WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 261,745: 61,496 66,376 33,037 143,998 120,540 238,531 219,953: 23,214 41,792
Old : 160,780: 46,914 60,576 10,089 87,784 65,735 144,787 136,400: 15,993 24,380
Other: 100,965: 27,264 18,482 10,266 56,214 54,805 93,744 83,553: 7,221 17,412
: : :
: : Changes in Commitments from: December 30, 2008 :
: 14,416: 2,608 2,686 4,527 5,374 6,095 12,509 13,308: 1,907 1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 25.4 12.6 55.0 46.1 91.1 84.0: 8.9 16.0
Old : 100.0: 29.2 37.7 6.3 54.6 40.9 90.1 84.8: 9.9 15.2
Other: 100.0: 27.0 18.3 10.2 55.7 54.3 92.8 82.8: 7.2 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 62 104 94 69 91 206 232:
Old : 267: 70 93 50 54 66 160 180:
Other: 186: 31 57 38 45 80 103 157:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 14.2 40.4 22.2 22.6 13.5 36.9 19.7
Old : 29.2 14.6 42.5 24.5 29.2 14.1 42.5 23.9
Other: 51.2 17.3 62.5 25.7 50.7 15.9 58.6 22.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 814,872: 156,060 105,596 129,301 420,457 409,265 705,818 644,162: 109,054 170,710
Old : 620,947: 118,111 108,981 88,598 323,417 300,845 530,126 498,424: 90,821 122,523
Other: 193,925: 71,747 30,413 6,905 97,040 108,420 175,692 145,738: 18,233 48,187
: : :
: : Changes in Commitments from: December 30, 2008 :
: 12,231: 3,157 -1,682 7,496 -2,537 205 8,116 6,019: 4,115 6,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.0 15.9 51.6 50.2 86.6 79.1: 13.4 20.9
Old : 100.0: 19.0 17.6 14.3 52.1 48.4 85.4 80.3: 14.6 19.7
Other: 100.0: 37.0 15.7 3.6 50.0 55.9 90.6 75.2: 9.4 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 101 136 134 188 239 381 448:
Old : 539: 113 129 110 181 226 358 416:
Other: 353: 59 65 22 74 191 140 271:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 16.0 24.2 22.7 14.1 15.6 23.0 20.8
Old : 14.5 15.6 23.2 22.9 14.5 14.6 22.8 20.7
Other: 33.4 20.6 51.0 29.3 33.4 20.4 50.7 28.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,131: 1,039 1,642 285 13,057 12,115 14,381 14,042: 1,750 2,089
Old : 9,583: 977 1,770 97 7,156 6,223 8,230 8,090: 1,353 1,493
Other: 6,548: 250 60 0 5,901 5,892 6,151 5,952: 397 596
: : :
: : Changes in Commitments from: December 30, 2008 :
: -74: -29 -49 30 -21 81 -20 62: -54 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.2 1.8 80.9 75.1 89.2 87.0: 10.8 13.0
Old : 100.0: 10.2 18.5 1.0 74.7 64.9 85.9 84.4: 14.1 15.6
Other: 100.0: 3.8 0.9 0.0 90.1 90.0 93.9 90.9: 6.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 8 4 21 14 32 25:
Old : 42: 9 9 2 20 11 30 21:
Other: 22: 4 1 0 10 11 14 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 : 48.6 60.2 66.4 71.9 37.4 40.3 49.6 51.4
Old : 39.4 49.3 57.7 67.6 37.8 38.5 50.8 54.1
Other: 75.7 76.3 89.4 88.7 52.3 49.5 58.9 55.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 283,833: 58,597 29,580 44,659 138,636 151,773 241,892 226,012: 41,941 57,821
Old : 237,064: 54,702 33,120 27,646 116,987 135,222 199,335 195,988: 37,729 41,076
Other: 46,769: 18,439 11,004 2,469 21,649 16,551 42,557 30,024: 4,212 16,745
: : :
: : Changes in Commitments from: December 30, 2008 :
: 5,060: 3,846 1,006 -468 26 4,301 3,404 4,839: 1,656 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.4 15.7 48.8 53.5 85.2 79.6: 14.8 20.4
