WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 384,367: 68,391 77,265 110,842 173,429 146,716 352,663 334,823: 31,705 49,544
Old : 24,443: 17,779 4,625 2 475 15,243 18,256 19,870: 6,187 4,573
Other: 359,924: 69,144 91,172 92,308 172,954 131,473 334,407 314,953: 25,518 44,971
: : :
: : Changes in Commitments from: April 21, 2009 :
: -25,274: 2,971 144 -22,125 -7,051 -4,536 -26,205 -26,517: 931 1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.1 28.8 45.1 38.2 91.8 87.1: 8.2 12.9
Old : 100.0: 72.7 18.9 0.0 1.9 62.4 74.7 81.3: 25.3 18.7
Other: 100.0: 19.2 25.3 25.6 48.1 36.5 92.9 87.5: 7.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 91 124 170 85 101 293 333:
Old : 113: 53 16 1 16 28 69 45:
Other: 373: 89 159 133 82 101 253 328:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 10.1 30.1 17.7 17.4 8.9 28.1 14.1
Old : 14.5 42.3 26.5 60.3 14.5 42.3 26.5 60.3
Other: 20.3 9.5 32.2 17.2 18.6 8.3 30.1 13.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,164,978: 159,337 126,995 356,303 520,479 465,107 1,036,120 948,406: 128,857 216,571
Old : 676,005: 97,546 146,283 181,003 312,825 243,059 591,374 570,344: 84,632 105,661
Other: 488,972: 110,986 29,908 126,106 207,654 222,048 444,747 378,062: 44,226 110,910
: : :
: : Changes in Commitments from: April 21, 2009 :
: -69,658: -4,070 4,139 -40,770 -25,712 -27,070 -70,552 -63,701: 895 -5,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.9 30.6 44.7 39.9 88.9 81.4: 11.1 18.6
Old : 100.0: 14.4 21.6 26.8 46.3 36.0 87.5 84.4: 12.5 15.6
Other: 100.0: 22.7 6.1 25.8 42.5 45.4 91.0 77.3: 9.0 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 134 138 200 220 249 468 495:
Old : 541: 109 154 161 201 231 414 452:
Other: 441: 125 72 118 127 210 293 362:
:----------------------------------------------------------------------------------------------------
: 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 10.5 20.9 17.7 9.9 6.5 15.8 10.5
Old : 13.7 10.5 23.4 18.9 12.2 7.4 20.9 12.2
Other: 19.8 11.0 30.3 20.1 17.0 8.5 24.0 13.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 15,773: 1,864 3,092 1,074 10,037 9,126 12,976 13,292: 2,797 2,481
Old : 462: 53 226 0 54 118 107 344: 355 118
Other: 15,311: 1,849 2,903 1,037 9,983 9,008 12,869 12,948: 2,442 2,363
: : :
: : Changes in Commitments from: April 21, 2009 :
: -1,863: 334 171 -416 -1,668 -1,463 -1,749 -1,708: -114 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 19.6 6.8 63.6 57.9 82.3 84.3: 17.7 15.7
Old : 100.0: 11.5 48.9 0.0 11.7 25.5 23.2 74.5: 76.8 25.5
Other: 100.0: 12.1 19.0 6.8 65.2 58.8 84.1 84.6: 15.9 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 8 19 3 20 13 30 33:
Old : 8: 1 1 0 3 3 4 4:
Other: 49: 7 19 3 20 12 30 31:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 48.3 49.3 60.2 29.2 38.2 42.8 46.5
Old : 23.2 74.5 23.2 74.5 23.2 74.5 23.2 74.5
Other: 33.1 49.1 50.4 61.3 30.2 38.7 44.0 47.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 503,822: 107,818 22,525 145,128 199,060 258,337 452,006 425,990: 51,815 77,831
Old : 292,626: 76,667 34,190 63,641 118,500 158,275 258,808 256,106: 33,818 36,520
Other: 211,196: 57,171 14,355 55,467 80,560 100,062 193,199 169,885: 17,997 41,311
: : :
: : Changes in Commitments from: April 21, 2009 :
: -33,285: -9,050 4,060 -33,834 5,673 -4,672 -37,212 -34,445: 3,926 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.5 28.8 39.5 51.3 89.7 84.6: 10.3 15.4
Old : 100.0: 26.2 11.7 21.7 40.5 54.1 88.4 87.5: 11.6 12.5
Other: 100.0: 27.1 6.8 26.3 38.1 47.4 91.5 80.4: 8.5 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 130 87 147 115 137 327 305:
Old : 354: 122 85 113 95 123 268 274:
Other: 289: 91 65 87 87 109 235 209:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.2 26.0 31.0 9.7 12.6 16.0 16.8
Old : 19.9 23.2 31.3 31.6 17.6 16.1 26.2 22.6
Other: 16.9 27.0 29.1 38.2 14.1 20.1 21.8 23.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 239,257: 29,082 24,288 61,083 120,087 132,301 210,252 217,672: 29,005 21,585
Old : 190,217: 29,689 26,153 39,522 99,298 105,688 168,509 171,362: 21,708 18,855
Other: 49,040: 8,850 7,592 12,104 20,789 26,613 41,743 46,310: 7,297 2,730
