WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 10, 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 : 305,491: 61,096 75,931 69,742 146,728 111,287 277,566 256,960: 27,925 48,531
Old : 165,771: 47,584 67,409 21,774 77,680 47,515 147,038 136,698: 18,733 29,073
Other: 139,720: 45,032 40,042 16,448 69,048 63,772 130,528 120,262: 9,192 19,458
: : :
: : Changes in Commitments from: February 3, 2009 :
: 21,739: 2,121 6,865 20,228 -2,380 -5,585 19,969 21,508: 1,770 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 24.9 22.8 48.0 36.4 90.9 84.1: 9.1 15.9
Old : 100.0: 28.7 40.7 13.1 46.9 28.7 88.7 82.5: 11.3 17.5
Other: 100.0: 32.2 28.7 11.8 49.4 45.6 93.4 86.1: 6.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 52 127 143 70 85 244 292:
Old : 293: 73 106 84 48 64 177 224:
Other: 234: 41 93 61 53 77 139 201:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 10.3 35.1 17.5 19.4 9.8 31.6 15.7
Old : 26.1 13.5 39.8 23.9 26.1 13.5 39.8 23.8
Other: 38.7 13.1 51.0 21.5 38.6 12.1 48.6 19.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 10, 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 : 812,240: 161,571 139,140 132,782 406,204 361,990 700,557 633,912: 111,683 178,328
Old : 596,379: 116,214 140,874 88,789 298,942 246,438 503,945 476,101: 92,434 120,278
Other: 215,861: 82,251 35,160 7,099 107,262 115,552 196,612 157,811: 19,249 58,050
: : :
: : Changes in Commitments from: February 3, 2009 :
: -5,028: 6,683 48 -5,445 -1,612 6,280 -374 883: -4,654 -5,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.1 16.3 50.0 44.6 86.3 78.0: 13.8 22.0
Old : 100.0: 19.5 23.6 14.9 50.1 41.3 84.5 79.8: 15.5 20.2
Other: 100.0: 38.1 16.3 3.3 49.7 53.5 91.1 73.1: 8.9 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 117 132 161 187 221 413 445:
Old : 532: 124 127 139 181 209 393 411:
Other: 360: 70 73 28 70 177 153 273:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 12.6 22.5 19.9 13.3 11.8 21.2 18.3
Old : 13.2 13.3 21.5 21.0 13.2 12.8 21.4 19.4
Other: 31.8 16.2 47.4 26.0 31.7 14.8 47.0 23.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 10, 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 : 17,426: 1,390 2,014 187 13,698 12,268 15,275 14,469: 2,151 2,957
Old : 10,286: 1,304 2,019 110 7,198 5,908 8,612 8,037: 1,674 2,249
Other: 7,140: 146 55 17 6,500 6,360 6,663 6,432: 477 708
: : :
: : Changes in Commitments from: February 3, 2009 :
: -228: 249 -377 -306 -277 -215 -334 -898: 106 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.6 1.1 78.6 70.4 87.7 83.0: 12.3 17.0
Old : 100.0: 12.7 19.6 1.1 70.0 57.4 83.7 78.1: 16.3 21.9
Other: 100.0: 2.0 0.8 0.2 91.0 89.1 93.3 90.1: 6.7 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 12 4 19 12 29 26:
Old : 40: 9 11 2 16 9 25 22:
Other: 23: 4 1 2 11 11 16 13:
:----------------------------------------------------------------------------------------------------
: 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 : 46.7 58.7 64.2 67.6 36.4 40.3 48.5 48.7
Old : 41.1 48.4 56.8 60.7 40.2 37.4 51.0 49.4
Other: 70.3 75.7 87.9 87.8 50.1 51.8 58.6 56.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 10, 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 : 322,897: 72,464 30,676 56,549 151,920 171,452 280,933 258,677: 41,964 64,220
Old : 250,020: 54,151 33,749 34,086 126,713 137,989 214,950 205,824: 35,070 44,196
Other: 72,877: 31,334 9,948 9,442 25,207 33,463 65,983 52,853: 6,894 20,024
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,828: 1,595 -3,203 -6,279 1,712 9,144 -2,972 -338: 1,144 -1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.5 17.5 47.0 53.1 87.0 80.1: 13.0 19.9
