WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 397,450: 64,985 65,147 126,938 175,009 157,394 366,933 349,479: 30,518 47,972
Old : 144,022: 41,780 50,007 24,343 63,942 53,431 130,065 127,780: 13,957 16,242
Other: 253,428: 55,213 47,148 70,588 111,067 103,963 236,868 221,698: 16,561 31,730
: : :
: : Changes in Commitments from: March 17, 2009 :
: 7,260: 754 -4,246 7,033 -1,700 3,345 6,087 6,132: 1,173 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 16.4 31.9 44.0 39.6 92.3 87.9: 7.7 12.1
Old : 100.0: 29.0 34.7 16.9 44.4 37.1 90.3 88.7: 9.7 11.3
Other: 100.0: 21.8 18.6 27.9 43.8 41.0 93.5 87.5: 6.5 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 89 122 152 80 96 269 304:
Old : 283: 89 104 62 59 61 187 188:
Other: 284: 75 107 104 67 91 205 246:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 11.5 30.0 18.6 14.8 8.7 24.4 13.6
Old : 27.0 18.5 39.6 28.6 26.9 16.9 39.5 26.6
Other: 25.3 11.9 36.3 19.1 23.4 8.9 30.8 13.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,195,955: 149,358 74,115 376,961 531,432 531,949 1,057,752 983,025: 138,203 212,929
Old : 796,873: 93,927 89,764 244,766 355,614 339,486 694,308 674,017: 102,565 122,856
Other: 399,082: 88,710 17,629 98,916 175,818 192,463 363,444 309,008: 35,638 90,074
: : :
: : Changes in Commitments from: March 17, 2009 :
: 35,889: 3,833 -4,609 12,958 18,475 24,389 35,265 32,737: 624 3,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.2 31.5 44.4 44.5 88.4 82.2: 11.6 17.8
Old : 100.0: 11.8 11.3 30.7 44.6 42.6 87.1 84.6: 12.9 15.4
Other: 100.0: 22.2 4.4 24.8 44.1 48.2 91.1 77.4: 8.9 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 129 130 209 229 250 479 490:
Old : 538: 102 157 179 216 238 442 459:
Other: 413: 119 57 96 118 203 263 332:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 13.8 20.5 21.8 8.7 8.1 13.9 11.8
Old : 12.4 14.8 21.8 22.8 10.2 8.3 17.0 12.6
Other: 20.7 12.7 32.7 22.5 18.7 8.8 26.9 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,458: 972 2,023 1,449 10,539 9,446 12,961 12,918: 2,497 2,541
Old : 7,188: 785 1,897 539 4,406 3,026 5,730 5,461: 1,458 1,726
Other: 8,271: 406 345 691 6,134 6,420 7,231 7,456: 1,040 814
: : :
: : Changes in Commitments from: March 17, 2009 :
: -204: 311 -177 -37 -694 -63 -420 -278: 216 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 13.1 9.4 68.2 61.1 83.8 83.6: 16.2 16.4
Old : 100.0: 10.9 26.4 7.5 61.3 42.1 79.7 76.0: 20.3 24.0
Other: 100.0: 4.9 4.2 8.4 74.2 77.6 87.4 90.2: 12.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 11 5 20 12 30 25:
Old : 35: 8 8 3 17 9 25 20:
Other: 25: 3 5 3 13 10 19 15:
:----------------------------------------------------------------------------------------------------
: 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 51.3 54.3 64.2 28.7 35.7 40.5 43.3
Old : 32.3 47.1 50.2 61.4 32.3 44.2 49.2 57.4
Other: 47.4 66.6 69.5 81.0 41.5 56.3 55.2 63.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 452,203: 73,575 29,855 154,085 177,326 195,799 404,986 379,738: 47,217 72,465
Old : 300,746: 52,339 31,335 93,074 120,393 135,471 265,806 259,880: 34,940 40,866
Other: 151,457: 37,216 14,500 45,031 56,934 60,328 139,180 119,859: 12,277 31,599
: : :
: : Changes in Commitments from: March 17, 2009 :
: 30,602: 12,607 -8,665 13,035 900 19,583 26,542 23,953: 4,060 6,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 6.6 34.1 39.2 43.3 89.6 84.0: 10.4 16.0
Old : 100.0: 17.4 10.4 30.9 40.0 45.0 88.4 86.4: 11.6 13.6
Other: 100.0: 24.6 9.6 29.7 37.6 39.8 91.9 79.1: 8.1 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 109 95 155 107 121 302 305:
Old : 340: 104 102 130 95 113 268 282:
Other: 241: 77 48 72 76 90 184 183:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 18.2 26.7 29.0 10.5 11.2 17.2 14.9
Old : 17.7 21.8 28.7 31.9 14.1 15.8 22.6 20.8
Other: 22.3 23.3 37.3 34.1 18.0 14.6 25.7 19.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 241,550: 20,177 39,927 56,799 135,669 119,812 212,646 216,538: 28,905 25,013
Old : 199,951: 24,202 40,355 35,392 117,167 101,527 176,761 177,274: 23,190 22,677
Other: 41,600: 5,456 9,053 11,926 18,502 18,285 35,884 39,264: 5,715 2,336
