WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 254,483 COMMITMENTS 53,407 68,392 38,164 141,549 105,280 233,120 211,836 21,363 42,647 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -12,156) -2,776 6,997 -8,517 4,456 -7,555 -6,837 -9,075 -5,319 -3,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 26.9 15.0 55.6 41.4 91.6 83.2 8.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 52 120 96 60 90 188 251 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 848,682 COMMITMENTS 150,616 129,601 123,733 460,384 424,134 734,733 677,468 113,949 171,214 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -46,236) -7,603 6,730 -7,079 -8,255 -16,535 -22,937 -16,884 -23,299 -29,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 15.3 14.6 54.2 50.0 86.6 79.8 13.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585) 104 142 139 189 248 392 478 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 17,028 COMMITMENTS 1,120 2,067 164 14,484 12,897 15,768 15,128 1,260 1,900 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 2,550) -295 -265 -66 3,255 3,244 2,894 2,913 -344 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 12.1 1.0 85.1 75.7 92.6 88.8 7.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 12 4 18 12 30 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,328 COMMITMENTS 57,175 35,841 55,139 159,469 163,089 271,783 254,069 44,545 62,259 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 720) -627 4,411 4,026 -1,194 -5,850 2,205 2,587 -1,485 -1,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 11.3 17.4 50.4 51.6 85.9 80.3 14.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 85 82 94 96 114 243 255 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 235,500 COMMITMENTS 14,577 27,365 48,895 149,991 133,185 213,463 209,445 22,037 26,055 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -7,423) -445 3,867 -6,972 2,309 -2,399 -5,108 -5,504 -2,315 -1,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 11.6 20.8 63.7 56.6 90.6 88.9 9.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 26 47 60 62 56 134 146 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,714 COMMITMENTS 50,922 162,713 6,050 566,219 417,982 623,191 586,745 114,523 150,969 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -21,634) 69 24,688 -2,269 14,170 21,765 11,970 44,184 -33,604 -65,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 22.1 0.8 76.8 56.7 84.5 79.5 15.5 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 22 32 14 71 77 103 113 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 129,329 COMMITMENTS 15,824 13,088 18,139 71,416 75,187 105,379 106,414 23,950 22,915 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -5,153) -903 2,849 1,033 342 -6,558 472 -2,676 -5,625 -2,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 10.1 14.0 55.2 58.1 81.5 82.3 18.5 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 25 27 36 54 47 105 97 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,064 COMMITMENTS 1,461 805 403 4,212 3,848 6,076 5,056 988 2,008 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 413) -63 63 24 383 281 344 368 69 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 11.4 5.7 59.6 54.5 86.0 71.6 14.0 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 9 4 21 17 29 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 496,148 COMMITMENTS 69,881 86,837 5,510 331,919 310,104 407,310 402,451 88,838 93,697 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -65,764) -24,719 -17,663 -2,237 -26,312 -36,748 -53,268 -56,648 -12,496 -9,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 17.5 1.1 66.9 62.5 82.1 81.1 17.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 20 24 9 70 74 96 102 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,120,868 COMMITMENTS 155,733 139,215 14,297 734,282 712,265 904,312 865,777 216,556 255,091 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -134,600) -22,117 35,854 530 -23,469 -61,368 -45,056 -24,984 -89,544 -109,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 12.4 1.3 65.5 63.5 80.7 77.2 19.3 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 33 34 21 71 82 115 126 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,080,985 COMMITMENTS 238,368 142,842 17,774 670,967 739,846 927,109 900,462 153,876 180,523 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -136,270) -38,986 -14,053 2,603 -21,201 -80,259 -57,584 -91,709 -78,686 -44,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 13.2 1.6 62.1 68.4 85.8 83.3 14.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 37 25 18 75 61 119 97 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 385,777 COMMITMENTS 173,990 22,354 23,406 157,727 305,334 355,123 351,094 30,654 34,683 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -92,930) -37,764 -4,953 -13,846 -42,408 -72,713 -94,018 -91,512 1,088 -1,418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 5.8 6.1 40.9 79.1 92.1 91.0 7.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 23 11 20 37 40 71 63 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 32,701 COMMITMENTS 14,147 6,703 151 14,617 15,922 28,915 22,776 3,786 9,925 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: 2,859) 391 192 66 2,540 2,583 2,997 2,841 -138 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 20.5 0.5 44.7 48.7 88.4 69.6 11.6 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 12 4 14 10 29 25 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,283 COMMITMENTS 26,015 25,440 813 61,301 58,934 88,129 85,187 14,154 17,096 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,456) 841 -223 -81 512 476 1,272 172 -2,728 -1,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 24.9 0.8 59.9 57.6 86.2 83.3 13.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 30 25 12 28 27 64 58 INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 30,974 COMMITMENTS 18,176 8,708 664 11,863 21,318 30,703 30,690 271 284 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -3,122) -3,883 -124 70 1,910 -1,866 -1,903 -1,920 -1,219 -1,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.7 28.1 2.1 38.3 68.8 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 9 6 11 15 22 28 INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602 FUTURES ONLY POSITIONS AS OF 12/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000) OPEN INTEREST: 68,274 COMMITMENTS 42,268 4,091 1,592 24,151 62,509 68,011 68,192 263 82 CHANGES FROM 11/25/08 (CHANGE IN OPEN INTEREST: -1,514) 517 367 -443 -1,521 -864 -1,447 -940 -67 -574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 6.0 2.3 35.4 91.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 7 1 13 8 22 16
Updated December 05, 2008