WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 28, 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 : 304,001: 68,169 85,114 55,591 151,359 116,250 275,119 256,955: 28,882 47,046
Old : 24,443: 17,779 4,625 2 475 15,243 18,256 19,870: 6,187 4,573
Other: 279,558: 69,196 99,295 36,783 150,884 101,007 256,863 237,085: 22,695 42,473
: : :
: : Changes in Commitments from: April 21, 2009 :
: -6,656: 2,572 -1,024 -7,734 -2,576 1,223 -7,738 -7,535: 1,082 879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 28.0 18.3 49.8 38.2 90.5 84.5: 9.5 15.5
Old : 100.0: 72.7 18.9 0.0 1.9 62.4 74.7 81.3: 25.3 18.7
Other: 100.0: 24.8 35.5 13.2 54.0 36.1 91.9 84.8: 8.1 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 80 123 147 74 95 263 315:
Old : 113: 53 16 1 16 28 69 45:
Other: 362: 82 155 109 69 95 220 310:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 12.0 36.7 19.1 22.2 10.8 35.6 17.0
Old : 14.5 42.3 26.5 60.3 14.5 42.3 26.5 60.3
Other: 25.0 11.1 39.9 18.2 24.2 10.4 38.8 16.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 28, 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 : 798,625: 183,259 133,461 130,638 378,880 352,686 692,777 616,785: 105,848 181,840
Old : 486,690: 135,704 148,204 47,797 230,513 196,427 414,014 392,428: 72,676 94,262
Other: 311,935: 112,911 50,613 17,485 148,367 156,259 278,763 224,357: 33,172 87,578
: : :
: : Changes in Commitments from: April 21, 2009 :
: -22,074: -7,375 8,110 -8,222 -7,434 -17,717 -23,031 -17,829: 957 -4,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.7 16.4 47.4 44.2 86.7 77.2: 13.3 22.8
Old : 100.0: 27.9 30.5 9.8 47.4 40.4 85.1 80.6: 14.9 19.4
Other: 100.0: 36.2 16.2 5.6 47.6 50.1 89.4 71.9: 10.6 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 125 126 148 172 226 383 445:
Old : 509: 123 123 81 154 205 322 375:
Other: 413: 88 96 50 87 192 198 318:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 11.8 25.4 19.3 15.4 11.2 24.2 17.5
Old : 17.2 13.3 28.3 21.3 17.2 12.3 28.2 19.2
Other: 28.4 14.2 40.2 21.7 28.2 13.8 39.7 21.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 28, 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 : 14,476: 2,761 3,086 0 8,947 8,947 11,708 12,033: 2,768 2,443
Old : 462: 53 226 0 54 118 107 344: 355 118
Other: 14,014: 2,708 2,860 0 8,893 8,829 11,601 11,689: 2,413 2,325
: : :
: : Changes in Commitments from: April 21, 2009 :
: -1,487: 205 182 -82 -1,520 -1,474 -1,397 -1,374: -90 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.3 0.0 61.8 61.8 80.9 83.1: 19.1 16.9
Old : 100.0: 11.5 48.9 0.0 11.7 25.5 23.2 74.5: 76.8 25.5
Other: 100.0: 19.3 20.4 0.0 63.5 63.0 82.8 83.4: 17.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 17 0 20 13 30 30:
Old : 8: 1 1 0 3 3 4 4:
Other: 49: 10 16 0 20 12 30 28:
:----------------------------------------------------------------------------------------------------
: 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 52.4 49.8 62.9 31.9 46.3 47.5 55.4
Old : 23.2 74.5 23.2 74.5 23.2 74.5 23.2 74.5
Other: 35.1 53.3 51.1 64.1 32.9 47.0 48.7 56.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 28, 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 : 373,874: 118,925 25,196 51,547 157,365 228,071 327,837 304,814: 46,037 69,060
Old : 225,182: 82,868 31,957 12,478 99,465 147,591 194,811 192,026: 30,371 33,156
Other: 148,692: 59,333 16,515 15,793 57,900 80,480 133,026 112,788: 15,666 35,904
: : :
: : Changes in Commitments from: April 21, 2009 :
: -5,546: -4,340 -7,744 -3,848 -1,644 4,716 -9,832 -6,876: 4,286 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 6.7 13.8 42.1 61.0 87.7 81.5: 12.3 18.5
Old : 100.0: 36.8 14.2 5.5 44.2 65.5 86.5 85.3: 13.5 14.7
Other: 100.0: 39.9 11.1 10.6 38.9 54.1 89.5 75.9: 10.5 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 130 69 114 99 128 293 268:
Old : 338: 112 83 58 78 112 222 225:
Other: 271: 90 54 50 69 91 190 170:
:----------------------------------------------------------------------------------------------------
: 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 24.1 25.3 32.4 13.2 19.3 21.6 25.8
Old : 23.2 26.2 34.5 35.2 22.5 25.2 33.8 33.6
Other: 19.4 30.9 29.4 39.6 19.4 29.3 29.2 34.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 28, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,385: 9,782 504 363 0 1,287 10,145 2,154: 3,240 11,231
Old : 3,959: 1,795 398 257 0 280 2,052 935: 1,907 3,024
Other: 9,426: 8,037 156 56 0 1,007 8,093 1,219: 1,333 8,207
: : :
: : Changes in Commitments from: April 21, 2009 :
: -1,448: -1,124 -176 -185 0 -456 -1,309 -817: -139 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 3.8 2.7 0.0 9.6 75.8 16.1: 24.2 83.9
Old : 100.0: 45.3 10.1 6.5 0.0 7.1 51.8 23.6: 48.2 76.4
Other: 100.0: 85.3 1.7 0.6 0.0 10.7 85.9 12.9: 14.1 87.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 17 2 10 0 3 18 14:
Old : 22: 14 4 6 0 3 17 11:
Other: 17: 13 1 8 0 3 14 11:
:----------------------------------------------------------------------------------------------------
: 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 : 48.2 11.7 60.6 15.7 47.3 11.7 59.6 13.4
Old : 25.5 19.9 43.1 23.4 25.4 15.8 40.2 17.1
Other: 63.2 12.4 78.0 12.9 62.8 12.3 77.5 12.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 28, 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 : 203,731: 36,796 23,215 37,448 101,532 122,574 175,776 183,237: 27,955 20,494
Old : 161,981: 37,502 26,051 19,852 83,778 98,084 141,132 143,987: 20,849 17,994
Other: 41,750: 9,477 7,347 7,413 17,754 24,490 34,644 39,250: 7,106 2,500
: : :
: : Changes in Commitments from: April 21, 2009 :
: -5,331: 1,923 -1,265 -3,613 -1,787 -1,592 -3,477 -6,470: -1,854 1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 11.4 18.4 49.8 60.2 86.3 89.9: 13.7 10.1
Old : 100.0: 23.2 16.1 12.3 51.7 60.6 87.1 88.9: 12.9 11.1
Other: 100.0: 22.7 17.6 17.8 42.5 58.7 83.0 94.0: 17.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 64 29 61 64 51 171 126:
Old : 193: 65 36 44 59 47 156 111:
Other: 105: 29 23 19 42 24 81 57:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 28.6 29.4 41.4 13.8 27.0 22.7 37.7
Old : 18.9 33.0 31.4 43.5 16.9 32.0 27.1 42.2
Other: 26.4 42.5 39.5 62.2 18.3 38.4 29.4 52.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 28, 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 : 694,396: 44,562 115,004 7,447 537,514 432,866 589,523 555,317: 104,873 139,079
Old : 694,396: 44,562 115,004 7,447 537,514 432,866 589,523 555,317: 104,873 139,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -12,277: 5,229 1,329 -1,679 -14,740 -13,516 -11,190 -13,866: -1,087 1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 16.6 1.1 77.4 62.3 84.9 80.0: 15.1 20.0
Old : 100.0: 6.4 16.6 1.1 77.4 62.3 84.9 80.0: 15.1 20.0
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 : 140: 18 37 13 65 60 93 100:
Old : 140: 18 37 13 65 60 93 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 34.0 44.7 41.7 31.4 33.8 40.4 40.5
Old : 33.9 34.0 44.7 41.7 31.4 33.8 40.4 40.5
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, April 28, 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 : 131,988: 43,751 6,354 13,219 45,980 92,900 102,950 112,473: 29,038 19,515
Old : 98,057: 39,095 7,466 6,335 27,902 66,485 73,332 80,286: 24,725 17,771
Other: 33,931: 8,712 2,944 2,828 18,078 26,415 29,618 32,187: 4,313 1,744
: : :
: : Changes in Commitments from: April 21, 2009 :
: -51: -1,428 -1,749 46 118 -3,011 -1,264 -4,714: 1,213 4,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 4.8 10.0 34.8 70.4 78.0 85.2: 22.0 14.8
