WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 13, 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 : 266,099: 60,994 70,040 36,773 145,553 116,215 243,320 223,028: 22,779 43,071
Old : 160,733: 44,834 62,232 14,442 87,130 58,799 146,406 135,473: 14,327 25,260
Other: 105,366: 28,427 20,075 10,064 58,423 57,416 96,914 87,555: 8,452 17,811
: : :
: : Changes in Commitments from: January 6, 2009 :
: 4,354: -502 3,664 3,736 1,555 -4,325 4,789 3,075: -435 1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 26.3 13.8 54.7 43.7 91.4 83.8: 8.6 16.2
Old : 100.0: 27.9 38.7 9.0 54.2 36.6 91.1 84.3: 8.9 15.7
Other: 100.0: 27.0 19.1 9.6 55.4 54.5 92.0 83.1: 8.0 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 62 112 104 68 88 213 245:
Old : 275: 69 104 60 53 67 166 195:
Other: 197: 39 63 39 44 80 110 163:
:----------------------------------------------------------------------------------------------------
: 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 12.6 40.5 20.8 22.3 11.6 36.3 17.4
Old : 29.6 13.4 43.5 22.8 29.6 12.9 43.5 21.9
Other: 50.2 16.0 61.5 24.9 49.7 14.6 58.1 21.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 13, 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 : 812,954: 154,121 112,379 134,377 415,653 389,111 704,151 635,867: 108,803 177,087
Old : 614,741: 115,768 116,858 92,869 315,866 278,169 524,503 487,896: 90,238 126,845
Other: 198,213: 73,239 30,407 6,622 99,787 110,942 179,648 147,971: 18,565 50,242
: : :
: : Changes in Commitments from: January 6, 2009 :
: -1,918: -1,939 6,783 5,076 -4,804 -20,154 -1,667 -8,295: -251 6,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 13.8 16.5 51.1 47.9 86.6 78.2: 13.4 21.8
Old : 100.0: 18.8 19.0 15.1 51.4 45.2 85.3 79.4: 14.7 20.6
Other: 100.0: 36.9 15.3 3.3 50.3 56.0 90.6 74.7: 9.4 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 114 143 140 187 232 388 454:
Old : 544: 117 141 116 179 219 363 422:
Other: 355: 65 67 22 77 178 148 262:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 15.2 23.0 21.9 13.3 14.7 21.6 19.9
Old : 13.5 14.2 22.4 21.5 13.5 13.3 21.9 19.2
Other: 32.4 20.9 49.7 28.9 32.4 20.7 49.3 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 13, 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 : 16,631: 1,051 1,726 261 13,569 12,449 14,881 14,436: 1,750 2,195
Old : 10,012: 983 1,835 92 7,588 6,468 8,663 8,395: 1,349 1,617
Other: 6,619: 237 60 0 5,981 5,981 6,218 6,041: 401 578
: : :
: : Changes in Commitments from: January 6, 2009 :
: 500: 12 84 -24 512 334 500 394: 0 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 10.4 1.6 81.6 74.9 89.5 86.8: 10.5 13.2
Old : 100.0: 9.8 18.3 0.9 75.8 64.6 86.5 83.8: 13.5 16.2
Other: 100.0: 3.6 0.9 0.0 90.4 90.4 93.9 91.3: 6.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 9 4 20 14 31 26:
Old : 43: 9 10 2 19 11 29 22:
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 : 50.1 61.2 66.5 71.8 40.3 44.6 52.6 54.7
Old : 42.6 50.9 57.8 67.2 42.6 42.6 56.8 58.9
Other: 74.8 76.8 89.4 89.1 51.8 50.4 59.0 56.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 13, 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 : 285,407: 65,182 28,536 46,822 135,290 151,192 247,294 226,550: 38,113 58,857
Old : 233,615: 59,999 31,466 28,447 112,221 132,781 200,667 192,694: 32,948 40,921
Other: 51,792: 20,247 12,134 3,311 23,069 18,411 46,627 33,856: 5,165 17,936
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,574: 6,585 -1,044 2,163 -3,346 -581 5,402 538: -3,828 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 10.0 16.4 47.4 53.0 86.6 79.4: 13.4 20.6
Old : 100.0: 25.7 13.5 12.2 48.0 56.8 85.9 82.5: 14.1 17.5