Old : 100.0: 23.1 14.0 11.7 49.3 57.0 84.1 82.7: 15.9 17.3
Other: 100.0: 39.4 23.5 5.3 46.3 35.4 91.0 64.2: 9.0 35.8
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 72 74 90 84 102 215 228:
Old : 277: 76 69 77 80 92 200 209:
Other: 157: 28 45 10 34 65 68 117:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 24.4 26.6 33.3 15.8 19.6 24.9 26.8
Old : 18.6 27.7 29.7 37.3 18.5 22.7 28.6 31.2
Other: 44.8 14.5 60.4 24.0 44.8 14.4 55.1 22.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 199,647: 19,478 30,654 40,268 116,639 109,925 176,385 180,847: 23,262 18,800
Old : 171,010: 23,630 32,861 23,604 103,190 97,003 150,424 153,468: 20,586 17,542
Other: 28,637: 4,791 6,736 7,721 13,449 12,922 25,961 27,379: 2,676 1,258
: : :
: : Changes in Commitments from: December 30, 2008 :
: -12,951: 551 -2,947 -7,312 -8,137 -4,349 -14,898 -14,608: 1,947 1,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 15.4 20.2 58.4 55.1 88.3 90.6: 11.7 9.4
Old : 100.0: 13.8 19.2 13.8 60.3 56.7 88.0 89.7: 12.0 10.3
Other: 100.0: 16.7 23.5 27.0 47.0 45.1 90.7 95.6: 9.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 30 53 60 60 56 141 138:
Old : 182: 39 51 55 57 54 136 133:
Other: 64: 10 18 9 27 13 43 35:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 23.4 33.0 36.5 15.9 18.5 25.1 27.2
Old : 20.6 24.1 32.0 37.4 19.2 22.7 29.9 31.5
Other: 55.6 57.4 72.9 71.5 41.3 35.0 51.3 47.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 737,426: 60,246 156,902 7,054 547,003 428,161 614,303 592,117: 123,123 145,309
Old : 737,426: 60,246 156,902 7,054 547,003 428,161 614,303 592,117: 123,123 145,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -23,756: 2,481 -22,712 2,276 -33,405 -5,620 -28,648 -26,056: 4,892 2,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 21.3 1.0 74.2 58.1 83.3 80.3: 16.7 19.7
Old : 100.0: 8.2 21.3 1.0 74.2 58.1 83.3 80.3: 16.7 19.7
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 : 142: 23 34 10 54 68 84 105:
Old : 142: 23 34 10 54 68 84 105:
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 : 35.0 19.5 47.0 28.1 32.6 19.4 43.1 27.9
Old : 35.0 19.5 47.0 28.1 32.6 19.4 43.1 27.9
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 118,203: 20,307 14,741 15,672 57,647 69,359 93,626 99,772: 24,577 18,431
Old : 104,811: 19,244 16,205 11,291 51,262 59,579 81,797 87,075: 23,014 17,736
Other: 13,392: 3,442 915 2,002 6,385 9,780 11,829 12,697: 1,563 695
: : :
: : Changes in Commitments from: December 30, 2008 :
: 848: 1,558 2,119 -1,795 -1,637 -31 -1,874 293: 2,722 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.5 13.3 48.8 58.7 79.2 84.4: 20.8 15.6
Old : 100.0: 18.4 15.5 10.8 48.9 56.8 78.0 83.1: 22.0 16.9
Other: 100.0: 25.7 6.8 14.9 47.7 73.0 88.3 94.8: 11.7 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 27 29 35 57 47 116 92:
Old : 143: 28 34 34 55 47 113 92:
Other: 61: 18 9 9 26 12 47 29:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 29.7 24.4 41.8 14.2 27.1 22.4 37.2
Old : 16.6 29.9 25.6 41.3 16.0 27.9 24.9 38.4
Other: 28.1 60.6 45.7 74.9 28.1 57.6 43.3 68.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,132: 1,151 581 215 3,866 4,108 5,232 4,904: 900 1,228
Old : 5,718: 1,143 564 172 3,542 3,899 4,857 4,635: 861 1,083