Old : 100.0: 39.9 7.6 6.5 28.5 67.8 74.8 81.9: 25.2 18.1
Other: 100.0: 25.7 8.7 8.3 53.3 77.8 87.3 94.9: 12.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 51 16 29 57 49 127 84:
Old : 136: 55 15 22 49 45 114 76:
Other: 85: 25 11 10 39 24 70 41:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 40.2 21.6 53.9 10.1 36.6 16.7 44.8
Old : 12.7 39.3 21.2 51.3 11.9 37.0 19.4 46.7
Other: 21.8 55.8 35.0 70.4 15.4 47.1 25.6 59.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 28, 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 : 7,867: 1,891 1,145 479 4,388 4,431 6,758 6,055: 1,109 1,812
Old : 4,134: 875 1,182 87 2,316 1,944 3,278 3,213: 856 921
Other: 3,733: 1,245 192 163 2,072 2,487 3,480 2,842: 253 891
: : :
: : Changes in Commitments from: April 21, 2009 :
: 108: 174 -127 -72 53 228 155 29: -47 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.6 6.1 55.8 56.3 85.9 77.0: 14.1 23.0
Old : 100.0: 21.2 28.6 2.1 56.0 47.0 79.3 77.7: 20.7 22.3
Other: 100.0: 33.4 5.1 4.4 55.5 66.6 93.2 76.1: 6.8 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 8 5 20 14 33 24:
Old : 39: 9 7 3 17 10 26 20:
Other: 24: 3 4 2 8 12 13 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 : 31.2 33.1 48.5 54.1 31.2 32.5 45.4 46.2
Old : 28.6 45.0 45.7 61.1 28.6 44.0 45.6 57.9
Other: 58.7 39.4 85.2 60.5 58.7 30.1 75.5 46.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 28, 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 : 471,135: 62,291 54,297 5,637 304,655 324,736 372,583 384,670: 98,552 86,465
Old : 471,135: 62,291 54,297 5,637 304,655 324,736 372,583 384,670: 98,552 86,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -12,771: -13,496 727 719 -10,136 -15,967 -22,913 -14,521: 10,142 1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.5 1.2 64.7 68.9 79.1 81.6: 20.9 18.4
Old : 100.0: 13.2 11.5 1.2 64.7 68.9 79.1 81.6: 20.9 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 : 135: 24 23 6 62 63 89 89:
Old : 135: 24 23 6 62 63 89 89:
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 : 15.9 30.0 27.0 42.3 13.7 24.1 23.8 33.3
Old : 15.9 30.0 27.0 42.3 13.7 24.1 23.8 33.3
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, April 28, 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 : 1,036,469: 68,899 150,819 2,942 740,395 615,266 812,236 769,027: 224,233 267,442
Old : 1,036,469: 68,899 150,819 2,942 740,395 615,266 812,236 769,027: 224,233 267,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 24,097: -184 -6,544 -963 14,350 13,220 13,203 5,713: 10,894 18,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.6 0.3 71.4 59.4 78.4 74.2: 21.6 25.8
Old : 100.0: 6.6 14.6 0.3 71.4 59.4 78.4 74.2: 21.6 25.8
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 : 202: 28 45 21 93 86 134 139:
Old : 202: 28 45 21 93 86 134 139:
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 : 27.1 20.1 38.6 26.6 25.3 16.1 35.2 22.2
Old : 27.1 20.1 38.6 26.6 25.3 16.1 35.2 22.2
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, April 28, 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 : 814,290: 90,966 90,777 2,682 562,405 553,855 656,053 647,314: 158,237 166,976
Old : 814,290: 90,966 90,777 2,682 562,405 553,855 656,053 647,314: 158,237 166,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 19,436: 9,781 20,175 -971 -3,870 -1,061 4,940 18,143: 14,496 1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.1 0.3 69.1 68.0 80.6 79.5: 19.4 20.5
Old : 100.0: 11.2 11.1 0.3 69.1 68.0 80.6 79.5: 19.4 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 : 128: 16 30 10 53 64 74 99:
Old : 128: 16 30 10 53 64 74 99:
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 : 31.8 28.6 43.5 37.4 15.5 15.7 26.2 22.8
