WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 321,795: 58,603 49,771 86,752 151,546 140,627 296,901 277,151: 24,894 44,645
Old : 201,573: 44,557 42,379 50,036 90,660 82,763 185,253 175,178: 16,320 26,395
Other: 120,222: 26,570 19,917 24,191 60,886 57,864 111,648 101,972: 8,574 18,250
: : :
: : Changes in Commitments from: December 22, 2008 :
: 577: -841 -4,679 -1,876 2,282 6,948 -435 392: 1,012 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 15.5 27.0 47.1 43.7 92.3 86.1: 7.7 13.9
Old : 100.0: 22.1 21.0 24.8 45.0 41.1 91.9 86.9: 8.1 13.1
Other: 100.0: 22.1 16.6 20.1 50.6 48.1 92.9 84.8: 7.1 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 74 92 109 81 101 225 246:
Old : 273: 81 82 88 71 85 200 213:
Other: 185: 45 46 56 51 85 122 165:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 13.9 33.2 22.2 17.3 12.2 28.6 18.3
Old : 21.1 16.1 32.7 25.9 20.7 15.1 32.0 23.6
Other: 43.2 15.6 54.6 25.3 42.5 13.6 49.1 19.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 1,239,047: 123,456 93,608 415,954 558,466 531,842 1,097,876 1,041,404: 141,172 197,644
Old : 935,016: 95,163 94,464 314,313 408,387 383,234 817,863 792,011: 117,153 143,004
Other: 304,032: 56,230 27,081 73,704 150,079 148,608 280,013 249,392: 24,018 54,639
: : :
: : Changes in Commitments from: December 22, 2008 :
: -15,750: 3,373 -6,524 -12,492 -14,749 -4,670 -23,868 -23,686: 8,118 7,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 7.6 33.6 45.1 42.9 88.6 84.0: 11.4 16.0
Old : 100.0: 10.2 10.1 33.6 43.7 41.0 87.5 84.7: 12.5 15.3
Other: 100.0: 18.5 8.9 24.2 49.4 48.9 92.1 82.0: 7.9 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 131 140 208 248 277 493 535:
Old : 589: 142 130 193 239 268 471 514:
Other: 373: 54 74 65 97 209 187 315:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 16.9 22.3 23.3 8.3 8.4 14.3 12.0
Old : 12.4 16.0 20.0 23.0 8.9 8.7 14.7 12.6
Other: 25.9 21.5 41.7 31.0 20.9 10.5 31.7 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 18,061: 727 1,696 1,200 13,969 12,585 15,896 15,482: 2,164 2,579
Old : 11,179: 771 1,698 905 7,807 6,688 9,484 9,291: 1,695 1,887
Other: 6,882: 47 89 204 6,162 5,897 6,413 6,190: 469 692
: : :
: : Changes in Commitments from: December 22, 2008 :
: -3,589: -50 -329 124 -383 88 -309 -117: -3,281 -3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.4 6.6 77.3 69.7 88.0 85.7: 12.0 14.3
Old : 100.0: 6.9 15.2 8.1 69.8 59.8 84.8 83.1: 15.2 16.9
Other: 100.0: 0.7 1.3 3.0 89.5 85.7 93.2 90.0: 6.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 10 8 22 16 33 31:
Old : 41: 9 9 6 21 12 31 26:
Other: 22: 2 4 3 10 11 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 43.9 55.1 63.3 66.8 33.8 35.5 47.0 46.2
Old : 35.9 44.2 54.9 61.5 34.2 34.7 47.6 48.3
Other: 72.7 72.7 87.3 85.3 50.4 44.5 54.9 50.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 379,052: 52,116 19,110 119,673 160,900 177,275 332,688 316,058: 46,364 62,994
Old : 303,950: 48,365 21,528 85,315 128,018 150,543 261,698 257,385: 42,252 46,565
Other: 75,102: 17,119 10,951 20,990 32,881 26,732 70,990 58,673: 4,112 16,429
: : :
: : Changes in Commitments from: December 22, 2008 :
: -41,226: 2,187 -5,127 -20,891 -21,438 -14,568 -40,142 -40,587: -1,083 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.0 31.6 42.4 46.8 87.8 83.4: 12.2 16.6
Old : 100.0: 15.9 7.1 28.1 42.1 49.5 86.1 84.7: 13.9 15.3
