WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 427,163: 76,275 96,734 118,124 202,558 162,367 396,957 377,225: 30,206 49,938
Old : 372,950: 62,931 82,322 102,905 179,768 145,548 345,604 330,775: 27,347 42,175
Other: 54,213: 23,679 24,746 4,885 22,789 16,819 51,354 46,450: 2,859 7,763
: : :
: : Changes in Commitments from: August 11, 2009 :
: 11,693: -1,742 1,035 3,546 9,482 5,491 11,286 10,072: 407 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 22.6 27.7 47.4 38.0 92.9 88.3: 7.1 11.7
Old : 100.0: 16.9 22.1 27.6 48.2 39.0 92.7 88.7: 7.3 11.3
Other: 100.0: 43.7 45.6 9.0 42.0 31.0 94.7 85.7: 5.3 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 101 146 162 89 104 308 327:
Old : 390: 123 139 150 89 101 303 314:
Other: 160: 24 57 30 33 67 77 138:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 11.4 32.2 18.4 19.1 9.0 30.3 14.7
Old : 21.9 12.4 33.0 20.3 20.2 9.8 30.3 16.1
Other: 63.8 27.3 70.8 37.6 62.3 26.2 69.0 36.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 1,321,382: 215,162 131,335 397,814 586,284 546,321 1,199,260 1,075,471: 122,122 245,911
Old : 172,608: 31,640 20,755 50,160 68,557 80,931 150,358 151,846: 22,250 20,762
Other: 1,148,774: 213,546 140,605 317,630 517,727 465,390 1,048,902 923,625: 99,872 225,149
: : :
: : Changes in Commitments from: August 11, 2009 :
: -8,927: -7,173 13,941 193 9,683 -13,118 2,704 1,017: -11,632 -9,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.9 30.1 44.4 41.3 90.8 81.4: 9.2 18.6
Old : 100.0: 18.3 12.0 29.1 39.7 46.9 87.1 88.0: 12.9 12.0
Other: 100.0: 18.6 12.2 27.6 45.1 40.5 91.3 80.4: 8.7 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 696: 174 160 238 259 297 569 590:
Old : 485: 105 97 94 183 188 341 327:
Other: 679: 175 170 217 209 286 498 569:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 11.4 21.1 18.2 10.6 8.3 16.9 11.7
Old : 14.1 14.1 21.1 23.2 9.7 9.6 13.5 13.9
Other: 13.7 12.0 22.5 18.5 11.8 8.6 18.9 12.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 14,504: 1,270 2,358 1,472 9,483 8,514 12,225 12,344: 2,279 2,160
Old : 14,501: 1,271 2,358 1,471 9,483 8,514 12,225 12,343: 2,276 2,158
Other: 3: 0 1 0 0 0 0 1: 3 2
: : :
: : Changes in Commitments from: August 11, 2009 :
: 14: -78 -96 102 3 -117 27 -111: -13 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.3 10.1 65.4 58.7 84.3 85.1: 15.7 14.9
Old : 100.0: 8.8 16.3 10.1 65.4 58.7 84.3 85.1: 15.7 14.9
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 : 48: 9 14 8 15 14 29 35:
Old : 48: 10 14 8 15 14 29 35:
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 : 41.4 50.8 57.2 61.8 40.9 47.5 55.6 57.9
Old : 41.4 50.8 57.3 61.8 40.9 47.5 55.6 57.9
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 18, 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 : 567,153: 104,894 27,784 187,548 227,241 266,543 519,682 481,874: 47,470 85,278
Old : 538,105: 107,220 31,717 168,287 217,311 256,459 492,817 456,463: 45,288 81,642
Other: 29,048: 10,065 8,457 6,870 9,930 10,084 26,865 25,411: 2,183 3,637
: : :
: : Changes in Commitments from: August 11, 2009 :
: -12,083: -18,490 3,306 -150 10,461 -12,125 -8,179 -8,968: -3,904 -3,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 4.9 33.1 40.1 47.0 91.6 85.0: 8.4 15.0
Old : 100.0: 19.9 5.9 31.3 40.4 47.7 91.6 84.8: 8.4 15.2
Other: 100.0: 34.6 29.1 23.6 34.2 34.7 92.5 87.5: 7.5 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 485: 158 123 186 121 182 375 406:
Old : 483: 159 124 182 121 180 371 403:
Other: 184: 25 38 17 29 111 65 155:
:----------------------------------------------------------------------------------------------------
: 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 18.5 25.6 27.2 11.5 12.7 18.2 17.3