Old : 31.8 28.6 43.5 37.4 15.5 15.7 26.2 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, April 28, 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 : 451,122: 172,555 20,676 40,429 192,788 358,415 405,772 419,520: 45,350 31,602
Old : 451,122: 172,555 20,676 40,429 192,788 358,415 405,772 419,520: 45,350 31,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 12,635: 2,683 -288 3,112 842 3,505 6,637 6,329: 5,998 6,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 4.6 9.0 42.7 79.4 89.9 93.0: 10.1 7.0
Old : 100.0: 38.3 4.6 9.0 42.7 79.4 89.9 93.0: 10.1 7.0
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 : 88: 34 11 26 35 31 77 62:
Old : 88: 34 11 26 35 31 77 62:
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 : 23.8 43.5 39.9 62.4 18.4 40.0 29.9 50.9
Old : 23.8 43.5 39.9 62.4 18.4 40.0 29.9 50.9
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, April 28, 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 : 11,798: 3,187 1,348 99 4,706 6,826 7,992 8,273: 3,806 3,525
Old : 11,798: 3,187 1,348 99 4,706 6,826 7,992 8,273: 3,806 3,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,702: 203 -251 0 1,448 1,983 1,651 1,732: 51 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.4 0.8 39.9 57.9 67.7 70.1: 32.3 29.9
Old : 100.0: 27.0 11.4 0.8 39.9 57.9 67.7 70.1: 32.3 29.9
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 : 21: 5 4 2 7 6 12 12:
Old : 21: 5 4 2 7 6 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 54.4 60.1 66.6 43.7 54.4 58.5 66.6
Old : 44.7 54.4 60.1 66.6 43.7 54.4 58.5 66.6
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, April 28, 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 : 57,433: 15,746 15,132 153 30,989 25,884 46,888 41,169: 10,545 16,264
Old : 57,433: 15,746 15,132 153 30,989 25,884 46,888 41,169: 10,545 16,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 3,599: -1,883 2,431 -212 5,772 -1,558 3,677 661: -78 2,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 26.3 0.3 54.0 45.1 81.6 71.7: 18.4 28.3
Old : 100.0: 27.4 26.3 0.3 54.0 45.1 81.6 71.7: 18.4 28.3
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 : 88: 25 23 6 25 25 53 51:
Old : 88: 25 23 6 25 25 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 26.7 44.1 38.7 27.9 22.9 40.6 32.1
Old : 28.3 26.7 44.1 38.7 27.9 22.9 40.6 32.1
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, April 28, 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 : 18,985: 4,992 2,205 77 13,796 16,386 18,865 18,668: 120 317
Old : 18,985: 4,992 2,205 77 13,796 16,386 18,865 18,668: 120 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -1,439: 3,052 -3,134 -105 -4,384 1,865 -1,437 -1,374: -2 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 11.6 0.4 72.7 86.3 99.4 98.3: 0.6 1.7
Old : 100.0: 26.3 11.6 0.4 72.7 86.3 99.4 98.3: 0.6 1.7
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 : 42: 10 11 1 12 14 23 25:
Old : 42: 10 11 1 12 14 23 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 : 70.1 75.2 86.7 88.3 67.7 64.6 80.0 77.7
Old : 70.1 75.2 86.7 88.3 67.7 64.6 80.0 77.7
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, April 28, 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 : 35,325: 2,750 1,270 69 32,361 33,932 35,180 35,271: 145 54
Old : 35,325: 2,750 1,270 69 32,361 33,932 35,180 35,271: 145 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 9,979: -565 280 -181 10,825 9,894 10,079 9,993: -100 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.6 0.2 91.6 96.1 99.6 99.8: 0.4 0.2
Old : 100.0: 7.8 3.6 0.2 91.6 96.1 99.6 99.8: 0.4 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 : 28: 8 5 2 10 8 19 14:
Old : 28: 8 5 2 10 8 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 84.8 91.8 97.9 79.1 84.5 89.5 94.5
Old : 81.2 84.8 91.8 97.9 79.1 84.5 89.5 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 1, 2009