Other: 100.0: 39.1 23.4 6.4 44.5 35.5 90.0 65.4: 10.0 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 84 78 97 88 113 233 250:
Old : 300: 82 81 84 83 100 215 228:
Other: 180: 42 42 13 38 76 87 127:
:----------------------------------------------------------------------------------------------------
: 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 23.9 25.7 33.4 15.6 20.9 24.4 27.3
Old : 18.8 26.6 29.5 37.1 18.8 23.8 29.1 32.8
Other: 40.4 21.8 53.2 30.5 40.4 21.8 50.5 28.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 13, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 11,574: 7,303 1,477 945 0 1,130 8,248 3,552: 3,326 8,022
Old : 7,771: 4,161 1,639 726 0 534 4,887 2,899: 2,884 4,872
Other: 3,803: 3,354 50 7 0 596 3,361 653: 442 3,150
: : :
: : Changes in Commitments from: January 6, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 12.8 8.2 0.0 9.8 71.3 30.7: 28.7 69.3
Old : 100.0: 53.5 21.1 9.3 0.0 6.9 62.9 37.3: 37.1 62.7
Other: 100.0: 88.2 1.3 0.2 0.0 15.7 88.4 17.2: 11.6 82.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 7 10 0 3 14 18:
Old : 22: 11 8 9 0 3 13 18:
Other: 15: 10 2 3 0 3 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 46.1 13.1 60.6 22.0 43.7 13.1 57.4 20.8
Old : 36.2 15.2 53.8 26.4 33.9 15.2 49.5 24.1
Other: 66.2 16.9 86.8 17.2 66.1 16.9 86.6 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 13, 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 : 202,068: 19,698 23,846 41,237 118,075 118,068 179,010 183,151: 23,058 18,917
Old : 174,308: 24,606 27,318 23,930 105,494 105,334 154,030 156,582: 20,278 17,726
Other: 27,760: 4,620 6,056 7,779 12,581 12,734 24,980 26,569: 2,780 1,191
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,421: 220 -6,808 969 1,436 8,143 2,625 2,304: -204 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.8 20.4 58.4 58.4 88.6 90.6: 11.4 9.4
Old : 100.0: 14.1 15.7 13.7 60.5 60.4 88.4 89.8: 11.6 10.2
Other: 100.0: 16.6 21.8 28.0 45.3 45.9 90.0 95.7: 10.0 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 34 30 54 59 60 134 131:
Old : 172: 44 33 50 55 58 128 127:
Other: 70: 12 19 11 29 16 50 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 : 23.3 25.0 35.2 37.5 16.6 20.4 26.5 29.8
Old : 21.2 25.5 34.2 38.2 18.6 24.5 29.3 34.5
Other: 52.1 57.0 70.1 69.6 37.5 34.9 48.1 46.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 13, 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 : 733,037: 62,241 138,722 9,044 554,350 440,449 625,635 588,215: 107,402 144,822
Old : 733,037: 62,241 138,722 9,044 554,350 440,449 625,635 588,215: 107,402 144,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -4,389: 1,995 -18,180 1,990 7,347 12,288 11,332 -3,902: -15,721 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 18.9 1.2 75.6 60.1 85.3 80.2: 14.7 19.8
Old : 100.0: 8.5 18.9 1.2 75.6 60.1 85.3 80.2: 14.7 19.8
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 : 143: 19 35 10 54 71 81 108:
Old : 143: 19 35 10 54 71 81 108:
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 : 35.8 20.4 49.1 28.6 33.5 20.1 45.6 28.3
Old : 35.8 20.4 49.1 28.6 33.5 20.1 45.6 28.3
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 13, 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 : 116,082: 20,029 12,891 14,873 56,495 71,999 91,397 99,763: 24,685 16,319
Old : 102,767: 19,278 14,193 10,949 49,810 62,349 80,037 87,491: 22,730 15,276
Other: 13,315: 2,932 879 1,743 6,685 9,650 11,360 12,272: 1,955 1,043
: : :
: : Changes in Commitments from: January 6, 2009 :
: -2,121: -278 -1,850 -799 -1,152 2,640 -2,229 -9: 108 -2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.1 12.8 48.7 62.0 78.7 85.9: 21.3 14.1
Old : 100.0: 18.8 13.8 10.7 48.5 60.7 77.9 85.1: 22.1 14.9
