WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 266,639 COMMITMENTS 56,183 61,395 46,681 137,093 112,835 239,957 220,911 26,682 45,728 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -30,879) -12,647 -7,502 -18,153 -3,133 -4,713 -33,933 -30,368 3,054 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 23.0 17.5 51.4 42.3 90.0 82.9 10.0 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 54 101 109 61 87 205 245 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 894,918 COMMITMENTS 158,219 122,871 130,812 468,639 440,669 757,670 694,352 137,248 200,566 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -99,633) -37,474 -23,586 -36,793 -31,067 -64,057 -105,334 -124,436 5,701 24,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 13.7 14.6 52.4 49.2 84.7 77.6 15.3 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573) 106 128 142 213 249 416 471 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,478 COMMITMENTS 1,415 2,332 230 11,229 9,653 12,874 12,215 1,604 2,263 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -184) -147 259 63 -135 -393 -219 -71 35 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 16.1 1.6 77.6 66.7 88.9 84.4 11.1 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 14 5 16 9 32 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 315,608 COMMITMENTS 57,802 31,430 51,113 160,663 168,939 269,578 251,482 46,030 64,126 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 3,784) 3,261 1,476 -5,639 1,837 4,117 -541 -46 4,325 3,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 10.0 16.2 50.9 53.5 85.4 79.7 14.6 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 85 81 85 93 121 233 251 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 242,923 COMMITMENTS 15,022 23,498 55,867 147,682 135,584 218,571 214,949 24,352 27,974 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -13,288) -7,282 -3,754 -5,631 -3,980 -6,882 -16,893 -16,267 3,605 2,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 9.7 23.0 60.8 55.8 90.0 88.5 10.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 25 42 57 60 54 129 138 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 759,348 COMMITMENTS 50,853 138,025 8,319 552,049 396,217 611,221 542,561 148,127 216,787 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 14,778) -9,886 -13,680 3,643 -30,986 -44,559 -37,229 -54,596 52,007 69,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 18.2 1.1 72.7 52.2 80.5 71.5 19.5 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 20 26 20 66 70 99 103 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 134,482 COMMITMENTS 16,727 10,239 17,106 71,074 81,745 104,907 109,090 29,575 25,392 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -3,729) -8,206 -3,171 1,492 -593 -6,728 -7,307 -8,407 3,578 4,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 7.6 12.7 52.9 60.8 78.0 81.1 22.0 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 26 25 31 58 50 104 95 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,651 COMMITMENTS 1,524 742 379 3,829 3,567 5,732 4,688 919 1,963 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 109) 58 -137 -57 15 -96 16 -290 93 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 11.2 5.7 57.6 53.6 86.2 70.5 13.8 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 9 3 19 15 28 26 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 561,912 COMMITMENTS 94,600 104,500 7,747 358,231 346,852 460,578 459,099 101,334 102,813 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -110,407) -30,002 -32,778 -791 -80,848 -88,933 -111,641 -122,502 1,234 12,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 18.6 1.4 63.8 61.7 82.0 81.7 18.0 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 19 34 18 70 73 103 111 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,255,468 COMMITMENTS 177,850 103,361 13,767 757,751 773,633 949,368 890,761 306,100 364,707 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 28,712) -6,071 -64,185 -6,601 -26,320 19,049 -38,992 -51,737 67,704 80,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 8.2 1.1 60.4 61.6 75.6 71.0 24.4 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 30 32 27 83 74 128 118 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,217,255 COMMITMENTS 277,354 156,895 15,171 692,168 820,105 984,693 992,171 232,562 225,084 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -61,799) -60,809 -10,753 1,565 -54,545 -73,435 -113,789 -82,623 51,990 20,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 12.9 1.2 56.9 67.4 80.9 81.5 19.1 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 37 25 22 78 60 124 98 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 478,707 COMMITMENTS 211,754 27,307 37,252 200,135 378,047 449,141 442,606 29,566 36,101 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,462) 10,708 103 -2,370 -4,998 10,627 3,340 8,360 -878 -5,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 5.7 7.8 41.8 79.0 93.8 92.5 6.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 26 14 27 42 43 83 74 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 29,842 COMMITMENTS 13,756 6,511 85 12,077 13,339 25,918 19,935 3,924 9,907 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 3,244) 688 245 43 1,823 2,133 2,554 2,421 690 823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 21.8 0.3 40.5 44.7 86.9 66.8 13.1 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 12 2 14 9 29 22 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 103,739 COMMITMENTS 25,174 25,663 894 60,789 58,458 86,857 85,015 16,882 18,724 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -8,304) 3,022 1,999 -166 -9,832 -9,193 -6,976 -7,360 -1,328 -944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 24.7 0.9 58.6 56.4 83.7 82.0 16.3 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 30 25 9 25 27 59 57 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 34,096 COMMITMENTS 22,059 8,832 594 9,953 23,184 32,606 32,610 1,490 1,486 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 1,984) 991 -274 185 -447 776 729 687 1,255 1,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.7 25.9 1.7 29.2 68.0 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 10 5 10 14 20 27 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 69,788 COMMITMENTS 41,751 3,724 2,035 25,672 63,373 69,458 69,132 330 656 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 6,648) 8,175 -831 893 -2,371 5,997 6,697 6,059 -49 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.8 5.3 2.9 36.8 90.8 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 6 3 12 7 22 15
Updated December 01, 2008