Other: 100.0: 22.8 14.6 27.9 43.8 35.6 94.5 78.1: 5.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 96 58 126 97 109 260 257:
Old : 296: 101 54 115 93 99 245 241:
Other: 160: 30 48 36 45 69 102 128:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 25.5 29.1 36.2 11.2 15.5 18.6 21.4
Old : 19.0 26.8 28.5 38.3 13.6 19.0 21.9 26.2
Other: 37.8 30.5 56.6 40.9 27.6 12.4 33.9 17.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 245,171: 15,423 33,243 66,903 140,033 126,316 222,358 226,461: 22,813 18,709
Old : 214,631: 19,581 36,031 49,628 125,011 111,575 194,220 197,234: 20,411 17,397
Other: 30,540: 4,555 5,925 8,561 15,022 14,740 28,138 29,227: 2,402 1,313
: : :
: : Changes in Commitments from: December 22, 2008 :
: -8,999: 1,040 -2,173 -5,818 -4,798 -458 -9,576 -8,448: 576 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 13.6 27.3 57.1 51.5 90.7 92.4: 9.3 7.6
Old : 100.0: 9.1 16.8 23.1 58.2 52.0 90.5 91.9: 9.5 8.1
Other: 100.0: 14.9 19.4 28.0 49.2 48.3 92.1 95.7: 7.9 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 35 40 79 61 58 154 162:
Old : 195: 45 41 76 59 56 150 159:
Other: 66: 7 19 15 31 14 49 38:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 20.5 31.3 34.5 13.1 14.8 21.0 20.8
Old : 19.2 22.8 29.7 35.6 15.6 16.5 24.0 22.1
Other: 56.0 58.8 72.6 72.4 42.5 37.8 51.9 49.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 840,865: 55,921 179,549 45,386 612,515 459,855 713,822 684,789: 127,043 156,075
Old : 840,865: 55,921 179,549 45,386 612,515 459,855 713,822 684,789: 127,043 156,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -77,145: 3,221 1,062 -30,099 -62,348 -44,532 -89,226 -73,570: 12,081 -3,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 21.4 5.4 72.8 54.7 84.9 81.4: 15.1 18.6
Old : 100.0: 6.7 21.4 5.4 72.8 54.7 84.9 81.4: 15.1 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 : 149: 21 42 31 58 76 101 127:
Old : 149: 21 42 31 58 76 101 127:
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 : 33.9 16.0 47.1 24.1 32.0 15.8 43.6 23.8
Old : 33.9 16.0 47.1 24.1 32.0 15.8 43.6 23.8
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, December 30, 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 : 132,666: 19,382 7,346 28,698 61,226 77,514 109,306 113,558: 23,360 19,108
Old : 118,226: 18,387 8,855 23,409 54,582 67,583 96,378 99,846: 21,848 18,380
Other: 14,439: 3,122 618 3,162 6,643 9,931 12,928 13,712: 1,512 728
: : :
: : Changes in Commitments from: December 22, 2008 :
: -6,985: 2,139 -3,608 -1,185 -4,638 744 -3,684 -4,049: -3,301 -2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 5.5 21.6 46.2 58.4 82.4 85.6: 17.6 14.4
Old : 100.0: 15.6 7.5 19.8 46.2 57.2 81.5 84.5: 18.5 15.5
Other: 100.0: 21.6 4.3 21.9 46.0 68.8 89.5 95.0: 10.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 34 22 40 59 54 121 101:
Old : 143: 39 24 39 57 53 118 100:
Other: 60: 17 10 15 26 14 50 33:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 28.8 24.1 39.5 14.2 25.5 21.2 33.1
Old : 16.1 28.9 24.5 38.6 15.2 25.5 22.7 33.6
Other: 27.9 55.1 45.7 68.4 25.4 51.6 40.5 61.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 6,829: 1,125 452 458 4,251 4,380 5,834 5,290: 995 1,539
Old : 6,416: 1,142 455 409 3,929 4,221 5,480 5,084: 936 1,332
Other: 413: 5 20 27 322 159 354 205: 59 208
: : :
: : Changes in Commitments from: December 22, 2008 :
: -757: -126 -351 -254 -247 47 -627 -558: -130 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.6 6.7 62.3 64.1 85.4 77.5: 14.6 22.5