Other: 414: 10 19 41 324 209 375 269: 39 145
: : :
: : Changes in Commitments from: December 30, 2008 :
: -239: -1 82 15 -209 -106 -195 -9: -44 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 9.5 3.5 63.0 67.0 85.3 80.0: 14.7 20.0
Old : 100.0: 20.0 9.9 3.0 61.9 68.2 84.9 81.1: 15.1 18.9
Other: 100.0: 2.4 4.6 9.9 78.3 50.5 90.6 65.0: 9.4 35.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 10 4 17 15 27 26:
Old : 45: 7 10 2 17 14 25 25:
Other: 8: 2 2 3 2 3 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 38.0 45.2 56.4 59.6 36.9 45.2 53.1 56.9
Old : 36.8 47.5 56.6 62.2 35.6 47.5 53.1 60.0
Other: 88.9 59.4 90.6 65.0 56.5 30.9 56.5 30.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 505,555: 65,909 89,138 1,877 370,623 346,361 438,409 437,376: 67,146 68,179
Old : 505,555: 65,909 89,138 1,877 370,623 346,361 438,409 437,376: 67,146 68,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -19,421: 5,391 6,751 -3,620 -7,611 -14,040 -5,840 -10,909: -13,581 -8,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 17.6 0.4 73.3 68.5 86.7 86.5: 13.3 13.5
Old : 100.0: 13.0 17.6 0.4 73.3 68.5 86.7 86.5: 13.3 13.5
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 : 149: 23 30 7 66 69 93 102:
Old : 149: 23 30 7 66 69 93 102:
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 : 29.7 27.7 41.4 37.1 27.1 21.9 34.4 29.6
Old : 29.7 27.7 41.4 37.1 27.1 21.9 34.4 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 - Futures Only, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,038,214: 158,122 142,671 5,481 681,518 635,083 845,121 783,235: 193,093 254,979
Old : 1,038,214: 158,122 142,671 5,481 681,518 635,083 845,121 783,235: 193,093 254,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 3,896: 9,457 10,117 92 -15,937 -26,919 -6,388 -16,710: 10,284 20,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.7 0.5 65.6 61.2 81.4 75.4: 18.6 24.6
Old : 100.0: 15.2 13.7 0.5 65.6 61.2 81.4 75.4: 18.6 24.6
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 : 178: 36 34 17 69 82 113 125:
Old : 178: 36 34 17 69 82 113 125:
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 : 28.3 22.4 40.2 31.5 28.0 18.2 38.0 26.0
Old : 28.3 22.4 40.2 31.5 28.0 18.2 38.0 26.0
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,001,906: 117,581 146,324 4,456 702,965 674,300 825,002 825,080: 176,904 176,826
Old : 1,001,906: 117,581 146,324 4,456 702,965 674,300 825,002 825,080: 176,904 176,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -54,136: -45,621 198 1,615 -9,644 -64,290 -53,650 -62,477: -486 8,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.6 0.4 70.2 67.3 82.3 82.4: 17.7 17.6
Old : 100.0: 11.7 14.6 0.4 70.2 67.3 82.3 82.4: 17.7 17.6
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 : 138: 30 25 13 64 58 100 90:
Old : 138: 30 25 13 64 58 100 90:
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 : 34.5 41.1 47.1 49.9 25.2 27.9 32.1 34.8
Old : 34.5 41.1 47.1 49.9 25.2 27.9 32.1 34.8
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 363,682: 192,744 21,261 23,082 117,280 284,513 333,106 328,856: 30,576 34,826
Old : 363,682: 192,744 21,261 23,082 117,280 284,513 333,106 328,856: 30,576 34,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -60,807: -8,329 -70 -12,501 -44,025 -54,986 -64,855 -67,557: 4,048 6,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 5.8 6.3 32.2 78.2 91.6 90.4: 8.4 9.6
