WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 17, 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 : 312,379: 60,446 77,701 74,918 149,693 111,703 285,057 264,322: 27,322 48,057
Old : 165,415: 47,872 67,394 24,369 77,773 47,066 150,014 138,829: 15,401 26,586
Other: 146,964: 45,847 43,580 17,276 71,920 64,637 135,043 125,493: 11,921 21,471
: : :
: : Changes in Commitments from: February 10, 2009 :
: 6,888: -650 1,770 5,176 2,965 416 7,491 7,362: -603 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 24.9 24.0 47.9 35.8 91.3 84.6: 8.7 15.4
Old : 100.0: 28.9 40.7 14.7 47.0 28.5 90.7 83.9: 9.3 16.1
Other: 100.0: 31.2 29.7 11.8 48.9 44.0 91.9 85.4: 8.1 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 56 136 156 70 86 256 309:
Old : 308: 77 113 92 47 67 186 241:
Other: 237: 44 95 61 53 77 141 203:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 9.8 33.9 16.8 18.2 8.9 30.1 14.7
Old : 24.8 13.6 38.7 22.9 24.6 13.5 38.3 22.7
Other: 36.9 12.3 48.6 20.9 36.8 11.2 47.4 18.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 17, 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 : 812,494: 158,872 157,792 122,465 415,671 349,348 697,008 629,605: 115,486 182,889
Old : 589,693: 111,885 156,442 80,843 303,951 232,571 496,679 469,856: 93,014 119,837
Other: 222,801: 81,841 36,204 6,768 111,720 116,777 200,329 159,749: 22,472 63,052
: : :
: : Changes in Commitments from: February 10, 2009 :
: 254: -2,699 18,652 -10,317 9,467 -12,642 -3,549 -4,307: 3,803 4,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 19.4 15.1 51.2 43.0 85.8 77.5: 14.2 22.5
Old : 100.0: 19.0 26.5 13.7 51.5 39.4 84.2 79.7: 15.8 20.3
Other: 100.0: 36.7 16.2 3.0 50.1 52.4 89.9 71.7: 10.1 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 114 142 164 185 212 409 445:
Old : 527: 115 137 148 181 200 391 415:
Other: 356: 71 75 29 72 173 155 270:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 12.6 22.6 19.8 13.3 11.9 21.2 17.4
Old : 13.5 13.5 21.7 21.0 13.4 12.9 21.4 19.1
Other: 31.2 15.8 46.9 25.6 31.2 14.6 46.2 22.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 17, 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 : 17,229: 1,316 2,396 149 13,614 11,939 15,079 14,484: 2,150 2,745
Old : 10,467: 1,090 2,256 84 7,642 6,072 8,816 8,412: 1,651 2,055
Other: 6,762: 286 200 5 5,972 5,867 6,263 6,072: 499 690
: : :
: : Changes in Commitments from: February 10, 2009 :
: -197: -74 382 -38 -84 -329 -196 15: -1 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.9 0.9 79.0 69.3 87.5 84.1: 12.5 15.9
Old : 100.0: 10.4 21.6 0.8 73.0 58.0 84.2 80.4: 15.8 19.6
Other: 100.0: 4.2 3.0 0.1 88.3 86.8 92.6 89.8: 7.4 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 14 4 19 11 28 27:
Old : 39: 8 12 2 15 10 23 24:
Other: 25: 4 2 1 13 10 18 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 : 48.9 57.6 66.5 67.0 35.3 35.1 44.9 43.6
Old : 44.4 48.8 61.3 60.7 39.6 33.6 50.0 44.9
Other: 67.9 74.1 82.2 87.6 41.9 46.1 50.4 51.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 17, 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 : 326,895: 67,587 34,307 60,060 156,846 167,542 284,493 261,909: 42,402 64,986
Old : 249,743: 50,737 34,982 35,737 128,820 135,000 215,294 205,719: 34,449 44,024
Other: 77,152: 31,184 13,659 9,989 28,026 32,542 69,199 56,190: 7,953 20,962
: : :
: : Changes in Commitments from: February 10, 2009 :
: 3,998: -4,877 3,631 3,511 4,926 -3,910 3,560 3,232: 438 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.5 18.4 48.0 51.3 87.0 80.1: 13.0 19.9
