WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 24, 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 : 297,464: 66,258 68,616 60,746 143,485 123,241 270,489 252,603: 26,975 44,861
Old : 115,413: 41,720 53,432 2,048 58,885 44,615 102,653 100,095: 12,760 15,318
Other: 182,051: 58,303 48,949 24,933 84,600 78,626 167,836 152,508: 14,215 29,543
: : :
: : Changes in Commitments from: March 17, 2009 :
: 4,578: 300 -3,556 4,924 -1,822 1,668 3,402 3,036: 1,176 1,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 23.1 20.4 48.2 41.4 90.9 84.9: 9.1 15.1
Old : 100.0: 36.1 46.3 1.8 51.0 38.7 88.9 86.7: 11.1 13.3
Other: 100.0: 32.0 26.9 13.7 46.5 43.2 92.2 83.8: 7.8 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 74 125 133 71 88 243 286:
Old : 272: 89 96 13 44 47 143 146:
Other: 272: 66 104 83 58 82 178 225:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 12.5 37.1 20.5 19.9 11.1 32.6 16.8
Old : 33.4 20.7 49.1 32.9 33.4 20.6 49.1 32.7
Other: 32.6 12.9 43.7 20.3 32.4 11.7 41.3 17.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 24, 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 : 787,271: 179,689 82,763 117,663 381,140 409,333 678,492 609,759: 108,779 177,512
Old : 538,771: 128,195 92,924 68,316 259,329 272,464 455,840 433,704: 82,931 105,067
Other: 248,500: 90,875 29,220 9,966 121,811 136,869 222,652 176,055: 25,848 72,445
: : :
: : Changes in Commitments from: March 17, 2009 :
: 28,596: 6,865 -1,864 6,820 14,196 21,023 27,881 25,979: 715 2,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 10.5 14.9 48.4 52.0 86.2 77.5: 13.8 22.5
Old : 100.0: 23.8 17.2 12.7 48.1 50.6 84.6 80.5: 15.4 19.5
Other: 100.0: 36.6 11.8 4.0 49.0 55.1 89.6 70.8: 10.4 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 527: 127 109 157 179 227 396 431:
Old : 500: 119 114 119 164 208 352 382:
Other: 389: 88 78 34 84 185 183 288:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 16.1 24.0 22.5 14.0 14.0 22.1 19.5
Old : 15.3 17.6 25.4 24.7 14.4 13.7 23.5 19.8
Other: 30.4 15.7 44.7 23.7 30.4 15.5 44.3 23.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 24, 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 : 13,897: 1,795 2,018 207 9,513 9,253 11,515 11,478: 2,382 2,419
Old : 6,504: 1,041 1,900 0 4,104 2,985 5,145 4,885: 1,359 1,619
Other: 7,393: 958 322 3 5,409 6,268 6,370 6,593: 1,023 800
: : :
: : Changes in Commitments from: March 17, 2009 :
: -257: 346 -181 -74 -740 -77 -468 -332: 211 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 14.5 1.5 68.5 66.6 82.9 82.6: 17.1 17.4
Old : 100.0: 16.0 29.2 0.0 63.1 45.9 79.1 75.1: 20.9 24.9
Other: 100.0: 13.0 4.4 0.0 73.2 84.8 86.2 89.2: 13.8 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 9 3 17 10 27 21:
Old : 34: 7 9 0 14 6 21 15:
Other: 25: 6 2 1 12 9 18 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 : 37.7 57.1 54.6 67.8 31.9 43.2 44.6 52.1
Old : 35.7 51.2 54.6 65.8 35.7 50.2 54.6 64.9
Other: 46.9 73.1 70.4 86.3 41.9 63.1 57.1 70.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 24, 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 : 311,776: 79,258 45,261 43,696 148,199 159,316 271,153 248,273: 40,623 63,503
Old : 210,342: 56,074 43,023 15,885 108,051 115,520 180,010 174,428: 30,332 35,914
Other: 101,434: 39,877 18,931 11,118 40,148 43,796 91,143 73,845: 10,291 27,589
: : :
: : Changes in Commitments from: March 17, 2009 :
: 22,527: 13,057 -4,235 3,484 3,258 18,417 19,799 17,666: 2,728 4,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 14.5 14.0 47.5 51.1 87.0 79.6: 13.0 20.4
Old : 100.0: 26.7 20.5 7.6 51.4 54.9 85.6 82.9: 14.4 17.1
Other: 100.0: 39.3 18.7 11.0 39.6 43.2 89.9 72.8: 10.1 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 88 102 107 95 116 252 279:
Old : 323: 87 104 68 84 103 209 244:
Other: 228: 59 59 35 60 77 139 155:
:----------------------------------------------------------------------------------------------------
: 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 18.0 26.3 26.3 15.1 14.5 24.8 21.0
Old : 20.3 21.5 32.7 30.6 20.3 20.6 32.5 27.5
Other: 26.8 23.8 38.4 33.6 26.8 20.9 37.9 28.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,617: 9,471 1,292 659 0 1,490 10,130 3,441: 3,487 10,176
Old : 7,483: 4,435 1,297 528 0 723 4,963 2,548: 2,520 4,935
Other: 6,134: 5,041 0 126 0 767 5,167 893: 967 5,241
: : :
: : Changes in Commitments from: March 17, 2009 :
: 2,848: 2,287 -160 80 0 396 2,367 316: 481 2,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 9.5 4.8 0.0 10.9 74.4 25.3: 25.6 74.7
Old : 100.0: 59.3 17.3 7.1 0.0 9.7 66.3 34.1: 33.7 65.9
Other: 100.0: 82.2 0.0 2.1 0.0 12.5 84.2 14.6: 15.8 85.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 6 9 0 4 12 18:
Old : 21: 11 6 9 0 4 12 18:
Other: 15: 11 0 5 0 4 11 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 : 52.1 13.1 65.8 20.6 50.9 11.1 63.6 18.0
Old : 39.9 17.5 57.6 27.5 38.0 14.2 53.8 24.1
Other: 67.0 13.5 82.3 14.5 66.7 12.5 81.2 12.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 24, 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 : 207,750: 23,045 38,722 36,391 120,663 109,151 180,099 184,264: 27,651 23,486
Old : 169,456: 26,025 39,070 17,334 104,149 91,746 147,508 148,150: 21,948 21,306
Other: 38,294: 5,991 8,623 10,086 16,514 17,405 32,591 36,114: 5,703 2,180
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,474: -1,855 -4,580 1,610 -2,311 4,857 -2,556 1,887: 4,030 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.6 17.5 58.1 52.5 86.7 88.7: 13.3 11.3
Old : 100.0: 15.4 23.1 10.2 61.5 54.1 87.0 87.4: 13.0 12.6
Other: 100.0: 15.6 22.5 26.3 43.1 45.5 85.1 94.3: 14.9 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 47 51 55 58 48 143 136:
Old : 185: 54 52 48 53 44 132 127:
Other: 86: 23 20 12 33 16 65 42:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 24.9 27.9 37.0 15.5 22.1 24.5 33.6
Old : 19.5 29.3 30.7 40.7 19.5 27.1 30.4 38.0
Other: 35.4 51.6 50.1 71.1 23.1 39.5 33.5 51.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 24, 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 : 708,745: 44,407 136,473 6,485 549,127 438,780 600,019 581,738: 108,726 127,007
Old : 708,745: 44,407 136,473 6,485 549,127 438,780 600,019 581,738: 108,726 127,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 7,779: 9,523 -3,453 -1,576 -2,605 31,316 5,342 26,287: 2,437 -18,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 19.3 0.9 77.5 61.9 84.7 82.1: 15.3 17.9
Old : 100.0: 6.3 19.3 0.9 77.5 61.9 84.7 82.1: 15.3 17.9
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 : 155: 23 38 10 67 67 98 107:
Old : 155: 23 38 10 67 67 98 107:
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 : 34.9 30.2 45.1 37.9 33.0 30.1 42.2 37.8
Old : 34.9 30.2 45.1 37.9 33.0 30.1 42.2 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, March 24, 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 : 112,617: 29,126 8,113 11,332 46,145 74,943 86,603 94,388: 26,014 18,229
Old : 91,176: 27,019 8,951 6,932 35,215 59,704 69,166 75,587: 22,010 15,589
Other: 21,441: 4,924 1,979 1,583 10,930 15,239 17,437 18,801: 4,004 2,640
: : :
: : Changes in Commitments from: March 17, 2009 :
: 2,402: 3,535 -1,200 -1,197 -2,583 7,097 -245 4,700: 2,647 -2,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 7.2 10.1 41.0 66.5 76.9 83.8: 23.1 16.2
Old : 100.0: 29.6 9.8 7.6 38.6 65.5 75.9 82.9: 24.1 17.1
Other: 100.0: 23.0 9.2 7.4 51.0 71.1 81.3 87.7: 18.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 44 21 38 59 43 123 91:
Old : 141: 47 21 34 55 42 118 85:
Other: 78: 21 13 13 36 21 64 43:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 35.6 19.2 49.0 11.0 31.8 17.7 41.5
Old : 12.3 34.1 20.6 45.8 12.3 31.0 19.2 39.0
Other: 23.6 57.4 39.0 68.4 20.9 51.5 33.7 59.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 24, 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 : 6,729: 1,305 1,107 382 4,095 3,323 5,782 4,812: 947 1,917
Old : 4,113: 635 1,136 4 2,650 1,655 3,289 2,795: 824 1,318
Other: 2,616: 800 101 248 1,445 1,668 2,493 2,017: 123 599
: : :
: : Changes in Commitments from: March 17, 2009 :
: -254: -8 -292 18 -57 376 -47 102: -207 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 16.5 5.7 60.9 49.4 85.9 71.5: 14.1 28.5
Old : 100.0: 15.4 27.6 0.1 64.4 40.2 80.0 68.0: 20.0 32.0
Other: 100.0: 30.6 3.9 9.5 55.2 63.8 95.3 77.1: 4.7 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 8 6 21 12 33 24:
Old : 42: 8 9 1 21 6 29 16:
Other: 20: 2 5 4 4 11 10 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 40.3 56.4 53.1 41.2 40.3 56.2 49.5
Old : 33.4 50.4 49.6 59.2 33.4 50.3 49.6 58.7
Other: 80.0 36.7 94.9 62.0 80.0 34.9 80.0 53.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 24, 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 : 491,366: 101,264 54,867 3,489 302,714 354,266 407,467 412,622: 83,899 78,744
Old : 491,366: 101,264 54,867 3,489 302,714 354,266 407,467 412,622: 83,899 78,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 22,648: 14,736 7,801 706 5,518 10,709 20,960 19,216: 1,688 3,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 11.2 0.7 61.6 72.1 82.9 84.0: 17.1 16.0
Old : 100.0: 20.6 11.2 0.7 61.6 72.1 82.9 84.0: 17.1 16.0
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 : 144: 25 25 7 68 67 99 93:
Old : 144: 25 25 7 68 67 99 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 : 16.4 33.4 28.0 43.4 15.3 27.9 25.9 37.1
Old : 16.4 33.4 28.0 43.4 15.3 27.9 25.9 37.1
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, March 24, 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 : 1,033,840: 94,016 135,667 17,551 690,414 647,697 801,981 800,915: 231,859 232,925
Old : 1,033,840: 94,016 135,667 17,551 690,414 647,697 801,981 800,915: 231,859 232,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 56,865: 5,615 -20,270 4,902 19,307 56,316 29,824 40,948: 27,041 15,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 13.1 1.7 66.8 62.6 77.6 77.5: 22.4 22.5
Old : 100.0: 9.1 13.1 1.7 66.8 62.6 77.6 77.5: 22.4 22.5
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 : 203: 38 36 20 88 83 135 130:
Old : 203: 38 36 20 88 83 135 130:
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 : 24.0 24.7 35.0 32.1 23.2 21.1 32.1 28.1
Old : 24.0 24.7 35.0 32.1 23.2 21.1 32.1 28.1
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, March 24, 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 : 882,101: 106,155 90,109 2,362 595,186 633,631 703,703 726,102: 178,398 155,999
Old : 882,101: 106,155 90,109 2,362 595,186 633,631 703,703 726,102: 178,398 155,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 7,479: 5,960 10,742 -22 -17,802 -539 -11,864 10,181: 19,343 -2,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.2 0.3 67.5 71.8 79.8 82.3: 20.2 17.7
Old : 100.0: 12.0 10.2 0.3 67.5 71.8 79.8 82.3: 20.2 17.7
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 : 123: 17 30 9 55 58 78 91:
Old : 123: 17 30 9 55 58 78 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 : 28.8 36.4 41.7 46.7 13.6 24.1 22.7 30.3
Old : 28.8 36.4 41.7 46.7 13.6 24.1 22.7 30.3
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, March 24, 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 : 410,555: 156,216 16,284 46,401 170,287 317,152 372,904 379,837: 37,651 30,718
