WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 403,715: 75,494 89,182 111,464 183,475 156,758 370,433 357,404: 33,282 46,310
Old : 353,066: 66,970 78,686 93,521 161,664 142,077 322,155 314,285: 30,911 38,781
Other: 50,649: 21,748 23,720 4,719 21,811 14,681 48,278 43,119: 2,371 7,529
: : :
: : Changes in Commitments from: July 28, 2009 :
: -3,741: -496 -581 -3,975 937 5,253 -3,534 697: -207 -4,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 22.1 27.6 45.4 38.8 91.8 88.5: 8.2 11.5
Old : 100.0: 19.0 22.3 26.5 45.8 40.2 91.2 89.0: 8.8 11.0
Other: 100.0: 42.9 46.8 9.3 43.1 29.0 95.3 85.1: 4.7 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 115 121 149 80 102 286 304:
Old : 368: 137 110 133 79 101 278 292:
Other: 154: 20 56 28 29 67 70 135:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 12.2 34.2 18.6 20.5 10.8 32.3 16.3
Old : 23.5 13.2 34.1 20.2 22.1 11.7 32.5 18.0
Other: 63.7 26.2 71.1 38.7 61.4 26.1 68.5 37.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 1,313,252: 218,842 123,345 383,610 576,521 562,175 1,178,972 1,069,131: 134,280 244,122
Old : 320,826: 65,976 76,021 68,731 147,324 137,896 282,031 282,648: 38,795 38,178
Other: 992,426: 210,446 104,904 257,299 429,197 424,279 896,942 786,482: 95,485 205,944
: : :
: : Changes in Commitments from: July 28, 2009 :
: 4,645: 5,892 -18,905 4,911 -6,991 18,206 3,812 4,212: 833 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 9.4 29.2 43.9 42.8 89.8 81.4: 10.2 18.6
Old : 100.0: 20.6 23.7 21.4 45.9 43.0 87.9 88.1: 12.1 11.9
Other: 100.0: 21.2 10.6 25.9 43.2 42.8 90.4 79.2: 9.6 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 681: 173 144 226 246 294 545 571:
Old : 518: 105 117 95 181 206 338 366:
Other: 648: 176 145 184 196 279 469 519:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 11.2 21.4 17.7 11.0 8.7 17.1 12.0
Old : 21.1 14.0 29.9 24.8 21.1 12.1 28.4 20.1
Other: 13.9 11.4 22.5 17.9 12.3 8.5 18.9 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 14,685: 1,316 2,388 1,621 9,580 8,619 12,516 12,628: 2,169 2,057
Old : 14,682: 1,317 2,388 1,620 9,580 8,619 12,516 12,627: 2,166 2,055
Other: 3: 0 1 0 0 0 0 1: 3 2
: : :
: : Changes in Commitments from: July 28, 2009 :
: -591: 45 84 787 -1,220 -1,252 -388 -381: -203 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 16.3 11.0 65.2 58.7 85.2 86.0: 14.8 14.0
Old : 100.0: 9.0 16.3 11.0 65.2 58.7 85.2 86.0: 14.8 14.0
Other: 100.0: 0.0 33.3 0.0 0.0 0.0 0.0 33.3: 100.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 14 11 16 13 33 37:
Old : 51: 12 14 11 16 13 33 37:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 36.4 48.9 52.8 59.7 35.9 40.8 49.8 51.5
Old : 36.4 49.0 52.9 59.7 35.9 40.8 49.9 51.5
Other: 0.0 33.3 0.0 33.3 0.0 33.3 0.0 33.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 560,711: 112,871 27,887 177,589 219,872 267,720 510,332 473,196: 50,379 87,515
Old : 534,456: 111,106 30,843 164,508 210,758 254,875 486,372 450,226: 48,084 84,230
Other: 26,255: 9,084 4,362 5,763 9,113 12,845 23,960 22,970: 2,295 3,285
: : :
: : Changes in Commitments from: July 28, 2009 :
: 31,762: 18,957 -556 24,610 -13,971 11,262 29,597 35,316: 2,166 -3,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 5.0 31.7 39.2 47.7 91.0 84.4: 9.0 15.6
Old : 100.0: 20.8 5.8 30.8 39.4 47.7 91.0 84.2: 9.0 15.8
Other: 100.0: 34.6 16.6 21.9 34.7 48.9 91.3 87.5: 8.7 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 152 125 182 112 164 367 382:
Old : 465: 150 129 179 111 163 363 381:
Other: 162: 22 36 17 26 94 58 137:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 20.8 26.7 29.3 12.0 14.6 19.0 19.3