Other: 100.0: 22.0 6.6 13.1 50.2 72.5 85.3 92.2: 14.7 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 28 26 32 54 47 111 88:
Old : 141: 30 31 32 52 47 109 88:
Other: 61: 18 9 9 27 13 47 30:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 32.7 27.6 46.3 14.1 29.9 22.9 39.6
Old : 19.6 34.9 28.6 46.3 18.9 31.8 27.7 42.5
Other: 28.7 61.1 43.2 75.8 28.7 58.1 41.5 69.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 13, 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 : 5,978: 1,136 578 247 3,710 3,818 5,093 4,643: 885 1,335
Old : 5,448: 1,135 575 183 3,280 3,506 4,598 4,264: 850 1,184
Other: 530: 6 8 59 430 312 495 379: 35 151
: : :
: : Changes in Commitments from: January 6, 2009 :
: -154: -15 -3 32 -156 -290 -139 -261: -15 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 9.7 4.1 62.1 63.9 85.2 77.7: 14.8 22.3
Old : 100.0: 20.8 10.6 3.4 60.2 64.4 84.4 78.3: 15.6 21.7
Other: 100.0: 1.1 1.5 11.1 81.1 58.9 93.4 71.5: 6.6 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 10 4 18 15 28 26:
Old : 46: 6 11 2 18 14 26 25:
Other: 10: 1 2 4 2 5 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 39.7 46.5 56.9 58.3 39.7 46.5 56.8 56.5
Old : 37.5 48.1 56.3 60.3 37.5 48.1 56.3 59.0
Other: 92.3 58.3 93.4 71.3 63.4 40.6 63.4 41.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 13, 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 : 522,840: 66,377 82,397 2,029 370,307 363,986 438,713 448,412: 84,127 74,428
Old : 522,840: 66,377 82,397 2,029 370,307 363,986 438,713 448,412: 84,127 74,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 17,285: 468 -6,741 152 -316 17,625 304 11,036: 16,981 6,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.8 0.4 70.8 69.6 83.9 85.8: 16.1 14.2
Old : 100.0: 12.7 15.8 0.4 70.8 69.6 83.9 85.8: 16.1 14.2
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 : 145: 22 32 6 62 67 87 102:
Old : 145: 22 32 6 62 67 87 102:
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 : 27.1 31.5 38.8 40.5 25.1 23.0 32.7 31.1
Old : 27.1 31.5 38.8 40.5 25.1 23.0 32.7 31.1
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 13, 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 : 1,026,341: 128,396 118,232 7,865 697,730 638,208 833,991 764,305: 192,350 262,036
Old : 1,026,341: 128,396 118,232 7,865 697,730 638,208 833,991 764,305: 192,350 262,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -11,873: -29,726 -24,439 2,384 16,212 3,125 -11,130 -18,930: -743 7,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.5 0.8 68.0 62.2 81.3 74.5: 18.7 25.5
Old : 100.0: 12.5 11.5 0.8 68.0 62.2 81.3 74.5: 18.7 25.5
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 : 188: 42 35 24 72 83 125 131:
Old : 188: 42 35 24 72 83 125 131:
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 : 29.4 20.1 40.4 28.9 29.1 16.4 38.9 23.8
Old : 29.4 20.1 40.4 28.9 29.1 16.4 38.9 23.8
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 13, 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 : 1,000,808: 105,596 155,717 6,806 710,964 657,132 823,366 819,655: 177,442 181,153
Old : 1,000,808: 105,596 155,717 6,806 710,964 657,132 823,366 819,655: 177,442 181,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -1,098: -11,985 9,393 2,350 7,999 -17,168 -1,636 -5,425: 538 4,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.6 0.7 71.0 65.7 82.3 81.9: 17.7 18.1
Old : 100.0: 10.6 15.6 0.7 71.0 65.7 82.3 81.9: 17.7 18.1
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 : 149: 33 28 14 70 58 110 93:
Old : 149: 33 28 14 70 58 110 93:
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 : 32.3 41.0 45.0 48.9 23.2 28.5 30.5 34.7
Old : 32.3 41.0 45.0 48.9 23.2 28.5 30.5 34.7
