WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 20, 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 : 271,392: 58,496 75,359 39,980 150,694 111,021 249,170 226,360: 22,222 45,032
Old : 167,138: 42,179 65,799 19,690 91,994 54,798 153,863 140,287: 13,275 26,851
Other: 104,254: 28,441 21,684 8,166 58,700 56,223 95,307 86,073: 8,947 18,181
: : :
: : Changes in Commitments from: January 13, 2009 :
: 5,293: -2,498 5,319 3,207 5,141 -5,194 5,850 3,332: -557 1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 27.8 14.7 55.5 40.9 91.8 83.4: 8.2 16.6
Old : 100.0: 25.2 39.4 11.8 55.0 32.8 92.1 83.9: 7.9 16.1
Other: 100.0: 27.3 20.8 7.8 56.3 53.9 91.4 82.6: 8.6 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 56 113 106 70 84 210 242:
Old : 270: 63 106 59 57 62 160 195:
Other: 194: 39 63 42 47 76 116 159:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 12.0 39.7 19.3 22.3 9.6 36.1 15.5
Old : 28.9 12.6 42.4 21.8 28.9 11.9 42.4 20.4
Other: 50.1 15.4 61.6 24.5 49.7 14.2 58.2 21.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 20, 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 : 808,890: 161,880 114,533 133,895 401,004 376,543 696,779 624,971: 112,111 183,919
Old : 607,098: 115,904 117,279 95,450 303,204 264,289 514,558 477,018: 92,540 130,080
Other: 201,792: 77,815 29,093 6,606 97,800 112,254 182,221 147,953: 19,571 53,839
: : :
: : Changes in Commitments from: January 13, 2009 :
: -4,064: 7,759 2,154 -482 -14,649 -12,568 -7,372 -10,896: 3,308 6,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 14.2 16.6 49.6 46.6 86.1 77.3: 13.9 22.7
Old : 100.0: 19.1 19.3 15.7 49.9 43.5 84.8 78.6: 15.2 21.4
Other: 100.0: 38.6 14.4 3.3 48.5 55.6 90.3 73.3: 9.7 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 111 133 140 186 227 385 441:
Old : 525: 114 133 119 178 216 363 410:
Other: 356: 71 64 24 76 178 155 260:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 14.8 22.8 21.7 13.0 13.8 21.0 19.2
Old : 13.4 13.9 22.2 21.4 13.0 12.6 21.3 18.4
Other: 32.2 20.3 49.2 28.9 32.1 20.2 48.9 28.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 20, 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 : 16,741: 1,050 1,798 326 13,502 12,312 14,878 14,436: 1,863 2,305
Old : 9,924: 1,043 1,896 94 7,291 6,223 8,428 8,213: 1,496 1,711
Other: 6,817: 239 134 0 6,211 6,089 6,450 6,223: 367 594
: : :
: : Changes in Commitments from: January 13, 2009 :
: 110: -1 72 65 -67 -137 -3 0: 113 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 10.7 1.9 80.7 73.5 88.9 86.2: 11.1 13.8
Old : 100.0: 10.5 19.1 0.9 73.5 62.7 84.9 82.8: 15.1 17.2
Other: 100.0: 3.5 2.0 0.0 91.1 89.3 94.6 91.3: 5.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 10 5 21 15 32 28:
Old : 43: 9 10 3 19 12 29 24:
Other: 24: 4 2 0 11 11 15 13:
:----------------------------------------------------------------------------------------------------
: 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 : 48.1 60.3 64.1 70.7 39.2 44.0 51.2 53.9
Old : 41.3 49.4 56.1 65.6 41.3 43.0 54.8 57.7
Other: 72.6 76.1 87.8 88.1 50.4 50.4 59.4 55.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 20, 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 : 303,202: 65,251 31,937 54,459 144,669 157,727 264,379 244,123: 38,823 59,079
Old : 244,263: 53,526 32,709 34,773 123,119 135,541 211,418 203,023: 32,845 41,240
Other: 58,939: 23,495 10,998 7,916 21,550 22,186 52,961 41,100: 5,978 17,839
: : :
: : Changes in Commitments from: January 13, 2009 :
: 17,795: 69 3,401 7,637 9,379 6,535 17,085 17,573: 710 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 10.5 18.0 47.7 52.0 87.2 80.5: 12.8 19.5
Old : 100.0: 21.9 13.4 14.2 50.4 55.5 86.6 83.1: 13.4 16.9