Old : 100.0: 21.7 13.5 13.6 50.7 55.2 86.0 82.3: 14.0 17.7
Other: 100.0: 43.0 13.7 13.0 34.6 45.9 90.5 72.5: 9.5 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 100 83 113 91 113 266 266:
Old : 323: 92 97 90 85 99 236 240:
Other: 188: 57 40 29 40 70 108 135:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 20.0 26.8 30.5 14.3 16.3 22.2 23.1
Old : 19.8 21.0 32.0 31.6 17.8 18.8 28.1 25.3
Other: 30.6 25.0 43.3 35.4 30.6 24.3 42.2 32.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 10, 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 : 208,687: 29,235 26,303 39,646 112,631 117,576 181,512 183,525: 27,175 25,162
Old : 178,088: 35,095 29,273 20,970 98,642 103,871 154,707 154,114: 23,381 23,974
Other: 30,599: 4,968 7,858 7,848 13,989 13,705 26,805 29,411: 3,794 1,188
: : :
: : Changes in Commitments from: February 3, 2009 :
: -5,725: 557 -1,710 -3,036 -8,573 -1,836 -11,052 -6,582: 5,327 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 12.6 19.0 54.0 56.3 87.0 87.9: 13.0 12.1
Old : 100.0: 19.7 16.4 11.8 55.4 58.3 86.9 86.5: 13.1 13.5
Other: 100.0: 16.2 25.7 25.6 45.7 44.8 87.6 96.1: 12.4 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 42 37 61 63 60 147 144:
Old : 183: 45 41 56 59 57 139 138:
Other: 77: 19 15 13 31 19 59 40:
:----------------------------------------------------------------------------------------------------
: 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 27.5 27.4 38.9 12.5 25.9 21.9 34.4
Old : 17.0 30.3 28.8 40.9 15.1 29.9 26.3 39.4
Other: 42.4 55.8 61.7 73.0 29.9 37.9 43.8 52.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 10, 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 : 716,371: 37,892 123,085 7,615 565,460 432,340 610,967 563,040: 105,404 153,331
Old : 716,371: 37,892 123,085 7,615 565,460 432,340 610,967 563,040: 105,404 153,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -899: -1,082 -4,638 76 -1,732 -2,781 -2,738 -7,343: 1,839 6,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 17.2 1.1 78.9 60.4 85.3 78.6: 14.7 21.4
Old : 100.0: 5.3 17.2 1.1 78.9 60.4 85.3 78.6: 14.7 21.4
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 : 136: 16 33 16 60 68 88 105:
Old : 136: 16 33 16 60 68 88 105:
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 : 34.5 27.5 46.8 35.1 32.7 26.2 43.5 33.6
Old : 34.5 27.5 46.8 35.1 32.7 26.2 43.5 33.6
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 - Futures Only, February 10, 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 : 127,157: 25,619 11,386 11,115 63,189 84,987 99,923 107,488: 27,234 19,669
Old : 110,058: 23,481 11,876 8,656 53,093 71,344 85,230 91,876: 24,828 18,182
Other: 17,099: 3,592 964 1,005 10,096 13,643 14,693 15,612: 2,406 1,487
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,377: 2,060 1,144 -3,596 -135 1,986 -1,671 -466: 294 -911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 9.0 8.7 49.7 66.8 78.6 84.5: 21.4 15.5
Old : 100.0: 21.3 10.8 7.9 48.2 64.8 77.4 83.5: 22.6 16.5
Other: 100.0: 21.0 5.6 5.9 59.0 79.8 85.9 91.3: 14.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 37 25 35 60 52 119 96:
Old : 139: 37 29 33 56 51 113 95:
Other: 64: 17 8 10 33 15 56 29:
:----------------------------------------------------------------------------------------------------
: 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 36.5 25.4 49.9 10.4 31.7 18.7 39.6
Old : 17.3 36.3 27.6 47.6 16.7 32.5 25.6 41.0
Other: 27.7 69.6 44.0 81.0 27.6 65.9 41.7 74.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,023: 1,317 1,200 657 4,085 3,318 6,059 5,175: 964 1,848
