WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 323,676: 52,890 51,417 94,367 147,427 128,970 294,685 274,754: 28,992 48,922
Old : 215,106: 49,613 47,217 52,297 90,825 83,715 192,735 183,228: 22,371 31,878
Other: 108,570: 25,661 26,585 19,687 56,602 45,255 101,950 91,526: 6,621 17,044
: : :
: : Changes in Commitments from: November 18, 2008 :
: -123,936: -1,188 -4,712 -88,432 -30,544 -24,314 -120,164 -117,458: -3,771 -6,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 15.9 29.2 45.5 39.8 91.0 84.9: 9.0 15.1
Old : 100.0: 23.1 22.0 24.3 42.2 38.9 89.6 85.2: 10.4 14.8
Other: 100.0: 23.6 24.5 18.1 52.1 41.7 93.9 84.3: 6.1 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 64 99 128 70 93 226 261:
Old : 286: 90 82 101 64 87 211 230:
Other: 187: 32 67 51 44 79 107 172:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 12.5 31.3 20.1 16.4 10.4 26.7 15.9
Old : 18.1 14.7 28.6 23.5 17.9 14.0 28.1 22.0
Other: 48.5 12.6 58.8 21.0 47.8 10.2 55.4 16.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 1,256,683: 118,728 110,215 385,145 591,597 534,585 1,095,471 1,029,945: 161,212 226,738
Old : 974,530: 97,317 107,652 289,275 448,559 399,558 835,150 796,484: 139,380 178,046
Other: 282,152: 50,931 32,082 66,351 143,039 135,027 260,321 233,460: 21,832 48,692
: : :
: : Changes in Commitments from: November 18, 2008 :
: -358,715: -4,576 -8,140 -246,743 -111,654 -121,100 -362,973 -375,983: 4,258 17,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.8 30.6 47.1 42.5 87.2 82.0: 12.8 18.0
Old : 100.0: 10.0 11.0 29.7 46.0 41.0 85.7 81.7: 14.3 18.3
Other: 100.0: 18.1 11.4 23.5 50.7 47.9 92.3 82.7: 7.7 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 596: 115 144 212 251 271 499 531:
Old : 586: 134 134 195 246 258 481 504:
Other: 375: 54 80 61 83 209 168 322:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 16.4 21.2 22.1 7.3 7.7 13.5 11.5
Old : 12.1 15.4 19.4 21.4 8.6 7.6 14.5 12.0
Other: 27.5 23.2 43.2 31.4 22.3 11.3 33.5 14.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 15,874: 962 2,510 1,233 12,034 9,797 14,229 13,540: 1,645 2,334
Old : 11,184: 1,044 2,470 992 7,774 5,823 9,811 9,286: 1,373 1,898
Other: 4,690: 92 214 66 4,260 3,974 4,418 4,254: 272 436
: : :
: : Changes in Commitments from: November 18, 2008 :
: -471: -132 135 -59 -340 -378 -531 -303: 60 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 15.8 7.8 75.8 61.7 89.6 85.3: 10.4 14.7
Old : 100.0: 9.3 22.1 8.9 69.5 52.1 87.7 83.0: 12.3 17.0
Other: 100.0: 2.0 4.6 1.4 90.8 84.7 94.2 90.7: 5.8 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 15 9 18 10 34 31:
Old : 45: 12 14 9 17 8 32 29:
Other: 18: 1 4 3 8 8 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 : 49.0 53.4 66.5 64.9 45.7 45.7 58.7 53.9
Old : 45.4 49.0 61.8 61.6 42.6 40.2 55.1 51.5
Other: 78.0 74.7 90.8 87.7 78.0 66.3 82.0 76.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 427,552: 52,058 22,458 138,834 185,013 195,544 375,905 356,836: 51,647 70,716
Old : 353,346: 47,728 23,114 108,816 149,486 162,528 306,030 294,458: 47,315 58,887
Other: 74,206: 16,004 11,018 18,344 35,526 33,015 69,875 62,377: 4,332 11,829
: : :
: : Changes in Commitments from: November 18, 2008 :
: 3,612: 2,992 1,784 -6,396 2,552 3,729 -851 -883: 4,463 4,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 5.3 32.5 43.3 45.7 87.9 83.5: 12.1 16.5
Old : 100.0: 13.5 6.5 30.8 42.3 46.0 86.6 83.3: 13.4 16.7
Other: 100.0: 21.6 14.8 24.7 47.9 44.5 94.2 84.1: 5.8 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 98 86 133 110 128 280 291:
Old : 337: 101 85 130 107 127 271 290:
Other: 172: 29 39 26 41 91 87 139:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 23.2 28.3 33.3 9.8 13.1 16.6 16.7
Old : 18.5 23.9 28.4 32.7 11.7 16.7 19.8 21.6
Other: 38.4 39.5 57.7 49.4 28.4 22.5 37.5 27.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 276,863: 8,627 22,652 79,537 163,448 145,377 251,611 247,565: 25,252 29,298
Old : 247,998: 10,663 26,063 64,054 150,389 129,624 225,106 219,742: 22,892 28,256
Other: 28,866: 4,707 3,332 8,739 13,059 15,753 26,505 27,824: 2,361 1,042
: : :
: : Changes in Commitments from: November 18, 2008 :
: -50,362: -215 241 -31,021 -22,880 -22,530 -54,115 -53,311: 3,753 2,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 8.2 28.7 59.0 52.5 90.9 89.4: 9.1 10.6
Old : 100.0: 4.3 10.5 25.8 60.6 52.3 90.8 88.6: 9.2 11.4
Other: 100.0: 16.3 11.5 30.3 45.2 54.6 91.8 96.4: 8.2 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 31 38 65 63 57 138 145:
Old : 172: 39 43 64 62 55 136 143:
Other: 59: 7 18 15 27 13 45 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 : 21.5 21.9 34.0 35.6 12.8 15.5 20.1 21.2
Old : 20.3 22.6 32.6 34.5 16.2 16.3 24.2 24.3
Other: 55.7 67.2 73.4 79.2 40.8 44.7 50.0 52.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 828,240: 49,838 136,840 40,219 579,734 416,327 669,790 593,387: 158,450 234,854
Old : 828,240: 49,838 136,840 40,219 579,734 416,327 669,790 593,387: 158,450 234,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -33,959: -8,114 -2,348 -23,178 -52,421 -77,372 -83,713 -102,898: 49,753 68,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 16.5 4.9 70.0 50.3 80.9 71.6: 19.1 28.4
Old : 100.0: 6.0 16.5 4.9 70.0 50.3 80.9 71.6: 19.1 28.4
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 : 135: 20 29 33 75 72 117 112:
Old : 135: 20 29 33 75 72 117 112:
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 : 25.2 13.2 37.0 21.6 20.9 12.6 30.0 19.5
Old : 25.2 13.2 37.0 21.6 20.9 12.6 30.0 19.5
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 with Delta-adjusted Options and Futures Combined, November 25, 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 : 148,352: 17,808 8,539 25,153 74,422 87,994 117,383 121,686: 30,969 26,667
Old : 136,115: 16,535 9,394 21,575 68,532 79,071 106,642 110,040: 29,473 26,075
Other: 12,237: 2,347 218 2,504 5,890 8,924 10,741 11,646: 1,496 592
: : :
: : Changes in Commitments from: November 18, 2008 :
: -23,488: -868 -1,116 -18,262 -7,435 -8,542 -26,565 -27,920: 3,077 4,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.8 17.0 50.2 59.3 79.1 82.0: 20.9 18.0
Old : 100.0: 12.1 6.9 15.9 50.3 58.1 78.3 80.8: 21.7 19.2
Other: 100.0: 19.2 1.8 20.5 48.1 72.9 87.8 95.2: 12.2 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 32 22 36 59 55 111 102:
Old : 130: 32 28 35 58 55 109 102:
Other: 56: 18 5 15 23 15 46 32:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 31.9 26.9 41.6 16.6 26.3 22.9 34.2
Old : 19.0 30.1 27.5 39.7 17.5 24.3 23.2 32.3
Other: 28.3 58.8 44.7 72.7 26.6 54.4 39.4 62.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 7,438: 1,339 796 844 4,282 3,716 6,465 5,356: 973 2,082
Old : 7,162: 1,373 796 788 4,067 3,651 6,228 5,235: 934 1,927
Other: 277: 3 37 19 215 65 238 121: 39 156
: : :
: : Changes in Commitments from: November 18, 2008 :
: 195: 22 -147 -23 76 -69 75 -239: 120 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 10.7 11.3 57.6 50.0 86.9 72.0: 13.1 28.0
Old : 100.0: 19.2 11.1 11.0 56.8 51.0 87.0 73.1: 13.0 26.9
Other: 100.0: 1.2 13.3 7.0 77.7 23.5 85.9 43.8: 14.1 56.2