Other: 100.0: 39.9 18.7 13.4 36.6 37.6 89.9 69.7: 10.1 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 84 86 100 96 120 248 265:
Old : 312: 79 88 85 90 104 225 238:
Other: 189: 48 39 23 43 77 101 133:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 21.1 26.0 30.4 14.9 17.5 23.0 24.2
Old : 18.6 23.0 29.5 33.4 17.9 19.5 27.7 27.6
Other: 35.4 20.5 50.7 32.0 35.4 20.0 47.9 27.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 11,718: 8,264 1,252 867 0 1,214 9,131 3,333: 2,587 8,385
Old : 7,801: 4,852 1,329 726 0 618 5,578 2,673: 2,223 5,128
Other: 3,917: 3,544 55 9 0 596 3,553 660: 364 3,257
: : :
: : Changes in Commitments from: January 13, 2009 :
: 144: 961 -225 -78 0 84 883 -219: -739 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 10.7 7.4 0.0 10.4 77.9 28.4: 22.1 71.6
Old : 100.0: 62.2 17.0 9.3 0.0 7.9 71.5 34.3: 28.5 65.7
Other: 100.0: 90.5 1.4 0.2 0.0 15.2 90.7 16.8: 9.3 83.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 5 9 0 3 16 15:
Old : 22: 13 6 8 0 3 15 15:
Other: 15: 11 1 3 0 3 11 7:
:----------------------------------------------------------------------------------------------------
: 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 : 48.8 13.8 65.2 23.4 45.7 13.3 60.9 21.0
Old : 39.8 17.2 60.2 29.0 38.7 15.6 54.1 24.7
Other: 66.6 16.6 86.9 16.8 66.4 16.6 86.6 16.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 20, 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 : 209,993: 22,329 26,267 42,118 122,413 123,314 186,860 191,699: 23,133 18,294
Old : 181,754: 27,193 29,862 24,206 109,828 110,442 161,227 164,510: 20,527 17,244
Other: 28,239: 4,928 6,197 8,120 12,585 12,872 25,633 27,189: 2,606 1,050
: : :
: : Changes in Commitments from: January 13, 2009 :
: 7,925: 2,631 2,421 881 4,338 5,246 7,850 8,548: 75 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.5 20.1 58.3 58.7 89.0 91.3: 11.0 8.7
Old : 100.0: 15.0 16.4 13.3 60.4 60.8 88.7 90.5: 11.3 9.5
Other: 100.0: 17.5 21.9 28.8 44.6 45.6 90.8 96.3: 9.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 33 40 59 60 61 137 144:
Old : 183: 43 42 55 56 59 131 140:
Other: 70: 13 18 13 27 15 51 37:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 26.1 33.9 38.6 16.5 21.9 26.0 29.9
Old : 21.4 28.2 33.3 38.8 18.7 26.2 29.5 33.9
Other: 49.5 58.0 67.5 73.7 35.5 37.2 46.6 49.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 20, 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 : 718,023: 43,617 134,548 8,365 560,991 427,700 612,973 570,613: 105,050 147,410
Old : 718,023: 43,617 134,548 8,365 560,991 427,700 612,973 570,613: 105,050 147,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -15,014: -18,624 -4,174 -679 6,641 -12,749 -12,662 -17,602: -2,352 2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 18.7 1.2 78.1 59.6 85.4 79.5: 14.6 20.5
Old : 100.0: 6.1 18.7 1.2 78.1 59.6 85.4 79.5: 14.6 20.5
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 : 141: 15 38 12 55 67 80 107:
Old : 141: 15 38 12 55 67 80 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 22.2 51.3 30.5 35.3 21.8 48.0 29.7
Old : 37.3 22.2 51.3 30.5 35.3 21.8 48.0 29.7
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 20, 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 : 117,006: 20,946 13,641 11,373 58,988 75,168 91,307 100,182: 25,699 16,824
Old : 102,848: 19,922 15,650 7,390 52,112 64,313 79,424 87,353: 23,424 15,495
Other: 14,158: 3,732 699 1,275 6,876 10,855 11,883 12,829: 2,275 1,329
: : :
: : Changes in Commitments from: January 13, 2009 :
: 924: 917 750 -3,500 2,493 3,169 -90 419: 1,014 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 11.7 9.7 50.4 64.2 78.0 85.6: 22.0 14.4
Old : 100.0: 19.4 15.2 7.2 50.7 62.5 77.2 84.9: 22.8 15.1
Other: 100.0: 26.4 4.9 9.0 48.6 76.7 83.9 90.6: 16.1 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 30 30 28 57 46 111 88:
Old : 139: 30 36 27 53 46 106 88:
Other: 61: 20 7 9 29 14 50 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 : 18.9 34.8 27.7 48.6 13.5 30.9 21.9 39.5
Old : 20.1 35.6 28.8 46.5 19.2 32.7 27.9 42.9
Other: 27.8 69.5 44.7 80.2 27.1 66.3 42.0 73.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 20, 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 : 5,915: 1,190 660 161 3,550 3,614 4,901 4,435: 1,014 1,480
Old : 5,292: 1,191 659 113 3,033 3,207 4,337 3,979: 955 1,313
Other: 623: 2 4 45 517 407 564 456: 59 167
: : :
: : Changes in Commitments from: January 13, 2009 :
: -63: 54 82 -86 -160 -204 -192 -208: 129 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 11.2 2.7 60.0 61.1 82.9 75.0: 17.1 25.0
Old : 100.0: 22.5 12.5 2.1 57.3 60.6 82.0 75.2: 18.0 24.8
Other: 100.0: 0.3 0.6 7.2 83.0 65.3 90.5 73.2: 9.5 26.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 8 3 16 15 26 25:
Old : 44: 8 9 2 16 14 25 24:
Other: 10: 1 2 3 2 6 5 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 : 41.1 44.2 58.0 55.1 41.1 42.8 58.0 53.2
Old : 38.1 44.7 57.0 56.4 38.1 43.3 57.0 54.8
Other: 90.0 57.6 90.5 73.0 67.3 47.2 67.3 49.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 20, 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 : 506,711: 73,459 70,672 3,374 338,742 359,743 415,575 433,789: 91,136 72,922
Old : 506,711: 73,459 70,672 3,374 338,742 359,743 415,575 433,789: 91,136 72,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -16,129: 7,082 -11,725 1,345 -31,565 -4,243 -23,138 -14,623: 7,009 -1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 13.9 0.7 66.9 71.0 82.0 85.6: 18.0 14.4
Old : 100.0: 14.5 13.9 0.7 66.9 71.0 82.0 85.6: 18.0 14.4
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 : 147: 23 30 9 63 72 91 106:
Old : 147: 23 30 9 63 72 91 106:
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 : 23.4 32.4 32.4 42.7 20.0 25.6 27.0 33.9
Old : 23.4 32.4 32.4 42.7 20.0 25.6 27.0 33.9
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 20, 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 : 1,042,775: 128,587 126,448 6,425 702,628 630,290 837,640 763,163: 205,135 279,612
Old : 1,042,775: 128,587 126,448 6,425 702,628 630,290 837,640 763,163: 205,135 279,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 16,434: 191 8,216 -1,440 4,898 -7,918 3,649 -1,142: 12,785 17,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.1 0.6 67.4 60.4 80.3 73.2: 19.7 26.8
Old : 100.0: 12.3 12.1 0.6 67.4 60.4 80.3 73.2: 19.7 26.8
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 : 191: 35 37 22 76 90 121 139:
Old : 191: 35 37 22 76 90 121 139:
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 18.2 39.3 25.9 28.1 13.6 38.2 20.3
Old : 28.4 18.2 39.3 25.9 28.1 13.6 38.2 20.3
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 20, 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 : 947,549: 87,844 150,256 6,078 672,655 617,228 766,577 773,562: 180,972 173,987
Old : 947,549: 87,844 150,256 6,078 672,655 617,228 766,577 773,562: 180,972 173,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -53,259: -17,752 -5,461 -728 -38,309 -39,904 -56,789 -46,093: 3,530 -7,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 15.9 0.6 71.0 65.1 80.9 81.6: 19.1 18.4
Old : 100.0: 9.3 15.9 0.6 71.0 65.1 80.9 81.6: 19.1 18.4
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 : 143: 31 29 16 65 54 104 91:
Old : 143: 31 29 16 65 54 104 91:
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 : 30.8 42.1 43.4 49.1 22.0 28.8 29.3 35.0
Old : 30.8 42.1 43.4 49.1 22.0 28.8 29.3 35.0
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 - Futures Only, January 20, 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 : 370,662: 193,787 25,476 26,152 120,897 288,840 340,836 340,468: 29,826 30,194