Old : 410,555: 156,216 16,284 46,401 170,287 317,152 372,904 379,837: 37,651 30,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 20,517: 3,201 -1,930 1,710 10,872 17,393 15,783 17,173: 4,734 3,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 4.0 11.3 41.5 77.2 90.8 92.5: 9.2 7.5
Old : 100.0: 38.0 4.0 11.3 41.5 77.2 90.8 92.5: 9.2 7.5
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 : 78: 23 10 21 36 27 68 53:
Old : 78: 23 10 21 36 27 68 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 : 27.0 47.1 42.1 63.4 22.1 45.0 33.9 51.1
Old : 27.0 47.1 42.1 63.4 22.1 45.0 33.9 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, March 24, 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 : 9,812: 3,043 786 0 2,436 3,811 5,479 4,597: 4,333 5,215
Old : 9,812: 3,043 786 0 2,436 3,811 5,479 4,597: 4,333 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -17,009: -2,917 -4,088 -1,145 -12,643 -11,779 -16,705 -17,012: -304 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 8.0 0.0 24.8 38.8 55.8 46.9: 44.2 53.1
Old : 100.0: 31.0 8.0 0.0 24.8 38.8 55.8 46.9: 44.2 53.1
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 : 20: 6 2 0 8 4 14 6:
Old : 20: 6 2 0 8 4 14 6:
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 : 27.0 40.6 41.9 46.9 27.0 40.6 41.9 46.9
Old : 27.0 40.6 41.9 46.9 27.0 40.6 41.9 46.9
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, March 24, 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 : 47,407: 13,476 12,791 245 22,993 20,460 36,714 33,496: 10,693 13,911
Old : 47,407: 13,476 12,791 245 22,993 20,460 36,714 33,496: 10,693 13,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -40,347: -11,358 -8,798 -2,334 -23,273 -23,392 -36,965 -34,524: -3,382 -5,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 27.0 0.5 48.5 43.2 77.4 70.7: 22.6 29.3
Old : 100.0: 28.4 27.0 0.5 48.5 43.2 77.4 70.7: 22.6 29.3
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 : 77: 19 19 3 22 26 42 47:
Old : 77: 19 19 3 22 26 42 47:
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 : 26.0 25.5 43.1 38.0 25.4 25.5 38.8 34.5
Old : 26.0 25.5 43.1 38.0 25.4 25.5 38.8 34.5
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, March 24, 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 : 21,125: 9,495 5,877 118 11,429 14,955 21,042 20,950: 83 175
Old : 21,125: 9,495 5,877 118 11,429 14,955 21,042 20,950: 83 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 4,667: 3,891 3,678 37 746 960 4,674 4,675: -7 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 27.8 0.6 54.1 70.8 99.6 99.2: 0.4 0.8
Old : 100.0: 44.9 27.8 0.6 54.1 70.8 99.6 99.2: 0.4 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 : 43: 11 13 2 9 12 22 25:
Old : 43: 11 13 2 9 12 22 25:
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 : 69.2 60.3 88.0 82.8 69.2 56.2 81.9 73.9
Old : 69.2 60.3 88.0 82.8 69.2 56.2 81.9 73.9
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, March 24, 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 : 27,759: 12,005 968 298 15,270 26,353 27,573 27,619: 186 140
Old : 27,759: 12,005 968 298 15,270 26,353 27,573 27,619: 186 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 8,778: 1,447 31 136 7,132 8,625 8,715 8,792: 63 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 3.5 1.1 55.0 94.9 99.3 99.5: 0.7 0.5
Old : 100.0: 43.2 3.5 1.1 55.0 94.9 99.3 99.5: 0.7 0.5
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 : 32: 10 8 3 10 7 21 17:
Old : 32: 10 8 3 10 7 21 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 : 68.2 88.1 85.4 97.3 67.8 84.7 84.6 93.1
Old : 68.2 88.1 85.4 97.3 67.8 84.7 84.6 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2009