WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 15, 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 : 319,544: 74,308 110,491 45,170 172,733 119,627 292,211 275,288: 27,333 44,256
Old : 256,540: 62,938 100,176 26,150 144,634 94,069 233,722 220,395: 22,818 36,145
Other: 63,004: 26,909 25,854 3,481 28,099 25,558 58,489 54,893: 4,515 8,111
: : :
: : Changes in Commitments from: September 8, 2009 :
: 8,306: 2,231 459 3,252 751 4,696 6,234 8,407: 2,072 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 34.6 14.1 54.1 37.4 91.4 86.2: 8.6 13.8
Old : 100.0: 24.5 39.0 10.2 56.4 36.7 91.1 85.9: 8.9 14.1
Other: 100.0: 42.7 41.0 5.5 44.6 40.6 92.8 87.1: 7.2 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 96 144 100 62 86 227 283:
Old : 358: 102 147 76 54 77 202 264:
Other: 161: 36 45 18 32 66 78 122:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 15.0 42.2 22.2 25.6 14.1 41.5 21.1
Old : 30.6 17.5 45.9 25.8 30.4 17.4 45.8 24.7
Other: 60.8 31.8 71.8 42.9 57.3 31.8 65.1 41.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 15, 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 : 861,267: 226,985 182,622 83,990 447,935 396,414 758,910 663,026: 102,357 198,241
Old : 782,911: 219,903 192,416 58,093 408,764 356,204 686,760 606,713: 96,151 176,198
Other: 78,356: 31,447 14,571 1,532 39,171 40,210 72,150 56,313: 6,206 22,043
: : :
: : Changes in Commitments from: September 8, 2009 :
: 28,275: 20,064 -12,873 5,497 -719 29,404 24,842 22,028: 3,433 6,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 21.2 9.8 52.0 46.0 88.1 77.0: 11.9 23.0
Old : 100.0: 28.1 24.6 7.4 52.2 45.5 87.7 77.5: 12.3 22.5
Other: 100.0: 40.1 18.6 2.0 50.0 51.3 92.1 71.9: 7.9 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 626: 141 161 132 157 254 388 481:
Old : 619: 142 164 115 154 244 375 459:
Other: 299: 40 51 14 50 175 98 236:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 14.5 28.6 20.3 18.0 13.2 28.5 18.7
Old : 19.3 14.5 30.7 20.7 19.3 13.1 30.7 19.2
Other: 45.5 20.7 56.9 28.6 45.4 20.3 56.8 28.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 15, 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 : 14,110: 2,087 2,625 473 9,530 9,256 12,090 12,354: 2,020 1,756
Old : 14,105: 2,088 2,625 472 9,529 9,255 12,089 12,352: 2,016 1,753
Other: 5: 0 1 0 1 1 1 2: 4 3
: : :
: : Changes in Commitments from: September 8, 2009 :
: 417: 380 327 0 -280 -100 100 227: 317 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.6 3.4 67.5 65.6 85.7 87.6: 14.3 12.4
Old : 100.0: 14.8 18.6 3.3 67.6 65.6 85.7 87.6: 14.3 12.4
Other: 100.0: 0.0 20.0 0.0 20.0 20.0 20.0 40.0: 80.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 14 3 14 9 27 26:
Old : 47: 11 14 3 13 9 26 26:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 47.4 57.8 62.1 70.1 47.1 55.3 61.8 67.6
Old : 47.4 57.8 62.1 70.2 47.1 55.3 61.9 67.6
Other: 20.0 40.0 20.0 40.0 20.0 40.0 20.0 40.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 15, 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 : 432,114: 110,186 62,711 63,454 215,963 230,422 389,603 356,587: 42,511 75,527
Old : 405,589: 107,693 66,634 51,370 205,940 216,531 365,003 334,535: 40,586 71,054
Other: 26,525: 14,434 8,018 143 10,023 13,891 24,600 22,052: 1,925 4,473
: : :
: : Changes in Commitments from: September 8, 2009 :
: 6,912: 6,386 4,947 4,580 -1,441 197 9,525 9,724: -2,613 -2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.5 14.7 50.0 53.3 90.2 82.5: 9.8 17.5
Old : 100.0: 26.6 16.4 12.7 50.8 53.4 90.0 82.5: 10.0 17.5
Other: 100.0: 54.4 30.2 0.5 37.8 52.4 92.7 83.1: 7.3 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 120 136 115 105 159 298 356:
Old : 452: 121 138 104 100 159 284 353:
Other: 183: 32 41 3 28 94 60 138:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 19.8 26.7 28.0 14.9 18.2 24.0 23.9
Old : 16.4 19.4 27.5 27.6 15.9 18.6 25.5 25.0
Other: 48.2 53.2 60.1 62.9 46.0 53.2 57.4 62.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,083: 20,956 3,262 194 9 3,873 21,159 7,329: 2,924 16,754
Old : 22,758: 19,836 3,248 194 9 3,523 20,039 6,965: 2,719 15,793
Other: 1,325: 1,120 14 0 0 350 1,120 364: 205 961
: : :
: : Changes in Commitments from: September 8, 2009 :
: 211: 391 89 -89 -10 -81 292 -81: -81 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 13.5 0.8 0.0 16.1 87.9 30.4: 12.1 69.6
Old : 100.0: 87.2 14.3 0.9 0.0 15.5 88.1 30.6: 11.9 69.4
Other: 100.0: 84.5 1.1 0.0 0.0 26.4 84.5 27.5: 15.5 72.5
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 16 8 6 1 10 18 23:
Old : 34: 16 8 6 1 10 18 23:
Other: 21: 10 2 0 0 9 10 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 : 57.2 12.8 78.0 21.1 56.8 12.8 77.6 21.1
Old : 57.5 13.4 78.1 21.0 57.1 13.4 77.7 21.0
Other: 76.2 22.9 83.8 26.9 76.2 22.9 83.8 26.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 15, 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 : 220,609: 45,357 51,447 35,510 117,221 108,913 198,088 195,870: 22,521 24,739
Old : 211,346: 47,547 55,043 27,391 114,560 104,443 189,498 186,877: 21,848 24,469
Other: 9,263: 3,829 2,423 2,100 2,661 4,470 8,590 8,993: 673 270
: : :
: : Changes in Commitments from: September 8, 2009 :
: 3,324: 4,657 3,458 -1,841 185 4,460 3,001 6,077: 323 -2,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 23.3 16.1 53.1 49.4 89.8 88.8: 10.2 11.2
Old : 100.0: 22.5 26.0 13.0 54.2 49.4 89.7 88.4: 10.3 11.6
Other: 100.0: 41.3 26.2 22.7 28.7 48.3 92.7 97.1: 7.3 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 52 59 57 67 55 156 154:
Old : 214: 57 60 53 66 54 153 151:
Other: 33: 4 9 3 14 10 20 20:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 17.0 29.0 27.1 15.3 14.8 25.9 23.9
Old : 18.1 17.5 30.1 28.0 16.2 15.3 27.7 25.2
Other: 80.3 64.1 88.9 85.0 64.2 43.6 66.8 62.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 15, 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 : 750,038: 79,519 132,500 4,820 531,400 493,073 615,739 630,393: 134,299 119,645
Old : 750,038: 79,519 132,500 4,820 531,400 493,073 615,739 630,393: 134,299 119,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -6,600: 11,621 -251 588 -31,982 -7,581 -19,773 -7,244: 13,173 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.7 0.6 70.8 65.7 82.1 84.0: 17.9 16.0
Old : 100.0: 10.6 17.7 0.6 70.8 65.7 82.1 84.0: 17.9 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 : 153: 34 26 12 66 68 109 97:
Old : 153: 34 26 12 66 68 109 97:
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 : 20.7 32.2 31.1 41.4 18.7 30.7 26.8 39.7
Old : 20.7 32.2 31.1 41.4 18.7 30.7 26.8 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 15, 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 : 161,948: 43,047 10,911 17,944 73,644 115,723 134,635 144,578: 27,313 17,370
Old : 155,651: 43,596 11,318 15,754 69,812 111,779 129,162 138,851: 26,489 16,800
Other: 6,297: 870 1,012 771 3,832 3,944 5,473 5,727: 824 570
: : :
: : Changes in Commitments from: September 8, 2009 :
: 4,906: 1,785 569 -511 3,282 7,111 4,556 7,169: 350 -2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 6.7 11.1 45.5 71.5 83.1 89.3: 16.9 10.7
Old : 100.0: 28.0 7.3 10.1 44.9 71.8 83.0 89.2: 17.0 10.8
Other: 100.0: 13.8 16.1 12.2 60.9 62.6 86.9 90.9: 13.1 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 51 28 44 55 49 139 99:
Old : 156: 53 28 44 54 49 138 99:
Other: 34: 7 2 4 22 9 30 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 39.8 27.8 54.4 17.0 33.8 23.8 45.3
Old : 17.7 39.8 26.8 54.3 16.2 34.5 23.3 45.5
Other: 53.2 62.4 68.9 83.3 49.4 56.8 62.5 71.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 15, 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 : 10,558: 3,174 856 1,052 4,590 7,542 8,816 9,450: 1,742 1,108
Old : 10,548: 3,172 856 1,052 4,582 7,542 8,806 9,450: 1,742 1,098
Other: 10: 2 0 0 8 0 10 0: 0 10
: : :
: : Changes in Commitments from: September 8, 2009 :
: -29: 1 -177 37 55 -81 93 -221: -122 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.1 10.0 43.5 71.4 83.5 89.5: 16.5 10.5
Old : 100.0: 30.1 8.1 10.0 43.4 71.5 83.5 89.6: 16.5 10.4
Other: 100.0: 20.0 0.0 0.0 80.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 17 6 11 17 17 42 31:
Old : 56: 17 6 11 17 17 42 31:
Other: 2: 1 0 0 1 0 2 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 : 32.6 49.0 46.0 65.0 32.6 46.8 46.0 62.1
Old : 32.6 49.1 46.1 65.0 32.6 46.9 46.1 62.2
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 15, 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 : 769,320: 295,999 93,510 12,406 368,944 545,955 677,349 651,871: 91,971 117,449
Old : 769,320: 295,999 93,510 12,406 368,944 545,955 677,349 651,871: 91,971 117,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -8,739: -24,392 -9,945 2,896 13,850 -5,540 -7,646 -12,589: -1,093 3,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 12.2 1.6 48.0 71.0 88.0 84.7: 12.0 15.3
Old : 100.0: 38.5 12.2 1.6 48.0 71.0 88.0 84.7: 12.0 15.3
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 : 202: 34 41 16 73 106 115 155:
Old : 202: 34 41 16 73 106 115 155:
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 : 24.7 25.0 35.9 33.4 24.5 23.9 34.0 30.9
Old : 24.7 25.0 35.9 33.4 24.5 23.9 34.0 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 15, 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 : 1,094,455: 105,018 192,018 16,190 712,676 597,951 833,884 806,159: 260,571 288,296
Old : 1,094,455: 105,018 192,018 16,190 712,676 597,951 833,884 806,159: 260,571 288,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -28,714: 15,887 -11,585 -6,531 -46,877 1,998 -37,521 -16,118: 8,807 -12,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 17.5 1.5 65.1 54.6 76.2 73.7: 23.8 26.3
Old : 100.0: 9.6 17.5 1.5 65.1 54.6 76.2 73.7: 23.8 26.3
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 : 214: 21 52 21 86 102 121 161:
Old : 214: 21 52 21 86 102 121 161:
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 : 17.5 13.3 27.7 21.6 12.5 10.1 19.9 16.1
Old : 17.5 13.3 27.7 21.6 12.5 10.1 19.9 16.1
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, September 15, 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 : 791,172: 80,659 93,028 12,289 492,154 513,360 585,102 618,677: 206,070 172,495
Old : 791,172: 80,659 93,028 12,289 492,154 513,360 585,102 618,677: 206,070 172,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -35,278: -11,367 2,506 -72 -13,481 -31,646 -24,920 -29,212: -10,358 -6,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.8 1.6 62.2 64.9 74.0 78.2: 26.0 21.8
Old : 100.0: 10.2 11.8 1.6 62.2 64.9 74.0 78.2: 26.0 21.8
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 : 135: 17 26 13 66 69 92 99:
Old : 135: 17 26 13 66 69 92 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 : 23.6 16.0 32.9 27.7 16.8 13.5 25.4 23.8
Old : 23.6 16.0 32.9 27.7 16.8 13.5 25.4 23.8
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, September 15, 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 : 407,820: 122,350 27,014 35,048 211,777 307,587 369,175 369,649: 38,645 38,171