: : :
: : Changes in Commitments from: April 21, 2009 :
: -13,435: 356 -454 -8,953 -2,721 -5,049 -11,318 -14,455: -2,116 1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.2 25.5 50.2 55.3 87.9 91.0: 12.1 9.0
Old : 100.0: 15.6 13.7 20.8 52.2 55.6 88.6 90.1: 11.4 9.9
Other: 100.0: 18.0 15.5 24.7 42.4 54.3 85.1 94.4: 14.9 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 53 43 74 66 61 178 147:
Old : 197: 56 49 61 62 54 164 134:
Other: 112: 29 26 29 46 36 89 78:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 26.3 27.5 39.2 11.7 21.2 19.1 30.0
Old : 18.3 30.9 28.9 40.9 14.4 25.0 23.0 33.7
Other: 22.9 36.5 35.3 55.7 15.6 33.2 24.7 42.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 750,019: 43,901 111,003 33,952 558,676 457,910 636,529 602,864: 113,490 147,154
Old : 750,019: 43,901 111,003 33,952 558,676 457,910 636,529 602,864: 113,490 147,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -27,931: 6,896 852 -9,524 -21,919 -21,255 -24,547 -29,926: -3,384 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 14.8 4.5 74.5 61.1 84.9 80.4: 15.1 19.6
Old : 100.0: 5.9 14.8 4.5 74.5 61.1 84.9 80.4: 15.1 19.6
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 : 143: 21 37 35 70 71 116 118:
Old : 143: 21 37 35 70 71 116 118:
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 : 31.5 31.5 41.9 38.8 29.0 31.2 37.1 37.4
Old : 31.5 31.5 41.9 38.8 29.0 31.2 37.1 37.4
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, 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 : 147,616: 39,713 6,125 24,609 52,722 95,944 117,044 126,678: 30,572 20,938
Old : 108,406: 36,865 6,491 14,228 31,435 68,726 82,528 89,446: 25,878 18,961
Other: 39,210: 5,955 2,741 7,274 21,288 27,218 34,516 37,232: 4,694 1,978
: : :
: : Changes in Commitments from: April 21, 2009 :
: -4,138: -3,202 17 -1,597 -88 -7,232 -4,888 -8,812: 750 4,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.1 16.7 35.7 65.0 79.3 85.8: 20.7 14.2
Old : 100.0: 34.0 6.0 13.1 29.0 63.4 76.1 82.5: 23.9 17.5
Other: 100.0: 15.2 7.0 18.6 54.3 69.4 88.0 95.0: 12.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 48 21 38 59 51 131 95:
Old : 140: 56 18 33 52 46 122 87:
Other: 88: 18 19 23 41 29 74 58:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 37.9 23.1 51.1 9.1 32.2 15.8 39.7
Old : 13.3 37.0 22.3 48.8 11.1 33.8 18.4 42.3
Other: 22.8 48.8 36.1 64.9 15.9 37.4 24.2 47.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,363: 2,061 1,023 700 4,446 4,749 7,207 6,473: 1,156 1,890
Old : 4,235: 868 1,178 139 2,359 1,976 3,365 3,292: 870 943
Other: 4,128: 1,416 69 338 2,087 2,773 3,842 3,181: 286 947
: : :
: : Changes in Commitments from: April 21, 2009 :
: -17: 152 -97 -132 30 165 51 -63: -67 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 12.2 8.4 53.2 56.8 86.2 77.4: 13.8 22.6
Old : 100.0: 20.5 27.8 3.3 55.7 46.7 79.5 77.7: 20.5 22.3
Other: 100.0: 34.3 1.7 8.2 50.6 67.2 93.1 77.1: 6.9 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 7 5 22 16 37 26:
Old : 41: 9 9 4 21 12 33 22:
Other: 27: 7 1 3 8 15 15 19:
:----------------------------------------------------------------------------------------------------
: 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 : 30.6 31.5 47.5 52.3 30.6 30.7 43.6 44.8
Old : 28.2 44.1 44.9 59.8 28.2 42.9 44.8 56.5
Other: 56.9 37.6 81.1 57.1 55.1 28.8 70.2 45.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 486,493: 62,823 53,799 17,172 307,325 327,921 387,320 398,892: 99,172 87,601
Old : 486,493: 62,823 53,799 17,172 307,325 327,921 387,320 398,892: 99,172 87,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -18,431: -7,805 5,868 -9,557 -11,527 -15,920 -28,889 -19,609: 10,458 1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.1 3.5 63.2 67.4 79.6 82.0: 20.4 18.0
Old : 100.0: 12.9 11.1 3.5 63.2 67.4 79.6 82.0: 20.4 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 24 23 15 65 64 97 94:
Old : 135: 24 23 15 65 64 97 94:
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 : 15.4 29.1 26.3 41.0 13.2 23.4 23.0 32.3
Old : 15.4 29.1 26.3 41.0 13.2 23.4 23.0 32.3