Old : 100.0: 20.3 14.0 14.3 51.6 54.1 86.2 82.4: 13.8 17.6
Other: 100.0: 40.4 17.7 12.9 36.3 42.2 89.7 72.8: 10.3 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 95 88 114 105 115 271 273:
Old : 325: 92 90 97 96 103 240 254:
Other: 192: 43 53 31 47 70 110 141:
:----------------------------------------------------------------------------------------------------
: 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 19.2 26.2 30.9 14.2 16.3 22.2 23.1
Old : 19.5 21.7 31.2 32.5 17.9 19.4 28.5 27.0
Other: 29.8 23.4 44.4 34.2 29.8 20.8 43.7 30.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 17, 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 : 212,982: 32,509 28,268 37,473 116,659 119,288 186,641 185,029: 26,341 27,953
Old : 181,889: 38,481 31,047 18,505 102,850 106,041 159,836 155,593: 22,053 26,296
Other: 31,093: 5,135 8,328 7,861 13,809 13,247 26,805 29,436: 4,288 1,657
: : :
: : Changes in Commitments from: February 10, 2009 :
: 4,295: 3,274 1,965 -2,173 4,028 1,712 5,129 1,504: -834 2,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.3 17.6 54.8 56.0 87.6 86.9: 12.4 13.1
Old : 100.0: 21.2 17.1 10.2 56.5 58.3 87.9 85.5: 12.1 14.5
Other: 100.0: 16.5 26.8 25.3 44.4 42.6 86.2 94.7: 13.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 46 41 56 63 56 148 145:
Old : 189: 53 43 52 60 52 142 138:
Other: 76: 17 19 13 31 18 58 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 : 18.5 27.6 29.2 39.4 14.2 25.8 23.5 34.7
Old : 18.9 31.9 30.8 42.9 17.1 30.5 28.2 41.1
Other: 41.1 55.4 58.0 72.4 25.9 37.1 39.0 51.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 17, 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 : 739,838: 43,731 130,263 8,983 577,474 448,446 630,188 587,692: 109,650 152,146
Old : 739,838: 43,731 130,263 8,983 577,474 448,446 630,188 587,692: 109,650 152,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 23,467: 5,839 7,178 1,368 12,014 16,106 19,221 24,652: 4,246 -1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 17.6 1.2 78.1 60.6 85.2 79.4: 14.8 20.6
Old : 100.0: 5.9 17.6 1.2 78.1 60.6 85.2 79.4: 14.8 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 18 37 17 61 67 93 107:
Old : 143: 18 37 17 61 67 93 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 27.5 46.6 34.7 32.6 24.7 43.4 31.7
Old : 34.0 27.5 46.6 34.7 32.6 24.7 43.4 31.7
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 17, 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 : 123,329: 20,920 10,367 10,961 65,415 78,143 97,296 99,471: 26,033 23,858
Old : 105,572: 19,707 11,049 7,184 55,769 64,848 82,660 83,081: 22,912 22,491
Other: 17,757: 3,592 1,697 1,398 9,646 13,295 14,636 16,390: 3,121 1,367
: : :
: : Changes in Commitments from: February 10, 2009 :
: -3,828: -4,699 -1,019 -154 2,226 -6,844 -2,627 -8,017: -1,201 4,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.4 8.9 53.0 63.4 78.9 80.7: 21.1 19.3
Old : 100.0: 18.7 10.5 6.8 52.8 61.4 78.3 78.7: 21.7 21.3
Other: 100.0: 20.2 9.6 7.9 54.3 74.9 82.4 92.3: 17.6 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 39 21 35 60 52 118 96:
Old : 136: 40 26 32 57 50 112 94:
Other: 66: 17 11 10 33 15 57 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 35.6 27.8 46.8 12.5 30.6 20.6 38.6
Old : 20.0 33.0 28.6 42.2 18.1 30.0 26.1 38.8
Other: 28.9 70.2 42.8 82.5 28.9 65.6 42.6 76.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 17, 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 : 7,330: 1,395 1,228 491 4,191 3,265 6,077 4,984: 1,253 2,346