Old : 16.3 18.5 26.3 27.4 12.0 12.8 19.1 17.5
Other: 41.2 42.7 58.1 54.6 36.7 33.7 46.1 40.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,785: 21,765 2,981 442 10 4,127 22,217 7,550: 2,568 17,235
Old : 23,629: 20,770 2,967 437 10 3,824 21,217 7,228: 2,412 16,401
Other: 1,156: 995 14 5 0 303 1,000 322: 156 834
: : :
: : Changes in Commitments from: August 11, 2009 :
: 14: 470 172 6 0 -21 476 157: -462 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 12.0 1.8 0.0 16.7 89.6 30.5: 10.4 69.5
Old : 100.0: 87.9 12.6 1.8 0.0 16.2 89.8 30.6: 10.2 69.4
Other: 100.0: 86.1 1.2 0.4 0.0 26.2 86.5 27.9: 13.5 72.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 8 8 1 13 20 28:
Old : 39: 18 8 7 1 13 20 27:
Other: 21: 10 2 1 0 9 10 12:
:----------------------------------------------------------------------------------------------------
: 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 : 56.9 10.6 77.5 17.6 55.6 10.6 76.2 17.6
Old : 57.1 10.3 77.8 17.2 55.7 10.3 76.4 17.2
Other: 76.0 23.5 85.6 26.7 76.0 23.5 85.2 26.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 280,627: 30,608 32,051 83,082 139,349 146,276 253,039 261,409: 27,588 19,218
Old : 49,703: 16,566 6,867 7,125 21,068 32,975 44,759 46,966: 4,944 2,737
Other: 230,924: 31,208 42,350 58,791 118,281 113,302 208,280 214,443: 22,644 16,481
: : :
: : Changes in Commitments from: August 11, 2009 :
: -10,994: -3,392 -2,636 -403 -5,435 -5,581 -9,230 -8,620: -1,764 -2,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.4 29.6 49.7 52.1 90.2 93.2: 9.8 6.8
Old : 100.0: 33.3 13.8 14.3 42.4 66.3 90.1 94.5: 9.9 5.5
Other: 100.0: 13.5 18.3 25.5 51.2 49.1 90.2 92.9: 9.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 44 62 84 67 67 175 179:
Old : 135: 41 30 23 34 45 85 88:
Other: 205: 45 73 70 63 62 157 164:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 21.6 27.1 32.0 11.9 12.9 18.7 19.2
Old : 38.2 26.2 49.9 41.9 29.0 22.7 36.3 35.3
Other: 17.0 24.2 27.5 35.1 14.9 16.9 23.1 23.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 795,319: 66,050 196,205 41,344 579,744 469,002 687,138 706,552: 108,180 88,767
Old : 795,319: 66,050 196,205 41,344 579,744 469,002 687,138 706,552: 108,180 88,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 51,025: 1,739 16,320 15,250 32,826 29,974 49,814 61,543: 1,211 -10,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 24.7 5.2 72.9 59.0 86.4 88.8: 13.6 11.2
Old : 100.0: 8.3 24.7 5.2 72.9 59.0 86.4 88.8: 13.6 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 : 159: 23 38 30 76 81 124 124:
Old : 159: 23 38 30 76 81 124 124:
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 : 22.7 29.3 31.2 38.8 18.6 28.4 26.2 37.6
Old : 22.7 29.3 31.2 38.8 18.6 28.4 26.2 37.6
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 18, 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 : 188,898: 44,701 7,598 41,189 71,929 119,420 157,819 168,207: 31,079 20,691
Old : 36,238: 12,351 3,126 1,759 16,026 26,083 30,136 30,968: 6,101 5,270
Other: 152,660: 38,398 10,520 33,382 55,903 93,337 127,683 137,239: 24,978 15,422
: : :
: : Changes in Commitments from: August 11, 2009 :
: -13,873: -6,522 668 -425 -5,524 -11,817 -12,470 -11,574: -1,402 -2,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.0 21.8 38.1 63.2 83.5 89.0: 16.5 11.0
Old : 100.0: 34.1 8.6 4.9 44.2 72.0 83.2 85.5: 16.8 14.5
Other: 100.0: 25.2 6.9 21.9 36.6 61.1 83.6 89.9: 16.4 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 68 22 58 63 62 159 127:
Old : 117: 37 18 22 37 38 85 67:
Other: 170: 64 31 54 57 56 148 119:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 35.9 23.2 48.8 8.7 25.8 14.2 32.3
Old : 41.5 36.2 50.4 52.7 41.4 35.4 50.3 51.6