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 13, 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 : 369,688: 195,148 22,508 23,322 119,231 289,407 337,701 335,237: 31,987 34,451
Old : 369,688: 195,148 22,508 23,322 119,231 289,407 337,701 335,237: 31,987 34,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 6,006: 2,404 1,247 240 1,951 4,894 4,595 6,381: 1,411 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 6.1 6.3 32.3 78.3 91.3 90.7: 8.7 9.3
Old : 100.0: 52.8 6.1 6.3 32.3 78.3 91.3 90.7: 8.7 9.3
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 : 70: 23 11 19 28 27 58 53:
Old : 70: 23 11 19 28 27 58 53:
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 44.6 47.4 64.8 30.9 41.0 43.2 58.6
Old : 33.9 44.6 47.4 64.8 30.9 41.0 43.2 58.6
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 13, 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 : 12,141: 3,533 3,692 0 5,578 5,166 9,111 8,858: 3,030 3,283
Old : 12,141: 3,533 3,692 0 5,578 5,166 9,111 8,858: 3,030 3,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 2,059: 598 -21 0 -26 2,985 572 2,964: 1,487 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 30.4 0.0 45.9 42.6 75.0 73.0: 25.0 27.0
Old : 100.0: 29.1 30.4 0.0 45.9 42.6 75.0 73.0: 25.0 27.0
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 : 43.7 56.0 58.2 66.8 43.7 56.0 58.2 66.8
Old : 43.7 56.0 58.2 66.8 43.7 56.0 58.2 66.8
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 13, 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 : 61,516: 19,829 11,276 298 27,984 34,584 48,111 46,158: 13,405 15,358
Old : 61,516: 19,829 11,276 298 27,984 34,584 48,111 46,158: 13,405 15,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: 1,595: -897 979 31 -653 1,154 -1,519 2,164: 3,114 -569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 18.3 0.5 45.5 56.2 78.2 75.0: 21.8 25.0
Old : 100.0: 32.2 18.3 0.5 45.5 56.2 78.2 75.0: 21.8 25.0
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: 25 16 3 25 21 50 40:
Old : 81: 25 16 3 25 21 50 40:
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 : 25.9 31.9 40.5 47.6 25.7 31.4 38.7 44.7
Old : 25.9 31.9 40.5 47.6 25.7 31.4 38.7 44.7
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 - Futures Only, January 13, 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 : 28,319: 14,701 9,814 212 13,142 18,089 28,055 28,115: 264 204
Old : 28,319: 14,701 9,814 212 13,142 18,089 28,055 28,115: 264 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -2,701: -2,996 2,720 25 231 -5,519 -2,740 -2,774: 39 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 34.7 0.7 46.4 63.9 99.1 99.3: 0.9 0.7
Old : 100.0: 51.9 34.7 0.7 46.4 63.9 99.1 99.3: 0.9 0.7
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 : 39: 11 12 3 9 13 22 26:
Old : 39: 11 12 3 9 13 22 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 : 82.1 75.0 92.2 90.2 81.5 73.9 91.5 89.0
Old : 82.1 75.0 92.2 90.2 81.5 73.9 91.5 89.0
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 13, 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 : 48,446: 24,126 948 1,702 18,582 42,344 44,410 44,994: 4,036 3,452
Old : 48,446: 24,126 948 1,702 18,582 42,344 44,410 44,994: 4,036 3,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -1,720: -7,303 -196 39 1,876 -4,984 -5,388 -5,141: 3,668 3,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 2.0 3.5 38.4 87.4 91.7 92.9: 8.3 7.1
Old : 100.0: 49.8 2.0 3.5 38.4 87.4 91.7 92.9: 8.3 7.1
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 : 33: 13 6 3 11 7 24 16:
Old : 33: 13 6 3 11 7 24 16:
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 : 58.1 81.7 80.2 91.2 54.7 75.7 72.6 80.4
Old : 58.1 81.7 80.2 91.2 54.7 75.7 72.6 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2009