Old : 17.3 20.8 27.3 29.1 12.3 14.4 19.7 19.3
Other: 44.8 43.9 61.8 57.6 41.4 35.1 51.4 45.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,315: 19,542 2,385 490 10 3,804 20,042 6,679: 3,273 16,636
Old : 22,327: 18,698 2,373 490 10 3,544 19,198 6,407: 3,129 15,920
Other: 988: 844 12 0 0 260 844 272: 144 716
: : :
: : Changes in Commitments from: July 28, 2009 :
: 1,587: 1,767 -319 57 4 532 1,828 270: -241 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 10.2 2.1 0.0 16.3 86.0 28.6: 14.0 71.4
Old : 100.0: 83.7 10.6 2.2 0.0 15.9 86.0 28.7: 14.0 71.3
Other: 100.0: 85.4 1.2 0.0 0.0 26.3 85.4 27.5: 14.6 72.5
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 15 7 7 1 12 17 25:
Old : 34: 15 7 7 1 12 17 25:
Other: 18: 8 2 0 0 8 8 10:
:----------------------------------------------------------------------------------------------------
: 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 : 58.0 10.3 78.0 16.8 56.3 10.3 76.2 16.5
Old : 57.5 9.8 77.8 16.5 55.7 9.8 76.0 16.2
Other: 77.2 24.4 85.4 27.2 77.2 24.4 85.4 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 295,818: 34,252 40,307 84,268 149,847 148,838 268,368 273,414: 27,450 22,403
Old : 69,125: 25,048 7,684 10,135 28,536 45,595 63,719 63,414: 5,406 5,711
Other: 226,693: 30,515 53,933 52,824 121,311 103,243 204,649 210,000: 22,044 16,693
: : :
: : Changes in Commitments from: July 28, 2009 :
: 14,120: 8,258 -12,080 10,246 -7,082 20,889 11,421 19,055: 2,699 -4,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.6 28.5 50.7 50.3 90.7 92.4: 9.3 7.6
Old : 100.0: 36.2 11.1 14.7 41.3 66.0 92.2 91.7: 7.8 8.3
Other: 100.0: 13.5 23.8 23.3 53.5 45.5 90.3 92.6: 9.7 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 54 74 88 68 70 189 189:
Old : 147: 48 34 35 37 50 100 104:
Other: 217: 49 83 64 62 63 160 167:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 20.3 26.9 29.3 11.6 11.9 18.8 18.1
Old : 24.6 20.8 38.8 35.7 21.0 19.6 32.6 32.8
Other: 18.6 23.5 30.1 33.8 16.2 17.5 24.9 24.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 735,981: 67,845 176,935 23,873 538,716 430,755 630,434 631,563: 105,547 104,417
Old : 735,981: 67,845 176,935 23,873 538,716 430,755 630,434 631,563: 105,547 104,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 11,640: -2,684 29,126 124 17,087 17,448 14,526 46,698: -2,886 -35,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 24.0 3.2 73.2 58.5 85.7 85.8: 14.3 14.2
Old : 100.0: 9.2 24.0 3.2 73.2 58.5 85.7 85.8: 14.3 14.2
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 : 151: 26 33 25 76 76 121 115:
Old : 151: 26 33 25 76 76 121 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 28.0 32.2 38.2 19.4 27.3 26.8 37.4
Old : 23.8 28.0 32.2 38.2 19.4 27.3 26.8 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, August 4, 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 : 201,754: 47,155 5,625 44,852 78,469 129,678 170,476 180,154: 31,278 21,600
Old : 51,570: 16,905 4,425 3,137 23,012 38,581 43,053 46,143: 8,517 5,427
Other: 150,184: 39,810 10,759 32,156 55,457 91,096 127,423 134,011: 22,761 16,173
: : :
: : Changes in Commitments from: July 28, 2009 :
: 4,898: 6,745 -2,817 8,066 -9,742 2,487 5,069 7,736: -171 -2,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 2.8 22.2 38.9 64.3 84.5 89.3: 15.5 10.7
Old : 100.0: 32.8 8.6 6.1 44.6 74.8 83.5 89.5: 16.5 10.5
Other: 100.0: 26.5 7.2 21.4 36.9 60.7 84.8 89.2: 15.2 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 74 25 63 60 57 164 128:
Old : 124: 43 19 20 41 43 93 73:
Other: 173: 65 36 51 57 47 150 111:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 36.1 23.6 49.2 7.4 25.0 12.5 31.2
Old : 34.4 33.0 44.5 50.2 33.7 31.3 42.9 45.1
Other: 15.6 43.1 24.8 52.4 9.7 37.6 16.6 42.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 10,212: 3,158 361 1,331 3,262 7,372 7,751 9,064: 2,461 1,148
Old : 10,212: 3,158 361 1,331 3,262 7,372 7,751 9,064: 2,461 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 114: -22 -496 403 -55 628 325 535: -211 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 3.5 13.0 31.9 72.2 75.9 88.8: 24.1 11.2
Old : 100.0: 30.9 3.5 13.0 31.9 72.2 75.9 88.8: 24.1 11.2
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 : 51: 18 5 9 19 20 42 31:
Old : 51: 18 5 9 19 20 42 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 45.1 42.7 59.6 26.0 40.5 40.2 53.8
Old : 26.0 45.1 42.7 59.6 26.0 40.5 40.2 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 706,524: 197,721 60,088 41,265 372,918 500,643 611,905 601,996: 94,619 104,528
Old : 706,524: 197,721 60,088 41,265 372,918 500,643 611,905 601,996: 94,619 104,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -3,796: -16,928 4,206 7,327 15,111 -12,684 5,510 -1,151: -9,306 -2,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.5 5.8 52.8 70.9 86.6 85.2: 13.4 14.8
Old : 100.0: 28.0 8.5 5.8 52.8 70.9 86.6 85.2: 13.4 14.8
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 : 181: 37 32 31 73 89 125 137:
Old : 181: 37 32 31 73 89 125 137:
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 : 25.5 24.7 36.4 35.1 24.1 23.4 33.0 33.7
Old : 25.5 24.7 36.4 35.1 24.1 23.4 33.0 33.7
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, August 4, 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 : 1,331,978: 78,510 163,941 114,594 882,994 703,515 1,076,098 982,049: 255,879 349,928
Old : 1,331,978: 78,510 163,941 114,594 882,994 703,515 1,076,098 982,049: 255,879 349,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -5,513: -1,201 4,645 5,861 -16,573 -19,330 -11,913 -8,824: 6,401 3,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.3 8.6 66.3 52.8 80.8 73.7: 19.2 26.3
Old : 100.0: 5.9 12.3 8.6 66.3 52.8 80.8 73.7: 19.2 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 : 207: 35 40 54 103 107 165 175:
Old : 207: 35 40 54 103 107 165 175:
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 : 17.3 15.0 25.6 20.8 12.9 8.2 19.0 12.2
Old : 17.3 15.0 25.6 20.8 12.9 8.2 19.0 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 4, 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 : 873,377: 100,901 115,448 39,470 571,493 527,660 711,863 682,578: 161,514 190,800
Old : 873,377: 100,901 115,448 39,470 571,493 527,660 711,863 682,578: 161,514 190,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 56,103: -28,296 24,704 5,242 87,005 22,216 63,951 52,162: -7,847 3,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.2 4.5 65.4 60.4 81.5 78.2: 18.5 21.8
Old : 100.0: 11.6 13.2 4.5 65.4 60.4 81.5 78.2: 18.5 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 : 139: 16 27 24 74 79 104 116:
Old : 139: 16 27 24 74 79 104 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 17.1 38.6 27.3 23.6 16.1 32.7 24.8
Old : 28.8 17.1 38.6 27.3 23.6 16.1 32.7 24.8
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 with Delta-adjusted Options and Futures Combined, August 4, 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 : 490,476: 111,108 11,632 139,724 203,773 301,414 454,605 452,769: 35,871 37,707