Old : 100.0: 17.8 7.1 6.4 61.2 65.8 85.4 79.2: 14.6 20.8
Other: 100.0: 1.3 4.8 6.4 78.0 38.5 85.7 49.7: 14.3 50.3
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 7 4 17 14 26 23:
Old : 40: 6 8 4 17 13 26 22:
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 : 35.1 43.6 54.5 58.2 35.1 43.6 50.1 53.1
Old : 34.0 45.5 54.3 60.4 34.0 45.5 49.9 55.6
Other: 83.5 49.3 85.7 49.7 55.1 19.1 55.1 19.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 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 : 540,913: 59,132 81,363 12,424 386,208 367,500 457,764 461,286: 83,148 79,626
Old : 540,913: 59,132 81,363 12,424 386,208 367,500 457,764 461,286: 83,148 79,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 2,170: -2,760 3,833 3,002 -5,149 -4,512 -4,907 2,324: 7,077 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.0 2.3 71.4 67.9 84.6 85.3: 15.4 14.7
Old : 100.0: 10.9 15.0 2.3 71.4 67.9 84.6 85.3: 15.4 14.7
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 : 144: 21 26 13 73 72 100 105:
Old : 144: 21 26 13 73 72 100 105:
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 : 28.8 27.5 39.1 36.8 27.8 22.6 34.7 29.6
Old : 28.8 27.5 39.1 36.8 27.8 22.6 34.7 29.6
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, December 30, 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 : 1,306,294: 148,533 113,780 140,488 818,352 799,909 1,107,372 1,054,177: 198,922 252,117
Old : 1,306,294: 148,533 113,780 140,488 818,352 799,909 1,107,372 1,054,177: 198,922 252,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -186,739: 1,315 439 -122,980 -63,056 -63,810 -184,721 -186,351: -2,018 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.7 10.8 62.6 61.2 84.8 80.7: 15.2 19.3
Old : 100.0: 11.4 8.7 10.8 62.6 61.2 84.8 80.7: 15.2 19.3
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: 36 35 45 82 92 140 150:
Old : 182: 36 35 45 82 92 140 150:
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 : 22.7 21.7 33.8 28.7 22.3 17.7 31.3 22.7
Old : 22.7 21.7 33.8 28.7 22.3 17.7 31.3 22.7
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, December 30, 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 : 1,149,029: 151,578 146,576 52,235 760,278 772,907 964,090 971,717: 184,939 177,311
Old : 1,149,029: 151,578 146,576 52,235 760,278 772,907 964,090 971,717: 184,939 177,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -36,895: -1,554 -4,597 -14,939 -41,933 -20,523 -58,427 -40,059: 21,532 3,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.8 4.5 66.2 67.3 83.9 84.6: 16.1 15.4
Old : 100.0: 13.2 12.8 4.5 66.2 67.3 83.9 84.6: 16.1 15.4
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 : 144: 30 30 31 71 64 114 112:
Old : 144: 30 30 31 71 64 114 112:
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 : 31.7 40.2 43.5 48.5 23.0 26.3 29.9 33.0
Old : 31.7 40.2 43.5 48.5 23.0 26.3 29.9 33.0
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, December 30, 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 : 894,809: 162,663 14,037 448,495 251,689 400,134 862,847 862,666: 31,962 32,143
Old : 894,809: 162,663 14,037 448,495 251,689 400,134 862,847 862,666: 31,962 32,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 3,437: -8,483 2,150 7,763 6,752 -6,729 6,033 3,184: -2,595 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 1.6 50.1 28.1 44.7 96.4 96.4: 3.6 3.6
