WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 27, 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 : 278,873: 59,586 72,052 44,917 147,916 115,120 252,419 232,089: 26,454 46,784
Old : 168,017: 43,035 63,999 20,067 87,692 56,412 150,794 140,478: 17,223 27,539
Other: 110,856: 31,872 23,374 9,529 60,224 58,708 101,625 91,611: 9,231 19,245
: : :
: : Changes in Commitments from: January 20, 2009 :
: 7,481: 1,090 -3,307 4,937 -2,778 4,099 3,249 5,729: 4,232 1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 25.8 16.1 53.0 41.3 90.5 83.2: 9.5 16.8
Old : 100.0: 25.6 38.1 11.9 52.2 33.6 89.7 83.6: 10.3 16.4
Other: 100.0: 28.8 21.1 8.6 54.3 53.0 91.7 82.6: 8.3 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 55 117 109 65 83 210 244:
Old : 267: 64 106 62 50 62 158 194:
Other: 199: 45 61 42 46 75 117 161:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 12.1 38.4 19.8 21.3 10.5 34.8 16.5
Old : 27.7 13.6 41.5 22.7 27.7 12.3 41.5 20.8
Other: 47.0 15.2 58.0 24.4 46.8 14.0 55.0 21.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 27, 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 : 798,353: 156,636 117,842 135,224 399,243 368,487 691,103 621,553: 107,250 176,800
Old : 600,183: 114,320 123,297 96,335 301,402 257,608 512,057 477,240: 88,126 122,943
Other: 198,170: 74,844 27,073 6,361 97,841 110,879 179,046 144,313: 19,124 53,857
: : :
: : Changes in Commitments from: January 20, 2009 :
: -10,537: -5,244 3,309 1,329 -1,761 -8,056 -5,676 -3,418: -4,861 -7,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 14.8 16.9 50.0 46.2 86.6 77.9: 13.4 22.1
Old : 100.0: 19.0 20.5 16.1 50.2 42.9 85.3 79.5: 14.7 20.5
Other: 100.0: 37.8 13.7 3.2 49.4 56.0 90.3 72.8: 9.7 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 113 132 149 184 222 393 437:
Old : 523: 115 132 127 179 210 372 408:
Other: 350: 70 61 21 73 180 150 257:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 14.8 23.2 21.9 13.5 14.4 21.7 19.8
Old : 13.7 14.6 22.5 22.4 13.6 14.1 21.9 19.7
Other: 33.1 18.9 50.3 27.3 33.0 18.8 49.9 26.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 27, 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 : 16,702: 1,200 2,050 318 13,189 12,150 14,707 14,518: 1,995 2,184
Old : 9,750: 1,094 2,056 183 6,908 5,932 8,185 8,171: 1,565 1,579
Other: 6,952: 241 129 0 6,281 6,218 6,522 6,347: 430 605
: : :
: : Changes in Commitments from: January 20, 2009 :
: -39: 150 252 -8 -313 -162 -171 82: 132 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.3 1.9 79.0 72.7 88.1 86.9: 11.9 13.1
Old : 100.0: 11.2 21.1 1.9 70.9 60.8 83.9 83.8: 16.1 16.2
Other: 100.0: 3.5 1.9 0.0 90.3 89.4 93.8 91.3: 6.2 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 11 5 21 15 32 29:
Old : 44: 10 10 4 18 12 28 26:
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 : 46.1 59.0 62.3 69.5 38.5 43.7 49.7 54.0
Old : 40.7 47.9 55.7 63.6 40.7 43.5 54.1 57.8
Other: 70.9 76.4 87.2 88.1 49.3 51.3 59.6 56.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 27, 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 : 322,483: 70,604 30,201 61,024 152,483 171,462 284,111 262,687: 38,372 59,796
Old : 258,689: 54,962 32,436 41,600 130,645 143,230 227,207 217,266: 31,482 41,423
Other: 63,794: 26,430 8,553 8,636 21,838 28,232 56,904 45,421: 6,890 18,373
: : :
: : Changes in Commitments from: January 20, 2009 :
: 19,281: 5,353 -1,736 6,565 7,814 13,735 19,732 18,564: -451 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 9.4 18.9 47.3 53.2 88.1 81.5: 11.9 18.5
Old : 100.0: 21.2 12.5 16.1 50.5 55.4 87.8 84.0: 12.2 16.0
Other: 100.0: 41.4 13.4 13.5 34.2 44.3 89.2 71.2: 10.8 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 90 84 111 91 119 253 276:
Old : 325: 78 99 94 87 108 228 257:
Other: 187: 53 33 29 40 77 103 136:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 20.6 26.4 30.7 14.0 16.5 21.9 23.8
Old : 19.1 21.8 30.2 31.6 17.1 17.6 27.3 24.3
Other: 34.2 24.1 48.0 36.0 34.2 24.1 46.4 33.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 12,629: 9,017 1,351 985 0 1,305 10,002 3,641: 2,627 8,988
Old : 8,593: 5,521 1,411 818 0 697 6,339 2,926: 2,254 5,667
Other: 4,036: 3,656 100 7 0 608 3,663 715: 373 3,321
: : :
: : Changes in Commitments from: January 20, 2009 :
: 911: 753 99 118 0 91 871 308: 40 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 10.7 7.8 0.0 10.3 79.2 28.8: 20.8 71.2
Old : 100.0: 64.2 16.4 9.5 0.0 8.1 73.8 34.1: 26.2 65.9
Other: 100.0: 90.6 2.5 0.2 0.0 15.1 90.8 17.7: 9.2 82.3
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 15 5 11 0 3 17 17:
Old : 23: 15 5 9 0 3 16 16:
Other: 16: 11 2 3 0 3 11 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 : 47.8 14.2 64.5 23.8 46.2 13.7 60.6 21.0
Old : 38.8 18.5 58.8 29.5 37.8 16.3 53.2 24.5
Other: 67.1 16.8 87.0 17.7 67.0 16.8 86.9 17.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 27, 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 : 207,674: 24,657 25,581 39,113 121,587 123,694 185,357 188,388: 22,317 19,286
Old : 178,967: 28,052 28,763 22,034 109,556 110,109 159,642 160,906: 19,325 18,061
Other: 28,707: 4,936 5,149 8,748 12,031 13,585 25,715 27,482: 2,992 1,225
: : :
: : Changes in Commitments from: January 20, 2009 :
: -2,319: 2,328 -686 -3,005 -826 380 -1,503 -3,311: -816 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 12.3 18.8 58.5 59.6 89.3 90.7: 10.7 9.3
Old : 100.0: 15.7 16.1 12.3 61.2 61.5 89.2 89.9: 10.8 10.1
Other: 100.0: 17.2 17.9 30.5 41.9 47.3 89.6 95.7: 10.4 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 37 35 62 61 59 142 143:
Old : 183: 41 41 58 59 57 138 139:
Other: 71: 15 16 10 30 18 52 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 : 21.5 25.7 32.3 38.1 16.9 23.9 26.2 33.8
Old : 21.2 28.6 32.1 40.2 19.4 27.6 30.1 37.6
Other: 47.5 56.9 66.8 72.2 33.9 36.3 43.4 46.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 27, 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 : 717,586: 42,683 120,311 6,111 561,032 444,715 609,826 571,137: 107,760 146,449
Old : 717,586: 42,683 120,311 6,111 561,032 444,715 609,826 571,137: 107,760 146,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -437: -934 -14,237 -2,254 41 17,015 -3,147 524: 2,710 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 16.8 0.9 78.2 62.0 85.0 79.6: 15.0 20.4
Old : 100.0: 5.9 16.8 0.9 78.2 62.0 85.0 79.6: 15.0 20.4
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 : 142: 17 35 11 60 71 86 108:
Old : 142: 17 35 11 60 71 86 108:
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 : 36.5 24.9 49.8 32.4 34.5 24.4 46.1 31.6
Old : 36.5 24.9 49.8 32.4 34.5 24.4 46.1 31.6
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 27, 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 : 123,321: 24,772 11,610 12,466 60,091 81,263 97,329 105,339: 25,992 17,982
Old : 108,266: 22,903 12,818 9,198 52,476 69,568 84,577 91,584: 23,689 16,682
Other: 15,055: 3,799 722 1,338 7,615 11,695 12,752 13,755: 2,303 1,300
: : :
: : Changes in Commitments from: January 20, 2009 :
: 6,315: 3,826 -2,031 1,093 1,103 6,095 6,022 5,157: 293 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 9.4 10.1 48.7 65.9 78.9 85.4: 21.1 14.6
Old : 100.0: 21.2 11.8 8.5 48.5 64.3 78.1 84.6: 21.9 15.4
Other: 100.0: 25.2 4.8 8.9 50.6 77.7 84.7 91.4: 15.3 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 35 25 31 63 49 121 91:
Old : 146: 36 32 27 59 49 114 90:
Other: 67: 21 7 9 32 16 55 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 : 16.8 37.2 26.3 49.9 11.8 32.8 19.7 40.9
Old : 17.1 38.4 27.4 48.1 15.9 34.7 25.2 43.1
Other: 25.7 69.8 40.4 80.6 25.7 67.1 38.4 74.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 27, 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 : 6,767: 1,322 950 213 4,008 3,504 5,543 4,667: 1,224 2,100
Old : 5,760: 1,344 950 113 3,156 2,854 4,613 3,917: 1,147 1,843
Other: 1,007: 3 25 75 852 650 930 750: 77 257
: : :
: : Changes in Commitments from: January 20, 2009 :
: 852: 132 290 52 458 -110 642 232: 210 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.0 3.1 59.2 51.8 81.9 69.0: 18.1 31.0
Old : 100.0: 23.3 16.5 2.0 54.8 49.5 80.1 68.0: 19.9 32.0
Other: 100.0: 0.3 2.5 7.4 84.6 64.5 92.4 74.5: 7.6 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 8 3 16 12 26 23:
Old : 41: 10 8 3 16 11 26 22:
Other: 12: 1 2 3 3 7 6 10:
:----------------------------------------------------------------------------------------------------
: 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 : 39.9 37.6 55.9 51.7 39.9 37.4 54.6 49.3
Old : 35.1 38.1 53.6 52.2 35.1 36.9 52.4 49.6
Other: 91.2 50.1 92.4 73.2 76.1 46.2 76.1 57.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 27, 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 : 489,159: 73,275 65,240 3,488 327,926 349,289 404,689 418,017: 84,470 71,142
Old : 489,159: 73,275 65,240 3,488 327,926 349,289 404,689 418,017: 84,470 71,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -17,552: -184 -5,432 114 -10,816 -10,454 -10,886 -15,772: -6,666 -1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.3 0.7 67.0 71.4 82.7 85.5: 17.3 14.5
Old : 100.0: 15.0 13.3 0.7 67.0 71.4 82.7 85.5: 17.3 14.5
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 : 148: 25 29 9 67 69 98 101:
Old : 148: 25 29 9 67 69 98 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 33.9 30.7 44.2 18.3 26.6 25.5 35.2
Old : 20.8 33.9 30.7 44.2 18.3 26.6 25.5 35.2
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 27, 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 : 1,031,443: 135,685 110,832 7,927 696,089 653,344 839,701 772,103: 191,742 259,340
Old : 1,031,443: 135,685 110,832 7,927 696,089 653,344 839,701 772,103: 191,742 259,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -11,332: 7,098 -15,616 1,502 -6,539 23,054 2,061 8,940: -13,393 -20,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.7 0.8 67.5 63.3 81.4 74.9: 18.6 25.1
Old : 100.0: 13.2 10.7 0.8 67.5 63.3 81.4 74.9: 18.6 25.1
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 : 186: 44 22 32 79 92 132 137:
Old : 186: 44 22 32 79 92 132 137:
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 : 27.4 18.2 38.2 26.5 27.1 13.9 36.7 20.8
Old : 27.4 18.2 38.2 26.5 27.1 13.9 36.7 20.8
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 27, 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 : 930,762: 83,663 139,201 3,271 670,230 614,146 757,164 756,618: 173,598 174,144
Old : 930,762: 83,663 139,201 3,271 670,230 614,146 757,164 756,618: 173,598 174,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -16,787: -4,181 -11,055 -2,807 -2,425 -3,082 -9,413 -16,944: -7,374 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.0 0.4 72.0 66.0 81.3 81.3: 18.7 18.7
Old : 100.0: 9.0 15.0 0.4 72.0 66.0 81.3 81.3: 18.7 18.7
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 : 138: 26 32 13 63 55 96 93:
Old : 138: 26 32 13 63 55 96 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 : 31.0 42.7 43.5 49.6 20.9 29.4 28.6 35.1
Old : 31.0 42.7 43.5 49.6 20.9 29.4 28.6 35.1