Old : 5,673: 1,341 1,312 401 3,020 2,435 4,762 4,148: 911 1,525
Other: 1,350: 119 31 113 1,065 883 1,297 1,027: 53 323
: : :
: : Changes in Commitments from: February 3, 2009 :
: -728: 119 -222 24 -574 -357 -431 -555: -297 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.1 9.4 58.2 47.2 86.3 73.7: 13.7 26.3
Old : 100.0: 23.6 23.1 7.1 53.2 42.9 83.9 73.1: 16.1 26.9
Other: 100.0: 8.8 2.3 8.4 78.9 65.4 96.1 76.1: 3.9 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 9 7 18 12 32 26:
Old : 44: 10 10 6 17 11 30 25:
Other: 17: 4 3 4 4 8 10 13:
:----------------------------------------------------------------------------------------------------
: 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 : 35.2 36.5 50.4 50.5 35.2 36.3 47.8 45.8
Old : 30.9 39.1 48.4 51.6 30.9 37.6 46.5 47.5
Other: 85.6 44.4 95.2 71.5 79.5 42.1 79.9 58.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 10, 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 : 494,841: 65,773 62,024 3,096 335,768 355,898 404,637 421,018: 90,204 73,823
Old : 494,841: 65,773 62,024 3,096 335,768 355,898 404,637 421,018: 90,204 73,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 18,591: -1,788 3,447 13 16,515 15,645 14,740 19,105: 3,851 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.5 0.6 67.9 71.9 81.8 85.1: 18.2 14.9
Old : 100.0: 13.3 12.5 0.6 67.9 71.9 81.8 85.1: 18.2 14.9
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 : 159: 26 29 7 77 75 105 109:
Old : 159: 26 29 7 77 75 105 109:
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 : 17.7 32.8 27.6 42.9 16.6 26.1 24.2 34.6
Old : 17.7 32.8 27.6 42.9 16.6 26.1 24.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, February 10, 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 : 1,054,846: 151,864 159,939 7,065 693,445 644,291 852,374 811,295: 202,472 243,551
Old : 1,054,846: 151,864 159,939 7,065 693,445 644,291 852,374 811,295: 202,472 243,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -13,383: 20,139 26,392 -425 -49,907 -20,479 -30,193 5,488: 16,810 -18,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 15.2 0.7 65.7 61.1 80.8 76.9: 19.2 23.1
Old : 100.0: 14.4 15.2 0.7 65.7 61.1 80.8 76.9: 19.2 23.1
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 : 206: 43 38 23 88 95 140 147:
Old : 206: 43 38 23 88 95 140 147:
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 : 24.2 16.2 34.9 22.8 22.5 11.5 31.7 17.6
Old : 24.2 16.2 34.9 22.8 22.5 11.5 31.7 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 10, 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 : 980,599: 93,122 113,783 11,346 711,046 679,863 815,514 804,992: 165,085 175,607
Old : 980,599: 93,122 113,783 11,346 711,046 679,863 815,514 804,992: 165,085 175,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 26,835: -1,948 220 7,181 30,771 67,189 36,004 74,590: -9,169 -47,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.6 1.2 72.5 69.3 83.2 82.1: 16.8 17.9
Old : 100.0: 9.5 11.6 1.2 72.5 69.3 83.2 82.1: 16.8 17.9
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 : 138: 29 24 17 68 57 105 90:
Old : 138: 29 24 17 68 57 105 90:
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 : 31.2 44.0 43.8 52.2 21.1 31.0 29.7 37.6
Old : 31.2 44.0 43.8 52.2 21.1 31.0 29.7 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 10, 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 : 366,776: 153,655 17,633 46,864 135,811 276,447 336,330 340,944: 30,446 25,832
