53.6 86.1 80.9: 13.9 19.1
Old : 100.0: 21.5 15.3 11.5 51.8 56.0 84.8 82.8: 15.2 17.2
Other: 100.0: 38.8 25.9 4.4 50.2 40.5 93.4 70.7: 6.6 29.3
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 81 82 105 95 114 243 260:
Old : 309: 84 83 94 94 105 232 244:
Other: 155: 30 41 10 38 63 75 109:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 21.8 25.0 33.1 14.3 17.9 23.5 25.0
Old : 16.6 24.6 27.7 34.9 16.5 21.6 26.6 29.8
Other: 44.6 24.6 60.9 33.1 44.6 24.3 55.6 32.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 22, 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 : 215,298: 19,110 35,159 49,180 126,330 114,067 194,620 198,406: 20,678 16,892
Old : 185,139: 22,746 37,603 32,757 111,401 99,009 166,904 169,369: 18,235 15,770
Other: 30,159: 4,767 5,959 8,020 14,929 15,058 27,716 29,037: 2,443 1,122
: : :
: : Changes in Commitments from: December 16, 2008 :
: -9,147: 3,831 7,215 305 -12,623 -8,274 -8,487 -754: -660 -8,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.3 22.8 58.7 53.0 90.4 92.2: 9.6 7.8
Old : 100.0: 12.3 20.3 17.7 60.2 53.5 90.2 91.5: 9.8 8.5
Other: 100.0: 15.8 19.8 26.6 49.5 49.9 91.9 96.3: 8.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 33 44 63 57 56 135 148:
Old : 185: 39 46 59 56 54 132 144:
Other: 64: 9 16 9 28 15 43 36:
:----------------------------------------------------------------------------------------------------
: 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 21.5 33.4 35.6 15.4 18.7 23.9 25.7
Old : 20.8 23.7 31.2 36.6 19.7 20.5 29.3 28.7
Other: 57.2 60.1 73.8 73.9 43.7 39.6 53.3 50.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 22, 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 : 758,306: 57,193 176,301 5,542 591,853 440,580 654,588 622,423: 103,718 135,883
Old : 758,306: 57,193 176,301 5,542 591,853 440,580 654,588 622,423: 103,718 135,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -12,014: -2,007 -2,605 1,702 -8,250 4,104 -8,555 3,201: -3,459 -15,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 23.2 0.7 78.0 58.1 86.3 82.1: 13.7 17.9
Old : 100.0: 7.5 23.2 0.7 78.0 58.1 86.3 82.1: 13.7 17.9
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 : 160: 22 43 12 61 76 92 122:
Old : 160: 22 43 12 61 76 92 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 17.8 51.1 26.8 34.9 17.2 47.2 26.2
Old : 37.1 17.8 51.1 26.8 34.9 17.2 47.2 26.2
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 22, 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 : 124,825: 16,678 14,462 19,710 63,369 70,231 99,757 104,403: 25,068 20,422
Old : 111,692: 15,872 16,302 15,195 57,361 60,464 88,428 91,961: 23,264 19,731
Other: 13,133: 3,321 675 2,000 6,008 9,767 11,329 12,442: 1,804 691
: : :
: : Changes in Commitments from: December 16, 2008 :
: -2,280: 768 -210 136 -4,385 -1,163 -3,481 -1,237: 1,201 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.6 15.8 50.8 56.3 79.9 83.6: 20.1 16.4
Old : 100.0: 14.2 14.6 13.6 51.4 54.1 79.2 82.3: 20.8 17.7
Other: 100.0: 25.3 5.1 15.2 45.7 74.4 86.3 94.7: 13.7 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 21 27 39 54 47 107 97:
Old : 135: 26 31 38 53 47 105 97:
Other: 55: 17 7 8 23 11 42 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 : 18.1 28.9 26.7 41.0 17.5 24.9 25.4 33.6
Old : 19.0 26.4 28.0 38.4 18.4 24.5 25.9 33.1
Other: 29.2 60.9 47.6 76.2 28.6 58.0 44.8 69.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 22, 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 : 6,824: 1,373 800 257 4,128 4,122 5,758 5,179: 1,066 1,645