Old : 5,472: 1,015 1,226 212 3,142 2,109 4,369 3,547: 1,103 1,925
Other: 1,858: 574 196 85 1,049 1,156 1,708 1,437: 150 421
: : :
: : Changes in Commitments from: February 10, 2009 :
: 307: 78 28 -166 106 -53 18 -191: 289 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 16.8 6.7 57.2 44.5 82.9 68.0: 17.1 32.0
Old : 100.0: 18.5 22.4 3.9 57.4 38.5 79.8 64.8: 20.2 35.2
Other: 100.0: 30.9 10.5 4.6 56.5 62.2 91.9 77.3: 8.1 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 9 5 19 16 30 29:
Old : 44: 10 9 4 19 11 30 23:
Other: 20: 1 5 2 3 12 6 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 34.0 48.6 44.7 33.7 32.9 45.7 40.4
Old : 26.3 39.0 43.5 47.4 26.2 36.1 41.4 44.0
Other: 87.4 34.8 91.9 57.4 82.6 34.8 82.6 56.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 17, 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 : 510,682: 79,083 60,627 3,083 336,787 368,294 418,953 432,004: 91,729 78,678
Old : 510,682: 79,083 60,627 3,083 336,787 368,294 418,953 432,004: 91,729 78,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 15,841: 13,310 -1,397 -13 1,019 12,396 14,316 10,986: 1,525 4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.9 0.6 65.9 72.1 82.0 84.6: 18.0 15.4
Old : 100.0: 15.5 11.9 0.6 65.9 72.1 82.0 84.6: 18.0 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 28 26 9 76 73 106 106:
Old : 156: 28 26 9 76 73 106 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 34.9 26.0 44.9 14.5 28.6 22.8 37.1
Old : 15.7 34.9 26.0 44.9 14.5 28.6 22.8 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, February 17, 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 : 1,066,453: 138,987 147,601 5,189 681,395 652,834 825,571 805,624: 240,882 260,829
Old : 1,066,453: 138,987 147,601 5,189 681,395 652,834 825,571 805,624: 240,882 260,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 11,607: -12,877 -12,338 -1,876 -12,050 8,543 -26,803 -5,671: 38,410 17,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.8 0.5 63.9 61.2 77.4 75.5: 22.6 24.5
Old : 100.0: 13.0 13.8 0.5 63.9 61.2 77.4 75.5: 22.6 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 : 204: 40 39 26 87 98 138 152:
Old : 204: 40 39 26 87 98 138 152:
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 : 22.8 18.0 33.7 24.6 21.6 13.8 31.2 19.9
Old : 22.8 18.0 33.7 24.6 21.6 13.8 31.2 19.9
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 17, 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 : 993,610: 98,510 111,571 12,333 706,323 681,535 817,166 805,439: 176,444 188,171
Old : 993,610: 98,510 111,571 12,333 706,323 681,535 817,166 805,439: 176,444 188,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 13,011: 5,388 -2,212 987 -4,723 1,672 1,652 447: 11,359 12,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 11.2 1.2 71.1 68.6 82.2 81.1: 17.8 18.9
Old : 100.0: 9.9 11.2 1.2 71.1 68.6 82.2 81.1: 17.8 18.9
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 : 136: 26 23 21 71 60 104 97:
Old : 136: 26 23 21 71 60 104 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 43.3 44.1 51.0 21.4 30.7 29.4 36.9
Old : 30.8 43.3 44.1 51.0 21.4 30.7 29.4 36.9
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 17, 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 : 387,680: 161,694 18,340 48,192 142,554 287,224 352,440 353,756: 35,240 33,924
Old : 387,680: 161,694 18,340 48,192 142,554 287,224 352,440 353,756: 35,240 33,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 20,904: 8,039 707 1,328 6,743 10,777 16,110 12,812: 4,794 8,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 4.7 12.4 36.8 74.1 90.9 91.2: 9.1 8.8