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,506: -311 -4,267 1,011 -3,464 5,072 -2,764 1,816: 4,271 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.5 23.5 56.2 49.6 88.0 89.6: 12.0 10.4
Old : 100.0: 12.1 20.2 17.7 58.6 50.8 88.4 88.7: 11.6 11.3
Other: 100.0: 13.1 21.8 28.7 44.5 44.0 86.3 94.4: 13.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 42 60 62 63 58 152 153:
Old : 192: 53 59 56 60 54 145 145:
Other: 91: 17 27 24 37 23 70 61:
:----------------------------------------------------------------------------------------------------
: 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 22.2 26.3 33.7 13.3 18.1 21.0 26.9
Old : 17.2 25.5 27.8 37.6 16.4 21.8 25.6 30.4
Other: 32.8 48.1 48.5 66.0 21.1 36.4 30.3 45.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 814,530: 47,118 134,659 54,716 593,675 484,558 695,508 673,933: 119,022 140,598
Old : 814,530: 47,118 134,659 54,716 593,675 484,558 695,508 673,933: 119,022 140,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 14,786: 9,215 -4,007 2,896 2,657 33,812 14,767 32,701: 18 -17,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 16.5 6.7 72.9 59.5 85.4 82.7: 14.6 17.3
Old : 100.0: 5.8 16.5 6.7 72.9 59.5 85.4 82.7: 14.6 17.3
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 : 163: 31 36 40 81 81 133 136:
Old : 163: 31 36 40 81 81 133 136:
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 : 30.4 26.4 40.2 33.2 28.6 26.2 37.3 33.0
Old : 30.4 26.4 40.2 33.2 28.6 26.2 37.3 33.0
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 with Delta-adjusted Options and Futures Combined, 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 : 129,749: 27,723 6,079 23,136 51,607 81,150 102,466 110,365: 27,284 19,384
Old : 104,914: 26,226 7,302 16,293 39,283 64,701 81,801 88,295: 23,113 16,619
Other: 24,835: 4,380 1,660 3,960 12,324 16,449 20,665 22,070: 4,170 2,765
: : :
: : Changes in Commitments from: March 17, 2009 :
: 4,472: 4,421 -2,542 126 -2,895 8,995 1,653 6,579: 2,819 -2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.7 17.8 39.8 62.5 79.0 85.1: 21.0 14.9
Old : 100.0: 25.0 7.0 15.5 37.4 61.7 78.0 84.2: 22.0 15.8
Other: 100.0: 17.6 6.7 15.9 49.6 66.2 83.2 88.9: 16.8 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 43 27 44 60 51 128 103:
Old : 145: 50 22 39 57 50 124 98:
Other: 80: 19 15 22 39 26 70 54:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 33.0 19.5 46.1 9.5 28.2 15.5 35.9
Old : 11.6 31.4 19.5 43.5 10.7 26.5 16.7 33.6
Other: 23.8 52.0 37.7 63.1 18.6 46.0 31.1 53.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 7,098: 1,320 1,142 525 4,256 3,422 6,100 5,089: 997 2,008
Old : 4,389: 625 1,188 101 2,811 1,721 3,536 3,010: 853 1,379
Other: 2,709: 816 76 303 1,445 1,701 2,564 2,079: 145 630
: : :
: : Changes in Commitments from: March 17, 2009 :
: -252: -19 -305 24 -71 400 -65 119: -187 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.1 7.4 60.0 48.2 85.9 71.7: 14.1 28.3
Old : 100.0: 14.2 27.1 2.3 64.0 39.2 80.6 68.6: 19.4 31.4
Other: 100.0: 30.1 2.8 11.2 53.3 62.8 94.7 76.8: 5.3 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 10 6 22 14 35 27:
Old : 44: 8 11 4 22 9 33 21:
Other: 21: 4 4 4 4 11 11 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 : 39.4 38.2 54.5 51.2 39.2 38.1 53.5 46.6
Old : 31.3 47.2 47.2 55.7 31.3 46.8 46.7 54.7
Other: 77.7 35.6 93.2 60.6 77.2 33.9 77.8 52.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 519,360: 96,468 47,491 29,384 308,027 362,691 433,879 439,566: 85,480 79,793
Old : 519,360: 96,468 47,491 29,384 308,027 362,691 433,879 439,566: 85,480 79,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 29,168: 13,617 1,631 9,395 4,160 14,924 27,172 25,949: 1,996 3,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 9.1 5.7 59.3 69.8 83.5 84.6: 16.5 15.4
Old : 100.0: 18.6 9.1 5.7 59.3 69.8 83.5 84.6: 16.5 15.4
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 : 145: 27 24 17 70 71 107 102:
Old : 145: 27 24 17 70 71 107 102:
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 31.6 26.9 41.1 13.6 26.4 23.7 35.1
Old : 15.9 31.6 26.9 41.1 13.6 26.4 23.7 35.1