Old : 6,418: 1,390 804 212 3,808 3,963 5,410 4,979: 1,008 1,439
Other: 406: 5 18 23 320 159 348 200: 58 206
: : :
: : Changes in Commitments from: December 16, 2008 :
: -112: -12 18 18 -25 23 -19 59: -93 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 11.7 3.8 60.5 60.4 84.4 75.9: 15.6 24.1
Old : 100.0: 21.7 12.5 3.3 59.3 61.7 84.3 77.6: 15.7 22.4
Other: 100.0: 1.2 4.4 5.7 78.8 39.2 85.7 49.3: 14.3 50.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 8 4 18 14 27 24:
Old : 43: 6 9 4 18 13 27 23:
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 : 34.2 41.4 50.6 57.0 34.2 41.4 48.6 52.7
Old : 33.0 43.1 50.1 59.7 33.0 43.1 48.3 55.1
Other: 84.7 49.3 85.7 49.3 55.4 19.0 55.4 19.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 22, 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 : 520,153: 62,679 77,692 1,688 383,025 363,385 447,392 442,765: 72,761 77,388
Old : 520,153: 62,679 77,692 1,688 383,025 363,385 447,392 442,765: 72,761 77,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 5,571: -4,853 -508 -1,058 14,023 2,164 8,112 598: -2,541 4,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.9 0.3 73.6 69.9 86.0 85.1: 14.0 14.9
Old : 100.0: 12.1 14.9 0.3 73.6 69.9 86.0 85.1: 14.0 14.9
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 : 144: 22 24 6 71 72 97 98:
Old : 144: 22 24 6 71 72 97 98:
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 28.5 41.7 38.4 29.7 23.6 37.3 30.9
Old : 30.6 28.5 41.7 38.4 29.7 23.6 37.3 30.9
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, December 22, 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 : 1,050,731: 152,166 142,563 6,796 713,059 665,215 872,021 814,574: 178,710 236,157
Old : 1,050,731: 152,166 142,563 6,796 713,059 665,215 872,021 814,574: 178,710 236,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -50,754: 6,909 -16 -49 -51,491 -34,251 -44,631 -34,316: -6,123 -16,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 13.6 0.6 67.9 63.3 83.0 77.5: 17.0 22.5
Old : 100.0: 14.5 13.6 0.6 67.9 63.3 83.0 77.5: 17.0 22.5
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 : 182: 35 38 18 67 87 113 132:
Old : 182: 35 38 18 67 87 113 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 22.5 41.4 29.9 28.2 17.0 39.3 23.1
Old : 28.4 22.5 41.4 29.9 28.2 17.0 39.3 23.1
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 22, 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 : 1,069,603: 165,923 150,434 2,415 743,554 748,941 911,892 901,790: 157,711 167,813
Old : 1,069,603: 165,923 150,434 2,415 743,554 748,941 911,892 901,790: 157,711 167,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -5,175: -10,719 -9,988 -5,888 3,096 -3,840 -13,511 -19,716: 8,336 14,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.1 0.2 69.5 70.0 85.3 84.3: 14.7 15.7
Old : 100.0: 15.5 14.1 0.2 69.5 70.0 85.3 84.3: 14.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 31 25 11 74 62 111 92:
Old : 146: 31 25 11 74 62 111 92:
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 : 32.8 43.6 46.2 52.3 23.9 29.0 32.5 36.6
Old : 32.8 43.6 46.2 52.3 23.9 29.0 32.5 36.6
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 22, 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 : 422,477: 208,502 19,676 29,304 157,826 343,683 395,632 392,663: 26,845 29,814
Old : 422,477: 208,502 19,676 29,304 157,826 343,683 395,632 392,663: 26,845 29,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 17,042: 18,720 -887 5,385 -11,501 14,823 12,604 19,321: 4,438 -2,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 4.7 6.9 37.4 81.3 93.6 92.9: 6.4 7.1