Old : 366,776: 153,655 17,633 46,864 135,811 276,447 336,330 340,944: 30,446 25,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 22,498: 50 -1,190 8,736 12,650 17,826 21,436 25,372: 1,062 -2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 4.8 12.8 37.0 75.4 91.7 93.0: 8.3 7.0
Old : 100.0: 41.9 4.8 12.8 37.0 75.4 91.7 93.0: 8.3 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 : 76: 24 10 23 33 25 70 50:
Old : 76: 24 10 23 33 25 70 50:
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 46.4 43.0 62.5 22.9 42.4 35.5 55.3
Old : 28.8 46.4 43.0 62.5 22.9 42.4 35.5 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 10, 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 : 21,037: 3,550 4,128 3 13,489 13,501 17,042 17,632: 3,995 3,405
Old : 21,037: 3,550 4,128 3 13,489 13,501 17,042 17,632: 3,995 3,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 2,391: -966 -147 3 3,214 2,395 2,251 2,251: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.6 0.0 64.1 64.2 81.0 83.8: 19.0 16.2
Old : 100.0: 16.9 19.6 0.0 64.1 64.2 81.0 83.8: 19.0 16.2
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 : 29: 5 7 3 11 6 19 13:
Old : 29: 5 7 3 11 6 19 13:
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 : 51.1 63.4 69.5 77.2 51.1 63.4 69.5 77.2
Old : 51.1 63.4 69.5 77.2 51.1 63.4 69.5 77.2
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 - Futures Only, February 10, 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 : 75,342: 22,869 16,542 373 35,860 44,994 59,102 61,909: 16,240 13,433
Old : 75,342: 22,869 16,542 373 35,860 44,994 59,102 61,909: 16,240 13,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -2,098: -1,386 -1,136 -36 -2,660 937 -4,082 -235: 1,984 -1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 22.0 0.5 47.6 59.7 78.4 82.2: 21.6 17.8
Old : 100.0: 30.4 22.0 0.5 47.6 59.7 78.4 82.2: 21.6 17.8
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 : 96: 25 27 8 25 26 52 59:
Old : 96: 25 27 8 25 26 52 59:
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 : 31.8 30.5 44.0 45.2 31.8 30.2 43.3 44.1
Old : 31.8 30.5 44.0 45.2 31.8 30.2 43.3 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, February 10, 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 : 36,110: 9,611 6,242 87 26,154 29,721 35,852 36,050: 258 60
Old : 36,110: 9,611 6,242 87 26,154 29,721 35,852 36,050: 258 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: 6,302: 76 837 -70 6,634 5,685 6,640 6,452: -338 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 17.3 0.2 72.4 82.3 99.3 99.8: 0.7 0.2
Old : 100.0: 26.6 17.3 0.2 72.4 82.3 99.3 99.8: 0.7 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 : 42: 9 13 2 10 13 21 26:
Old : 42: 9 13 2 10 13 21 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 : 87.5 80.7 95.1 92.1 87.5 79.9 95.1 91.4
Old : 87.5 80.7 95.1 92.1 87.5 79.9 95.1 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, February 10, 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 : 36,053: 10,950 1,068 1,647 20,904 32,828 33,501 35,543: 2,552 510
Old : 36,053: 10,950 1,068 1,647 20,904 32,828 33,501 35,543: 2,552 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -869: 202 -89 6 -2,484 -974 -2,276 -1,057: 1,407 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 3.0 4.6 58.0 91.1 92.9 98.6: 7.1 1.4
Old : 100.0: 30.4 3.0 4.6 58.0 91.1 92.9 98.6: 7.1 1.4
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 : 31: 10 7 3 11 7 21 17:
Old : 31: 10 7 3 11 7 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 89.2 77.1 96.8 53.2 80.7 69.0 84.7
Old : 57.8 89.2 77.1 96.8 53.2 80.7 69.0 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2009