Old : 100.0: 41.7 4.7 12.4 36.8 74.1 90.9 91.2: 9.1 8.8
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 : 74: 26 10 25 32 24 68 51:
Old : 74: 26 10 25 32 24 68 51:
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 45.7 42.0 61.4 22.7 42.4 34.7 53.2
Old : 28.0 45.7 42.0 61.4 22.7 42.4 34.7 53.2
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 17, 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 : 22,428: 4,208 4,739 8 13,518 14,001 17,734 18,748: 4,694 3,680
Old : 22,428: 4,208 4,739 8 13,518 14,001 17,734 18,748: 4,694 3,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 1,391: 658 611 5 29 500 692 1,116: 699 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.1 0.0 60.3 62.4 79.1 83.6: 20.9 16.4
Old : 100.0: 18.8 21.1 0.0 60.3 62.4 79.1 83.6: 20.9 16.4
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 : 30: 5 8 3 11 6 19 14:
Old : 30: 5 8 3 11 6 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 62.0 68.2 75.5 49.0 62.0 68.2 75.4
Old : 49.0 62.0 68.2 75.5 49.0 62.0 68.2 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, February 17, 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 : 79,440: 25,021 16,185 369 33,939 46,399 59,329 62,953: 20,111 16,487
Old : 79,440: 25,021 16,185 369 33,939 46,399 59,329 62,953: 20,111 16,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 4,098: 2,152 -357 -4 -1,921 1,405 227 1,044: 3,871 3,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.4 0.5 42.7 58.4 74.7 79.2: 25.3 20.8
Old : 100.0: 31.5 20.4 0.5 42.7 58.4 74.7 79.2: 25.3 20.8
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 : 101: 27 27 4 27 27 55 57:
Old : 101: 27 27 4 27 27 55 57:
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 : 27.6 31.4 39.5 45.8 27.6 31.0 38.4 43.8
Old : 27.6 31.4 39.5 45.8 27.6 31.0 38.4 43.8
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 17, 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 : 32,036: 9,958 4,234 471 21,436 26,507 31,865 31,212: 171 824
Old : 32,036: 9,958 4,234 471 21,436 26,507 31,865 31,212: 171 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -4,074: 347 -2,008 384 -4,718 -3,214 -3,987 -4,838: -87 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 13.2 1.5 66.9 82.7 99.5 97.4: 0.5 2.6
Old : 100.0: 31.1 13.2 1.5 66.9 82.7 99.5 97.4: 0.5 2.6
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 : 42: 9 13 3 11 13 22 27:
Old : 42: 9 13 3 11 13 22 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 : 83.7 78.5 92.2 89.4 83.6 77.6 92.1 88.5
Old : 83.7 78.5 92.2 89.4 83.6 77.6 92.1 88.5
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 - Futures Only, February 17, 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 : 36,229: 10,974 1,674 1,790 21,118 32,624 33,882 36,088: 2,347 141
Old : 36,229: 10,974 1,674 1,790 21,118 32,624 33,882 36,088: 2,347 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 176: 24 606 143 214 -204 381 545: -205 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 4.6 4.9 58.3 90.0 93.5 99.6: 6.5 0.4
Old : 100.0: 30.3 4.6 4.9 58.3 90.0 93.5 99.6: 6.5 0.4
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 : 32: 9 9 3 11 7 20 19:
Old : 32: 9 9 3 11 7 20 19:
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 : 55.9 88.9 74.9 96.3 50.2 79.4 66.1 83.1
Old : 55.9 88.9 74.9 96.3 50.2 79.4 66.1 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2009