Old : 370,662: 193,787 25,476 26,152 120,897 288,840 340,836 340,468: 29,826 30,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 974: -1,361 2,968 2,830 1,666 -567 3,135 5,231: -2,161 -4,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 6.9 7.1 32.6 77.9 92.0 91.9: 8.0 8.1
Old : 100.0: 52.3 6.9 7.1 32.6 77.9 92.0 91.9: 8.0 8.1
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 : 72: 26 9 20 29 29 59 56:
Old : 72: 26 9 20 29 29 59 56:
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 : 33.2 43.7 47.5 63.6 30.5 39.1 43.1 57.0
Old : 33.2 43.7 47.5 63.6 30.5 39.1 43.1 57.0
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 - Futures Only, January 20, 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 : 16,576: 3,493 4,084 0 9,512 9,415 13,005 13,499: 3,571 3,077
Old : 16,576: 3,493 4,084 0 9,512 9,415 13,005 13,499: 3,571 3,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 4,435: -40 392 0 3,934 4,249 3,894 4,641: 541 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 24.6 0.0 57.4 56.8 78.5 81.4: 21.5 18.6
Old : 100.0: 21.1 24.6 0.0 57.4 56.8 78.5 81.4: 21.5 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 : 31: 4 8 0 12 7 16 15:
Old : 31: 4 8 0 12 7 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 54.3 65.5 70.8 50.9 54.3 65.5 70.8
Old : 50.9 54.3 65.5 70.8 50.9 54.3 65.5 70.8
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 20, 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 : 70,240: 20,079 11,095 361 32,688 40,957 53,128 52,413: 17,112 17,827
Old : 70,240: 20,079 11,095 361 32,688 40,957 53,128 52,413: 17,112 17,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 8,724: 250 -181 63 4,704 6,373 5,017 6,255: 3,707 2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 15.8 0.5 46.5 58.3 75.6 74.6: 24.4 25.4
Old : 100.0: 28.6 15.8 0.5 46.5 58.3 75.6 74.6: 24.4 25.4
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 : 85: 25 19 3 22 24 49 44:
Old : 85: 25 19 3 22 24 49 44:
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 : 33.6 32.2 45.3 47.5 33.6 31.8 44.7 45.8
Old : 33.6 32.2 45.3 47.5 33.6 31.8 44.7 45.8
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 20, 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 : 25,247: 13,651 7,824 107 11,337 17,163 25,095 25,094: 152 153
Old : 25,247: 13,651 7,824 107 11,337 17,163 25,095 25,094: 152 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -3,072: -1,050 -1,990 -105 -1,805 -926 -2,960 -3,021: -112 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 31.0 0.4 44.9 68.0 99.4 99.4: 0.6 0.6
Old : 100.0: 54.1 31.0 0.4 44.9 68.0 99.4 99.4: 0.6 0.6
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 : 41: 11 11 3 8 16 21 28:
Old : 41: 11 11 3 8 16 21 28:
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 : 84.1 69.3 93.0 86.4 83.5 68.2 92.5 85.2
Old : 84.1 69.3 93.0 86.4 83.5 68.2 92.5 85.2
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 20, 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 : 43,827: 15,898 1,192 1,712 25,405 40,890 43,015 43,794: 812 33
Old : 43,827: 15,898 1,192 1,712 25,405 40,890 43,015 43,794: 812 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -4,619: -8,228 244 10 6,823 -1,454 -1,395 -1,200: -3,224 -3,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.7 3.9 58.0 93.3 98.1 99.9: 1.9 0.1
Old : 100.0: 36.3 2.7 3.9 58.0 93.3 98.1 99.9: 1.9 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 3 12 7 24 17:
Old : 34: 12 7 3 12 7 24 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 : 62.2 86.2 85.6 96.9 55.3 75.0 71.8 80.4
Old : 62.2 86.2 85.6 96.9 55.3 75.0 71.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2009