Old : 407,820: 122,350 27,014 35,048 211,777 307,587 369,175 369,649: 38,645 38,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 23,396: 10,897 2,513 670 7,500 18,667 19,067 21,850: 4,329 1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 6.6 8.6 51.9 75.4 90.5 90.6: 9.5 9.4
Old : 100.0: 30.0 6.6 8.6 51.9 75.4 90.5 90.6: 9.5 9.4
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 : 92: 32 8 28 35 41 76 73:
Old : 92: 32 8 28 35 41 76 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 38.2 48.5 53.8 19.8 23.3 31.0 34.1
Old : 30.7 38.2 48.5 53.8 19.8 23.3 31.0 34.1
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, September 15, 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 : 16,400: 2,426 1,955 523 8,302 9,470 11,251 11,948: 5,149 4,452
Old : 16,400: 2,426 1,955 523 8,302 9,470 11,251 11,948: 5,149 4,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 2,567: 284 38 523 674 729 1,481 1,290: 1,086 1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.9 3.2 50.6 57.7 68.6 72.9: 31.4 27.1
Old : 100.0: 14.8 11.9 3.2 50.6 57.7 68.6 72.9: 31.4 27.1
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 : 26: 6 6 5 8 8 16 17:
Old : 26: 6 6 5 8 8 16 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 : 45.0 46.9 57.3 60.6 28.1 28.1 36.7 40.5
Old : 45.0 46.9 57.3 60.6 28.1 28.1 36.7 40.5
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, September 15, 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 : 96,890: 27,146 11,146 1,559 54,673 63,301 83,378 76,006: 13,512 20,884
Old : 96,890: 27,146 11,146 1,559 54,673 63,301 83,378 76,006: 13,512 20,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 19,624: 2,130 -5,519 908 16,506 21,728 19,544 17,117: 80 2,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 11.5 1.6 56.4 65.3 86.1 78.4: 13.9 21.6
Old : 100.0: 28.0 11.5 1.6 56.4 65.3 86.1 78.4: 13.9 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 28 20 10 28 33 62 57:
Old : 93: 28 20 10 28 33 62 57:
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 : 36.2 39.5 48.4 52.4 25.3 33.3 35.3 38.7
Old : 36.2 39.5 48.4 52.4 25.3 33.3 35.3 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, September 15, 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 : 20,094: 2,723 1,547 234 16,991 18,137 19,948 19,918: 146 176
Old : 20,094: 2,723 1,547 234 16,991 18,137 19,948 19,918: 146 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -8,959: -2,230 95 144 -6,908 -9,147 -8,994 -8,908: 35 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.7 1.2 84.6 90.3 99.3 99.1: 0.7 0.9
Old : 100.0: 13.6 7.7 1.2 84.6 90.3 99.3 99.1: 0.7 0.9
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 : 38: 4 10 2 11 16 16 27:
Old : 38: 4 10 2 11 16 16 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 : 73.9 76.8 94.4 87.9 67.3 56.8 75.8 67.9
Old : 73.9 76.8 94.4 87.9 67.3 56.8 75.8 67.9
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, September 15, 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 : 29,178: 4,715 652 0 24,286 28,515 29,001 29,167: 177 11
Old : 29,178: 4,715 652 0 24,286 28,515 29,001 29,167: 177 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -9,479: 309 389 -1,036 -8,483 -8,494 -9,210 -9,141: -269 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.2 0.0 83.2 97.7 99.4 100.0: 0.6 0.0
Old : 100.0: 16.2 2.2 0.0 83.2 97.7 99.4 100.0: 0.6 0.0
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: 8 7 0 9 9 17 16:
Old : 31: 8 7 0 9 9 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 92.8 96.1 98.8 66.2 78.6 81.1 83.0
Old : 81.1 92.8 96.1 98.8 66.2 78.6 81.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009