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 11 4 22 16 33 30:
Old : 49: 10 11 4 22 15 33 29:
Other: 8: 2 2 3 3 2 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 35.7 38.9 52.2 53.2 32.0 35.3 46.1 43.2
Old : 34.1 39.3 51.3 54.2 30.6 36.3 45.2 44.5
Other: 84.1 43.1 85.9 43.8 71.3 29.2 71.3 29.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 570,606: 94,771 104,009 11,271 361,334 349,327 467,376 464,607: 103,230 105,999
Old : 570,606: 94,771 104,009 11,271 361,334 349,327 467,376 464,607: 103,230 105,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -146,100: -23,889 -31,719 -32,450 -88,870 -93,676 -145,209 -157,845: -891 11,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 18.2 2.0 63.3 61.2 81.9 81.4: 18.1 18.6
Old : 100.0: 16.6 18.2 2.0 63.3 61.2 81.9 81.4: 18.1 18.6
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 : 151: 20 33 18 70 75 103 113:
Old : 151: 20 33 18 70 75 103 113:
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 : 20.3 22.1 31.6 32.2 17.1 14.6 24.2 20.3
Old : 20.3 22.1 31.6 32.2 17.1 14.6 24.2 20.3
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 with Delta-adjusted Options and Futures Combined, November 25, 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 : 1,454,546: 179,813 85,845 127,331 820,179 857,783 1,127,323 1,070,959: 327,223 383,588
Old : 1,454,546: 179,813 85,845 127,331 820,179 857,783 1,127,323 1,070,959: 327,223 383,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -250,218: 224 -14,622 -125,907 -189,264 -181,783 -314,947 -322,312: 64,729 72,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.9 8.8 56.4 59.0 77.5 73.6: 22.5 26.4
Old : 100.0: 12.4 5.9 8.8 56.4 59.0 77.5 73.6: 22.5 26.4
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 : 158: 37 26 43 85 79 138 132:
Old : 158: 37 26 43 85 79 138 132:
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 : 19.0 22.8 29.4 29.3 11.5 15.4 20.8 20.1
Old : 19.0 22.8 29.4 29.3 11.5 15.4 20.8 20.1
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 with Delta-adjusted Options and Futures Combined, November 25, 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 : 1,275,912: 269,564 156,900 42,973 724,648 844,000 1,037,185 1,043,873: 238,728 232,039
Old : 1,275,912: 269,564 156,900 42,973 724,648 844,000 1,037,185 1,043,873: 238,728 232,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -163,631: -59,103 -7,743 -56,645 -94,421 -115,730 -210,169 -180,117: 46,538 16,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 12.3 3.4 56.8 66.1 81.3 81.8: 18.7 18.2
Old : 100.0: 21.1 12.3 3.4 56.8 66.1 81.3 81.8: 18.7 18.2
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 : 156: 37 26 31 78 66 124 114:
Old : 156: 37 26 31 78 66 124 114:
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 : 20.1 34.3 32.3 44.5 12.3 22.0 20.6 28.9
Old : 20.1 34.3 32.3 44.5 12.3 22.0 20.6 28.9
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 with Delta-adjusted Options and Futures Combined, November 25, 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 : 1,037,434: 164,684 19,165 492,731 343,448 480,333 1,000,863 992,229: 36,571 45,205
Old : 1,037,434: 164,684 19,165 492,731 343,448 480,333 1,000,863 992,229: 36,571 45,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 18,704: 3,860 -2,585 18,074 -2,909 4,721 19,025 20,210: -322 -1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.8 47.5 33.1 46.3 96.5 95.6: 3.5 4.4
Old : 100.0: 15.9 1.8 47.5 33.1 46.3 96.5 95.6: 3.5 4.4
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 : 104: 33 12 40 52 51 98 94:
Old : 104: 33 12 40 52 51 98 94:
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 : 37.9 31.3 51.6 48.7 13.2 17.0 18.3 24.4
Old : 37.9 31.3 51.6 48.7 13.2 17.0 18.3 24.4
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 with Delta-adjusted Options and Futures Combined, November 25, 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 : 30,783: 13,756 6,444 240 12,522 13,814 26,518 20,498: 4,264 10,284
Old : 30,783: 13,756 6,444 240 12,522 13,814 26,518 20,498: 4,264 10,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,984: 695 205 -69 1,771 2,017 2,397 2,153: 587 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 20.9 0.8 40.7 44.9 86.1 66.6: 13.9 33.4
Old : 100.0: 44.7 20.9 0.8 40.7 44.9 86.1 66.6: 13.9 33.4
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 : 47: 14 12 3 16 11 32 24:
Old : 47: 14 12 3 16 11 32 24:
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 : 34.3 36.5 52.7 49.3 30.6 36.4 48.9 48.2
Old : 34.3 36.5 52.7 49.3 30.6 36.4 48.9 48.2
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 with Delta-adjusted Options and Futures Combined, November 25, 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 : 117,751: 24,806 25,663 1,931 73,679 71,176 100,416 98,770: 17,335 18,981
Old : 117,751: 24,806 25,663 1,931 73,679 71,176 100,416 98,770: 17,335 18,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -9,711: 2,468 1,624 87 -10,918 -10,407 -8,363 -8,696: -1,348 -1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 21.8 1.6 62.6 60.4 85.3 83.9: 14.7 16.1
Old : 100.0: 21.1 21.8 1.6 62.6 60.4 85.3 83.9: 14.7 16.1
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 : 99: 30 25 11 26 28 60 60:
Old : 99: 30 25 11 26 28 60 60:
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 : 35.3 36.6 51.9 49.2 28.8 24.2 39.1 36.2
Old : 35.3 36.6 51.9 49.2 28.8 24.2 39.1 36.2
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 with Delta-adjusted Options and Futures Combined, November 25, 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 : 34,096: 22,059 8,832 594 9,953 23,184 32,606 32,610: 1,490 1,486
Old : 34,096: 22,059 8,832 594 9,953 23,184 32,606 32,610: 1,490 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 1,984: 991 -274 185 -447 776 729 687: 1,255 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 25.9 1.7 29.2 68.0 95.6 95.6: 4.4 4.4
Old : 100.0: 64.7 25.9 1.7 29.2 68.0 95.6 95.6: 4.4 4.4
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 : 34: 8 10 5 10 14 20 27:
Old : 34: 8 10 5 10 14 20 27:
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 : 70.5 77.9 89.0 89.3 67.5 71.8 80.2 79.7
Old : 70.5 77.9 89.0 89.3 67.5 71.8 80.2 79.7
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 with Delta-adjusted Options and Futures Combined, November 25, 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 : 69,788: 41,751 3,724 2,035 25,672 63,373 69,458 69,132: 330 656
Old : 69,788: 41,751 3,724 2,035 25,672 63,373 69,458 69,132: 330 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 6,648: 8,175 -831 893 -2,371 5,997 6,697 6,059: -49 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 5.3 2.9 36.8 90.8 99.5 99.1: 0.5 0.9
Old : 100.0: 59.8 5.3 2.9 36.8 90.8 99.5 99.1: 0.5 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 : 30: 9 6 3 12 7 22 15:
Old : 30: 9 6 3 12 7 22 15:
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 : 80.4 88.1 92.8 97.6 71.7 83.7 81.2 84.8
Old : 80.4 88.1 92.8 97.6 71.7 83.7 81.2 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 01, 2008