Other: 14.4 41.5 23.5 51.1 10.6 34.6 17.4 40.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 11,978: 3,189 660 2,083 4,756 7,924 10,028 10,667: 1,950 1,310
Old : 11,978: 3,189 660 2,083 4,756 7,924 10,028 10,667: 1,950 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 834: -475 206 333 1,212 128 1,070 667: -236 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.5 17.4 39.7 66.2 83.7 89.1: 16.3 10.9
Old : 100.0: 26.6 5.5 17.4 39.7 66.2 83.7 89.1: 16.3 10.9
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 : 63: 21 10 14 22 20 53 38:
Old : 63: 21 10 14 22 20 53 38:
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 : 26.6 42.0 41.4 56.5 25.4 34.3 35.5 47.8
Old : 26.6 42.0 41.4 56.5 25.4 34.3 35.5 47.8
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 18, 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 : 840,199: 232,415 73,009 53,986 465,249 600,994 751,650 727,989: 88,549 112,211
Old : 840,199: 232,415 73,009 53,986 465,249 600,994 751,650 727,989: 88,549 112,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 58,450: 26,290 11,638 7,482 17,680 42,134 51,451 61,254: 6,999 -2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 8.7 6.4 55.4 71.5 89.5 86.6: 10.5 13.4
Old : 100.0: 27.7 8.7 6.4 55.4 71.5 89.5 86.6: 10.5 13.4
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 : 185: 36 35 30 78 93 128 144:
Old : 185: 36 35 30 78 93 128 144:
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 : 25.6 26.8 37.6 36.4 24.9 26.0 33.2 34.8
Old : 25.6 26.8 37.6 36.4 24.9 26.0 33.2 34.8
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 18, 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 : 1,420,365: 90,437 161,305 127,067 962,183 781,446 1,179,686 1,069,817: 240,679 350,548
Old : 1,420,365: 90,437 161,305 127,067 962,183 781,446 1,179,686 1,069,817: 240,679 350,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -14,676: 4,343 -8,533 -24 -6,207 6,042 -1,888 -2,515: -12,788 -12,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.4 8.9 67.7 55.0 83.1 75.3: 16.9 24.7
Old : 100.0: 6.4 11.4 8.9 67.7 55.0 83.1 75.3: 16.9 24.7
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 : 215: 39 41 53 107 112 171 181:
Old : 215: 39 41 53 107 112 171 181:
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 : 16.2 15.2 26.1 21.4 12.9 8.7 19.9 13.2
Old : 16.2 15.2 26.1 21.4 12.9 8.7 19.9 13.2
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 18, 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 : 915,380: 130,027 99,505 41,158 573,279 590,354 744,464 731,017: 170,916 184,363
Old : 915,380: 130,027 99,505 41,158 573,279 590,354 744,464 731,017: 170,916 184,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 7,076: 14,790 -2,243 -4,746 -6,174 24,730 3,870 17,741: 3,205 -10,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 10.9 4.5 62.6 64.5 81.3 79.9: 18.7 20.1
Old : 100.0: 14.2 10.9 4.5 62.6 64.5 81.3 79.9: 18.7 20.1
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 : 145: 19 24 24 77 85 107 122:
Old : 145: 19 24 24 77 85 107 122:
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 : 28.0 15.4 37.5 25.6 21.0 14.1 29.5 23.0
Old : 28.0 15.4 37.5 25.6 21.0 14.1 29.5 23.0
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, August 18, 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 : 628,891: 114,799 22,509 208,331 265,251 354,213 588,381 585,053: 40,510 43,838
Old : 628,891: 114,799 22,509 208,331 265,251 354,213 588,381 585,053: 40,510 43,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 37,479: -4,686 -1,493 9,082 28,692 26,726 33,087 34,315: 4,391 3,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.6 33.1 42.2 56.3 93.6 93.0: 6.4 7.0