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 27, 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 : 401,010: 198,695 26,370 34,312 135,278 309,031 368,285 369,713: 32,725 31,297
Old : 401,010: 198,695 26,370 34,312 135,278 309,031 368,285 369,713: 32,725 31,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 30,348: 4,908 894 8,160 14,381 20,191 27,449 29,245: 2,899 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 6.6 8.6 33.7 77.1 91.8 92.2: 8.2 7.8
Old : 100.0: 49.5 6.6 8.6 33.7 77.1 91.8 92.2: 8.2 7.8
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 : 79: 26 13 25 29 30 65 61:
Old : 79: 26 13 25 29 30 65 61:
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 : 32.4 46.0 45.1 64.6 28.2 41.1 39.2 56.5
Old : 32.4 46.0 45.1 64.6 28.2 41.1 39.2 56.5
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 27, 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 : 16,900: 4,427 4,142 0 9,555 9,714 13,982 13,856: 2,918 3,044
Old : 16,900: 4,427 4,142 0 9,555 9,714 13,982 13,856: 2,918 3,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 324: 934 58 0 43 299 977 357: -653 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 24.5 0.0 56.5 57.5 82.7 82.0: 17.3 18.0
Old : 100.0: 26.2 24.5 0.0 56.5 57.5 82.7 82.0: 17.3 18.0
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 : 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 : 54.8 52.9 69.9 69.6 54.8 52.9 69.9 69.6
Old : 54.8 52.9 69.9 69.6 54.8 52.9 69.9 69.6
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 27, 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 : 70,382: 22,421 14,848 308 33,353 38,434 56,082 53,590: 14,300 16,792
Old : 70,382: 22,421 14,848 308 33,353 38,434 56,082 53,590: 14,300 16,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 142: 2,342 3,753 -53 665 -2,523 2,954 1,177: -2,812 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 21.1 0.4 47.4 54.6 79.7 76.1: 20.3 23.9
Old : 100.0: 31.9 21.1 0.4 47.4 54.6 79.7 76.1: 20.3 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 26 23 2 25 23 51 48:
Old : 91: 26 23 2 25 23 51 48:
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 : 34.0 29.2 45.8 45.3 33.9 28.8 45.0 43.4
Old : 34.0 29.2 45.8 45.3 33.9 28.8 45.0 43.4
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 27, 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 : 21,718: 10,189 5,574 358 10,992 15,612 21,539 21,544: 179 174
Old : 21,718: 10,189 5,574 358 10,992 15,612 21,539 21,544: 179 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -3,529: -3,462 -2,250 251 -345 -1,551 -3,556 -3,550: 27 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 25.7 1.6 50.6 71.9 99.2 99.2: 0.8 0.8
Old : 100.0: 46.9 25.7 1.6 50.6 71.9 99.2 99.2: 0.8 0.8
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 : 39: 10 12 4 8 14 21 27:
Old : 39: 10 12 4 8 14 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 66.1 91.8 86.9 84.6 64.8 91.4 85.7
Old : 84.9 66.1 91.8 86.9 84.6 64.8 91.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, January 27, 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 : 37,562: 12,603 1,033 1,641 22,581 34,820 36,825 37,494: 737 68
Old : 37,562: 12,603 1,033 1,641 22,581 34,820 36,825 37,494: 737 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -6,265: -3,295 -159 -71 -2,824 -6,070 -6,190 -6,300: -75 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.8 4.4 60.1 92.7 98.0 99.8: 2.0 0.2
Old : 100.0: 33.6 2.8 4.4 60.1 92.7 98.0 99.8: 2.0 0.2
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 : 31: 11 6 2 11 7 22 15:
Old : 31: 11 6 2 11 7 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 87.3 85.6 98.3 56.8 79.2 73.9 82.8
Old : 65.4 87.3 85.6 98.3 56.8 79.2 73.9 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2009