Old : 100.0: 53.0 5.8 6.3 32.2 78.2 91.6 90.4: 8.4 9.6
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 : 65: 22 11 21 28 23 58 49:
Old : 65: 22 11 21 28 23 58 49:
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 48.5 48.5 65.8 31.1 45.2 44.2 61.1
Old : 33.9 48.5 48.5 65.8 31.1 45.2 44.2 61.1
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,082: 2,935 3,713 0 5,604 2,181 8,539 5,894: 1,543 4,188
Old : 10,082: 2,935 3,713 0 5,604 2,181 8,539 5,894: 1,543 4,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 452: -135 -566 0 1,943 -274 1,808 -840: -1,356 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 36.8 0.0 55.6 21.6 84.7 58.5: 15.3 41.5
Old : 100.0: 29.1 36.8 0.0 55.6 21.6 84.7 58.5: 15.3 41.5
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 : 26: 4 7 0 11 5 15 12:
Old : 26: 4 7 0 11 5 15 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 : 47.7 38.7 64.3 51.0 47.7 38.7 64.3 51.0
Old : 47.7 38.7 64.3 51.0 47.7 38.7 64.3 51.0
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,921: 20,726 10,297 267 28,637 33,430 49,630 43,994: 10,291 15,927
Old : 59,921: 20,726 10,297 267 28,637 33,430 49,630 43,994: 10,291 15,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 6,484: -1,221 1,080 -177 7,518 1,272 6,120 2,175: 364 4,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 17.2 0.4 47.8 55.8 82.8 73.4: 17.2 26.6
Old : 100.0: 34.6 17.2 0.4 47.8 55.8 82.8 73.4: 17.2 26.6
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 : 81: 27 13 2 24 24 51 39:
Old : 81: 27 13 2 24 24 51 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 : 28.4 28.4 43.6 43.8 28.4 27.7 42.4 40.4
Old : 28.4 28.4 43.6 43.8 28.4 27.7 42.4 40.4
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,020: 17,697 7,094 187 12,911 23,608 30,795 30,889: 225 131
Old : 31,020: 17,697 7,094 187 12,911 23,608 30,795 30,889: 225 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 2,307: 2,082 -7 74 156 2,238 2,312 2,305: -5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 22.9 0.6 41.6 76.1 99.3 99.6: 0.7 0.4
Old : 100.0: 57.1 22.9 0.6 41.6 76.1 99.3 99.6: 0.7 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 : 41: 12 10 4 12 14 26 26:
Old : 41: 12 10 4 12 14 26 26:
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 : 79.0 85.5 90.0 95.0 78.4 81.1 87.6 90.5
Old : 79.0 85.5 90.0 95.0 78.4 81.1 87.6 90.5
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, January 6, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,166: 31,429 1,144 1,663 16,706 47,328 49,798 50,135: 368 31
Old : 50,166: 31,429 1,144 1,663 16,706 47,328 49,798 50,135: 368 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -241: -279 107 12 -53 -338 -320 -219: 79 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 2.3 3.3 33.3 94.3 99.3 99.9: 0.7 0.1
Old : 100.0: 62.7 2.3 3.3 33.3 94.3 99.3 99.9: 0.7 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: 11 8 3 11 8 23 18:
Old : 34: 11 8 3 11 8 23 18:
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 : 81.3 82.3 92.1 97.2 70.2 79.0 79.2 83.5
Old : 81.3 82.3 92.1 97.2 70.2 79.0 79.2 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2009