Old : 100.0: 18.3 3.6 33.1 42.2 56.3 93.6 93.0: 6.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 26 11 35 40 42 79 80:
Old : 91: 26 11 35 40 42 79 80:
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 29.6 46.2 46.2 16.0 16.0 21.7 23.1
Old : 27.9 29.6 46.2 46.2 16.0 16.0 21.7 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 12,347: 2,533 1,555 40 6,147 7,578 8,720 9,174: 3,627 3,174
Old : 12,347: 2,533 1,555 40 6,147 7,578 8,720 9,174: 3,627 3,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 123: 136 342 2 -257 -220 -119 124: 242 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.6 0.3 49.8 61.4 70.6 74.3: 29.4 25.7
Old : 100.0: 20.5 12.6 0.3 49.8 61.4 70.6 74.3: 29.4 25.7
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 : 22: 5 3 3 10 7 16 12:
Old : 22: 5 3 3 10 7 16 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 : 40.6 56.9 56.7 72.4 40.0 51.7 55.3 67.2
Old : 40.6 56.9 56.7 72.4 40.0 51.7 55.3 67.2
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 18, 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 : 72,079: 23,097 17,458 1,030 36,332 35,898 60,460 54,386: 11,619 17,693
Old : 72,079: 23,097 17,458 1,030 36,332 35,898 60,460 54,386: 11,619 17,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 3,516: 3,678 2,882 88 -985 894 2,781 3,865: 735 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 24.2 1.4 50.4 49.8 83.9 75.5: 16.1 24.5
Old : 100.0: 32.0 24.2 1.4 50.4 49.8 83.9 75.5: 16.1 24.5
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 : 87: 23 23 9 28 25 53 55:
Old : 87: 23 23 9 28 25 53 55:
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 34.1 39.4 48.4 25.1 32.8 38.2 44.1
Old : 25.5 34.1 39.4 48.4 25.1 32.8 38.2 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,352: 6,472 5,144 0 1,746 3,205 8,218 8,349: 134 3
Old : 8,352: 6,472 5,144 0 1,746 3,205 8,218 8,349: 134 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 61.6 0.0 20.9 38.4 98.4 100.0: 1.6 0.0
Old : 100.0: 77.5 61.6 0.0 20.9 38.4 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 5 0 2 2 13 7:
Old : 20: 11 5 0 2 2 13 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 : 76.3 92.8 93.5 100.0 76.3 92.8 93.5 100.0
Old : 76.3 92.8 93.5 100.0 76.3 92.8 93.5 100.0
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 18, 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 : 23,176: 3,640 1,903 90 19,373 20,809 23,103 22,802: 73 374
Old : 23,176: 3,640 1,903 90 19,373 20,809 23,103 22,802: 73 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 248: 816 -61 0 -584 309 232 248: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.2 0.4 83.6 89.8 99.7 98.4: 0.3 1.6
Old : 100.0: 15.7 8.2 0.4 83.6 89.8 99.7 98.4: 0.3 1.6
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 : 41: 5 12 1 11 15 17 27:
Old : 41: 5 12 1 11 15 17 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.5 84.8 95.0 91.3 83.5 84.0 95.0 90.5
Old : 83.5 84.8 95.0 91.3 83.5 84.0 95.0 90.5
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 18, 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 : 32,245: 5,013 327 1,141 26,024 30,585 32,178 32,053: 67 192
Old : 32,245: 5,013 327 1,141 26,024 30,585 32,178 32,053: 67 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -5,261: -1,359 -42 87 -3,973 -5,257 -5,245 -5,212: -16 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.0 3.5 80.7 94.9 99.8 99.4: 0.2 0.6
Old : 100.0: 15.5 1.0 3.5 80.7 94.9 99.8 99.4: 0.2 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 : 29: 7 5 1 10 9 17 15:
Old : 29: 7 5 1 10 9 17 15:
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 : 86.2 85.6 97.5 97.1 56.9 64.3 68.1 68.5
Old : 86.2 85.6 97.5 97.1 56.9 64.3 68.1 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2008