Old : 100.0: 18.2 1.6 50.1 28.1 44.7 96.4 96.4: 3.6 3.6
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 : 91: 27 13 35 44 41 83 80:
Old : 91: 27 13 35 44 41 83 80:
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 : 41.7 35.9 56.1 54.9 13.1 18.4 18.9 26.0
Old : 41.7 35.9 56.1 54.9 13.1 18.4 18.9 26.0
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 with Delta-adjusted Options and Futures Combined, December 30, 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 : 9,954: 3,080 4,279 27 3,661 2,455 6,767 6,761: 3,187 3,194
Old : 9,954: 3,080 4,279 27 3,661 2,455 6,767 6,761: 3,187 3,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 417: -86 -84 27 0 498 -60 441: 477 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 43.0 0.3 36.8 24.7 68.0 67.9: 32.0 32.1
Old : 100.0: 30.9 43.0 0.3 36.8 24.7 68.0 67.9: 32.0 32.1
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 : 26: 6 7 1 10 4 16 12:
Old : 26: 6 7 1 10 4 16 12:
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 : 31.9 48.3 48.4 61.1 31.9 48.3 48.4 61.1
Old : 31.9 48.3 48.4 61.1 31.9 48.3 48.4 61.1
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, December 30, 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 : 62,521: 21,947 9,225 737 29,788 40,784 52,472 50,746: 10,049 11,775
Old : 62,521: 21,947 9,225 737 29,788 40,784 52,472 50,746: 10,049 11,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 3,760: 2,464 868 18 2,437 3,554 4,919 4,440: -1,159 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 14.8 1.2 47.6 65.2 83.9 81.2: 16.1 18.8
Old : 100.0: 35.1 14.8 1.2 47.6 65.2 83.9 81.2: 16.1 18.8
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 : 77: 25 12 4 26 23 53 37:
Old : 77: 25 12 4 26 23 53 37:
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 38.3 40.4 53.7 19.9 30.3 31.8 40.7
Old : 25.3 38.3 40.4 53.7 19.9 30.3 31.8 40.7
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, December 30, 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 : 28,713: 15,615 7,101 113 12,755 21,370 28,483 28,584: 230 129
Old : 28,713: 15,615 7,101 113 12,755 21,370 28,483 28,584: 230 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 2,424: 4,411 -555 -58 -1,973 3,036 2,380 2,423: 44 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 24.7 0.4 44.4 74.4 99.2 99.6: 0.8 0.4
Old : 100.0: 54.4 24.7 0.4 44.4 74.4 99.2 99.6: 0.8 0.4
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 : 40: 11 10 2 12 13 25 23:
Old : 40: 11 10 2 12 13 25 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 : 80.3 85.1 91.1 95.3 79.9 80.9 89.0 91.1
Old : 80.3 85.1 91.1 95.3 79.9 80.9 89.0 91.1
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, December 30, 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 : 50,407: 31,708 1,037 1,651 16,759 47,666 50,118 50,354: 289 53
Old : 50,407: 31,708 1,037 1,651 16,759 47,666 50,118 50,354: 289 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -2,769: 28 173 -57 -2,784 -2,893 -2,813 -2,777: 44 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 2.1 3.3 33.2 94.6 99.4 99.9: 0.6 0.1
Old : 100.0: 62.9 2.1 3.3 33.2 94.6 99.4 99.9: 0.6 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 : 34: 12 7 2 11 8 23 17:
Old : 34: 12 7 2 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 : 81.2 83.0 91.6 97.6 70.7 81.5 80.9 86.1
Old : 81.2 83.0 91.6 97.6 70.7 81.5 80.9 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 05, 2008