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 with Delta-adjusted Options and Futures Combined, 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 : 1,545,605: 93,538 118,153 253,458 934,545 909,875 1,281,541 1,281,485: 264,064 264,120
Old : 1,545,605: 93,538 118,153 253,458 934,545 909,875 1,281,541 1,281,485: 264,064 264,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 212,732: 18,207 -31,717 83,570 78,052 139,931 179,830 191,784: 32,902 20,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.6 16.4 60.5 58.9 82.9 82.9: 17.1 17.1
Old : 100.0: 6.1 7.6 16.4 60.5 58.9 82.9 82.9: 17.1 17.1
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 : 216: 42 39 62 121 112 193 183:
Old : 216: 42 39 62 121 112 193 183:
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 : 16.5 18.3 24.1 24.2 15.2 13.9 20.6 18.4
Old : 16.5 18.3 24.1 24.2 15.2 13.9 20.6 18.4
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 with Delta-adjusted Options and Futures Combined, 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 : 955,055: 106,491 78,248 40,113 622,694 675,478 769,298 793,840: 185,757 161,216
Old : 955,055: 106,491 78,248 40,113 622,694 675,478 769,298 793,840: 185,757 161,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 32,874: 8,966 220 14,446 -11,754 19,707 11,659 34,372: 21,216 -1,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.2 4.2 65.2 70.7 80.6 83.1: 19.4 16.9
Old : 100.0: 11.2 8.2 4.2 65.2 70.7 80.6 83.1: 19.4 16.9
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 : 128: 16 36 25 61 64 96 106:
Old : 128: 16 36 25 61 64 96 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 33.6 39.0 43.9 12.8 22.3 21.3 28.0
Old : 27.1 33.6 39.0 43.9 12.8 22.3 21.3 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 517,362: 152,298 16,187 136,491 188,220 332,122 477,008 484,800: 40,353 32,562
Old : 517,362: 152,298 16,187 136,491 188,220 332,122 477,008 484,800: 40,353 32,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 25,241: 2,735 -1,853 5,651 11,835 18,387 20,221 22,185: 5,020 3,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 3.1 26.4 36.4 64.2 92.2 93.7: 7.8 6.3
Old : 100.0: 29.4 3.1 26.4 36.4 64.2 92.2 93.7: 7.8 6.3
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 : 81: 27 7 30 38 33 74 66:
Old : 81: 27 7 30 38 33 74 66:
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 : 29.3 37.4 43.4 53.1 21.2 35.4 30.4 40.3
Old : 29.3 37.4 43.4 53.1 21.2 35.4 30.4 40.3
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 with Delta-adjusted Options and Futures Combined, 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 : 10,080: 3,043 786 0 2,472 3,893 5,515 4,679: 4,566 5,402
Old : 10,080: 3,043 786 0 2,472 3,893 5,515 4,679: 4,566 5,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -17,509: -3,030 -4,101 -1,366 -12,861 -12,074 -17,257 -17,542: -252 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.8 0.0 24.5 38.6 54.7 46.4: 45.3 53.6
Old : 100.0: 30.2 7.8 0.0 24.5 38.6 54.7 46.4: 45.3 53.6
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 : 20: 6 2 0 8 5 14 7:
Old : 20: 6 2 0 8 5 14 7:
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 : 26.7 39.5 41.1 46.4 25.9 39.5 40.3 45.6
Old : 26.7 39.5 41.1 46.4 25.9 39.5 40.3 45.6
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 with Delta-adjusted Options and Futures Combined, 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 : 52,602: 13,473 12,730 609 27,639 25,136 41,721 38,474: 10,881 14,128
Old : 52,602: 13,473 12,730 609 27,639 25,136 41,721 38,474: 10,881 14,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -42,989: -10,957 -9,030 -2,867 -25,654 -25,070 -39,478 -36,967: -3,510 -6,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 24.2 1.2 52.5 47.8 79.3 73.1: 20.7 26.9
Old : 100.0: 25.6 24.2 1.2 52.5 47.8 79.3 73.1: 20.7 26.9
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 : 78: 20 19 5 24 26 46 48:
Old : 78: 20 19 5 24 26 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 25.7 43.5 40.4 24.5 23.8 38.7 35.5
Old : 26.2 25.7 43.5 40.4 24.5 23.8 38.7 35.5
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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