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 with Delta-adjusted Options and Futures Combined, 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 : 1,328,391: 67,041 143,646 111,144 903,506 781,771 1,081,692 1,036,562: 246,699 291,829
Old : 1,328,391: 67,041 143,646 111,144 903,506 781,771 1,081,692 1,036,562: 246,699 291,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -42,572: -4,119 5,679 -47,197 -6,378 -22,708 -57,694 -64,226: 15,122 21,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 10.8 8.4 68.0 58.9 81.4 78.0: 18.6 22.0
Old : 100.0: 5.0 10.8 8.4 68.0 58.9 81.4 78.0: 18.6 22.0
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 : 211: 28 48 50 116 113 175 180:
Old : 211: 28 48 50 116 113 175 180:
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 : 24.4 17.3 34.4 22.9 22.1 12.5 29.2 17.3
Old : 24.4 17.3 34.4 22.9 22.1 12.5 29.2 17.3
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, 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 : 866,449: 89,740 78,911 30,048 581,165 586,276 700,953 695,235: 165,496 171,214
Old : 866,449: 89,740 78,911 30,048 581,165 586,276 700,953 695,235: 165,496 171,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 26,290: 10,204 11,153 549 -970 13,966 9,782 25,668: 16,508 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.1 3.5 67.1 67.7 80.9 80.2: 19.1 19.8
Old : 100.0: 10.4 9.1 3.5 67.1 67.7 80.9 80.2: 19.1 19.8
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 : 132: 18 32 22 58 68 91 107:
Old : 132: 18 32 22 58 68 91 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 27.2 41.5 35.6 14.6 14.7 24.4 21.5
Old : 30.1 27.2 41.5 35.6 14.6 14.7 24.4 21.5
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, 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 : 567,879: 171,768 19,387 132,680 216,184 382,875 520,632 534,942: 47,247 32,937
Old : 567,879: 171,768 19,387 132,680 216,184 382,875 520,632 534,942: 47,247 32,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 14,855: 3,812 -68 4,393 591 4,393 8,797 8,718: 6,058 6,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.4 23.4 38.1 67.4 91.7 94.2: 8.3 5.8
Old : 100.0: 30.2 3.4 23.4 38.1 67.4 91.7 94.2: 8.3 5.8
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 : 90: 35 12 37 36 35 82 75:
Old : 90: 35 12 37 36 35 82 75:
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 : 26.4 34.7 40.9 51.1 17.9 31.7 26.1 40.4
Old : 26.4 34.7 40.9 51.1 17.9 31.7 26.1 40.4
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, 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 : 12,014: 3,187 1,348 99 4,706 6,826 7,992 8,273: 4,022 3,741
Old : 12,014: 3,187 1,348 99 4,706 6,826 7,992 8,273: 4,022 3,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,807: 203 -251 0 1,448 1,983 1,651 1,732: 156 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.2 0.8 39.2 56.8 66.5 68.9: 33.5 31.1
Old : 100.0: 26.5 11.2 0.8 39.2 56.8 66.5 68.9: 33.5 31.1
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 : 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 : 43.9 53.4 59.0 65.4 42.9 53.4 57.4 65.4
Old : 43.9 53.4 59.0 65.4 42.9 53.4 57.4 65.4
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, 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 : 62,095: 15,779 15,069 485 35,160 30,177 51,425 45,731: 10,670 16,364
Old : 62,095: 15,779 15,069 485 35,160 30,177 51,425 45,731: 10,670 16,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 3,385: -1,882 2,434 -218 5,618 -1,736 3,518 479: -133 2,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 24.3 0.8 56.6 48.6 82.8 73.6: 17.2 26.4
Old : 100.0: 25.4 24.3 0.8 56.6 48.6 82.8 73.6: 17.2 26.4
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 : 89: 26 23 8 28 25 58 52:
Old : 89: 26 23 8 28 25 58 52:
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 : 27.9 26.1 44.7 40.2 26.2 24.2 40.4 33.3
Old : 27.9 26.1 44.7 40.2 26.2 24.2 40.4 33.3
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, 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 with Delta-adjusted Options and Futures Combined, 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