Old : 100.0: 49.4 4.7 6.9 37.4 81.3 93.6 92.9: 6.4 7.1
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 : 86: 29 8 24 39 35 77 61:
Old : 86: 29 8 24 39 35 77 61:
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 : 31.7 44.2 45.8 65.3 27.8 43.6 41.1 62.2
Old : 31.7 44.2 45.8 65.3 27.8 43.6 41.1 62.2
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 22, 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 : 9,229: 3,166 4,363 0 3,661 1,957 6,827 6,320: 2,402 2,909
Old : 9,229: 3,166 4,363 0 3,661 1,957 6,827 6,320: 2,402 2,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -27,281: -11,014 -2,873 -2,662 -11,509 -14,021 -25,185 -19,556: -2,096 -7,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 47.3 0.0 39.7 21.2 74.0 68.5: 26.0 31.5
Old : 100.0: 34.3 47.3 0.0 39.7 21.2 74.0 68.5: 26.0 31.5
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 : 24: 4 7 0 10 4 14 11:
Old : 24: 4 7 0 10 4 14 11:
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 : 37.8 47.3 55.6 61.8 37.8 47.3 55.6 61.8
Old : 37.8 47.3 55.6 61.8 37.8 47.3 55.6 61.8
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 22, 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 : 49,532: 19,483 8,347 412 18,553 28,455 38,448 37,214: 11,084 12,318
Old : 49,532: 19,483 8,347 412 18,553 28,455 38,448 37,214: 11,084 12,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -70,340: -12,915 -15,853 -7,603 -41,373 -40,797 -61,891 -64,253: -8,449 -6,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 16.9 0.8 37.5 57.4 77.6 75.1: 22.4 24.9
Old : 100.0: 39.3 16.9 0.8 37.5 57.4 77.6 75.1: 22.4 24.9
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 : 73: 21 15 2 21 22 42 39:
Old : 73: 21 15 2 21 22 42 39:
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 : 26.4 27.3 42.9 42.0 25.6 26.0 38.8 38.5
Old : 26.4 27.3 42.9 42.0 25.6 26.0 38.8 38.5
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 22, 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 : 26,289: 11,204 7,656 171 14,728 18,334 26,103 26,161: 186 128
Old : 26,289: 11,204 7,656 171 14,728 18,334 26,103 26,161: 186 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -4,097: -1,455 -288 -11 919 -308 -547 -607: -3,550 -3,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 29.1 0.7 56.0 69.7 99.3 99.5: 0.7 0.5
Old : 100.0: 42.6 29.1 0.7 56.0 69.7 99.3 99.5: 0.7 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 : 38: 10 9 3 12 13 24 23:
Old : 38: 10 9 3 12 13 24 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 : 82.4 85.6 92.5 94.5 82.0 80.9 89.8 89.7
Old : 82.4 85.6 92.5 94.5 82.0 80.9 89.8 89.7
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 22, 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 : 53,176: 31,680 864 1,708 19,543 50,559 52,931 53,131: 245 45
Old : 53,176: 31,680 864 1,708 19,543 50,559 52,931 53,131: 245 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -1,122: -564 -2,685 107 -664 1,466 -1,121 -1,112: -1 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 1.6 3.2 36.8 95.1 99.5 99.9: 0.5 0.1
Old : 100.0: 59.6 1.6 3.2 36.8 95.1 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 : 33: 12 6 3 11 8 23 17:
Old : 33: 12 6 3 11 8 23 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 : 83.4 85.9 93.1 98.4 74.2 85.5 83.9 88.7
Old : 83.4 85.9 93.1 98.4 74.2 85.5 83.9 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2008