Old : 490,476: 111,108 11,632 139,724 203,773 301,414 454,605 452,769: 35,871 37,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -45,630: -8,687 -2,209 444 -36,717 -44,884 -44,961 -46,650: -669 1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 2.4 28.5 41.5 61.5 92.7 92.3: 7.3 7.7
Old : 100.0: 22.7 2.4 28.5 41.5 61.5 92.7 92.3: 7.3 7.7
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 : 89: 28 8 29 37 40 76 71:
Old : 89: 28 8 29 37 40 76 71:
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 : 26.5 34.3 41.2 50.5 16.5 23.4 23.7 31.0
Old : 26.5 34.3 41.2 50.5 16.5 23.4 23.7 31.0
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, August 4, 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 : 12,214: 2,223 1,195 3 6,443 7,798 8,669 8,996: 3,545 3,218
Old : 12,214: 2,223 1,195 3 6,443 7,798 8,669 8,996: 3,545 3,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 421: 54 33 0 33 -7 87 26: 334 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 9.8 0.0 52.7 63.8 71.0 73.7: 29.0 26.3
Old : 100.0: 18.2 9.8 0.0 52.7 63.8 71.0 73.7: 29.0 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 : 20: 4 2 1 10 7 15 9:
Old : 20: 4 2 1 10 7 15 9:
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 : 42.6 59.6 58.1 73.6 41.8 54.2 56.9 68.3
Old : 42.6 59.6 58.1 73.6 41.8 54.2 56.9 68.3
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, August 4, 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 : 68,255: 19,196 13,683 761 38,413 36,221 58,370 50,665: 9,885 17,590
Old : 68,255: 19,196 13,683 761 38,413 36,221 58,370 50,665: 9,885 17,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 342: 1,359 2,018 176 -1,338 1,206 196 3,400: 145 -3,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.0 1.1 56.3 53.1 85.5 74.2: 14.5 25.8
Old : 100.0: 28.1 20.0 1.1 56.3 53.1 85.5 74.2: 14.5 25.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 26 21 11 27 25 56 54:
Old : 86: 26 21 11 27 25 56 54:
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 : 31.6 33.6 43.4 45.1 30.4 30.3 40.9 40.0
Old : 31.6 33.6 43.4 45.1 30.4 30.3 40.9 40.0
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, August 4, 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 : 23,268: 2,563 1,963 90 20,556 20,875 23,209 22,928: 59 340
Old : 23,268: 2,563 1,963 90 20,556 20,875 23,209 22,928: 59 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,646: -475 -56 2 -1,166 -1,589 -1,639 -1,643: -7 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.4 0.4 88.3 89.7 99.7 98.5: 0.3 1.5
Old : 100.0: 11.0 8.4 0.4 88.3 89.7 99.7 98.5: 0.3 1.5
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 : 40: 5 12 1 11 14 17 26:
Old : 40: 5 12 1 11 14 17 26:
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 : 79.2 84.5 94.3 91.9 79.2 83.4 94.3 90.8
Old : 79.2 84.5 94.3 91.9 79.2 83.4 94.3 90.8
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, August 4, 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 : 30,843: 7,424 781 849 22,350 29,031 30,623 30,661: 220 182
Old : 30,843: 7,424 781 849 22,350 29,031 30,623 30,661: 220 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 507: -607 557 -214 1,334 168 513 511: -6 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 2.5 2.8 72.5 94.1 99.3 99.4: 0.7 0.6
Old : 100.0: 24.1 2.5 2.8 72.5 94.1 99.3 99.4: 0.7 0.6
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 : 32: 9 8 1 9 8 18 17:
Old : 32: 9 8 1 9 8 18 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 : 85.2 85.7 96.1 97.0 55.9 63.7 66.3 67.9
Old : 85.2 85.7 96.1 97.0 55.9 63.7 66.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2009