WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 31, 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 : 314,959: 65,390 77,054 72,539 149,318 119,390 287,247 268,983: 27,712 45,976
Old : 114,856: 48,675 60,333 1,986 51,652 37,937 102,313 100,256: 12,543 14,600
Other: 200,103: 61,956 61,962 25,312 97,666 81,453 184,934 168,727: 15,169 31,376
: : :
: : Changes in Commitments from: March 24, 2009 :
: 17,495: -868 8,438 11,793 5,833 -3,851 16,758 16,380: 737 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.5 23.0 47.4 37.9 91.2 85.4: 8.8 14.6
Old : 100.0: 42.4 52.5 1.7 45.0 33.0 89.1 87.3: 10.9 12.7
Other: 100.0: 31.0 31.0 12.6 48.8 40.7 92.4 84.3: 7.6 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 71 137 154 73 89 264 310:
Old : 296: 110 102 14 40 44 160 150:
Other: 303: 72 128 87 62 85 190 252:
:----------------------------------------------------------------------------------------------------
: 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 10.5 36.1 17.9 19.6 9.2 32.0 14.6
Old : 31.0 20.2 45.9 31.3 31.0 20.2 45.9 31.1
Other: 29.7 11.2 42.3 18.0 29.6 9.9 41.3 15.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 31, 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 : 811,140: 186,372 86,656 118,292 396,213 418,872 700,877 623,820: 110,263 187,320
Old : 549,977: 131,257 98,291 65,776 269,610 277,856 466,643 441,923: 83,334 108,054
Other: 261,163: 98,567 31,817 9,064 126,603 141,016 234,234 181,897: 26,929 79,266
: : :
: : Changes in Commitments from: March 24, 2009 :
: 23,869: 6,683 3,893 629 15,073 9,539 22,385 14,061: 1,484 9,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 10.7 14.6 48.8 51.6 86.4 76.9: 13.6 23.1
Old : 100.0: 23.9 17.9 12.0 49.0 50.5 84.8 80.4: 15.2 19.6
Other: 100.0: 37.7 12.2 3.5 48.5 54.0 89.7 69.6: 10.3 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 527: 127 110 152 174 225 394 424:
Old : 503: 121 121 114 158 206 345 382:
Other: 393: 87 82 33 89 188 187 294:
:----------------------------------------------------------------------------------------------------
: 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 15.6 25.1 22.0 14.0 12.0 22.1 17.4
Old : 16.4 17.8 27.6 24.4 14.8 12.7 24.3 18.4
Other: 30.0 14.8 43.5 22.6 29.9 13.7 43.2 20.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 31, 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 : 14,700: 1,742 2,251 404 9,828 9,348 11,974 12,003: 2,726 2,697
Old : 6,297: 870 2,021 0 3,823 2,627 4,693 4,648: 1,604 1,649
Other: 8,403: 1,276 634 0 6,005 6,721 7,281 7,355: 1,122 1,048
: : :
: : Changes in Commitments from: March 24, 2009 :
: 803: -53 233 197 315 95 459 525: 344 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.3 2.7 66.9 63.6 81.5 81.7: 18.5 18.3
Old : 100.0: 13.8 32.1 0.0 60.7 41.7 74.5 73.8: 25.5 26.2
Other: 100.0: 15.2 7.5 0.0 71.5 80.0 86.6 87.5: 13.4 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 11 2 20 10 28 22:
Old : 33: 6 9 0 16 3 22 12:
Other: 31: 6 4 0 16 10 22 14:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 55.1 52.0 65.4 29.5 40.6 41.7 49.0
Old : 41.1 51.1 54.6 64.8 41.1 50.7 54.6 64.4
Other: 43.9 67.6 63.0 81.4 41.2 64.6 55.3 72.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 31, 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 : 316,690: 84,467 44,131 46,052 148,370 162,905 278,889 253,088: 37,801 63,602
Old : 213,546: 63,582 42,968 16,170 106,811 119,652 186,563 178,790: 26,983 34,756
Other: 103,144: 39,065 19,343 11,702 41,559 43,253 92,326 74,298: 10,818 28,846
: : :
: : Changes in Commitments from: March 24, 2009 :
: 4,914: 5,209 -1,130 2,356 171 3,589 7,736 4,815: -2,822 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.9 14.5 46.9 51.4 88.1 79.9: 11.9 20.1
Old : 100.0: 29.8 20.1 7.6 50.0 56.0 87.4 83.7: 12.6 16.3
Other: 100.0: 37.9 18.8 11.3 40.3 41.9 89.5 72.0: 10.5 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 97 97 117 97 108 270 268:
Old : 322: 93 101 73 89 95 225 231:
Other: 229: 64 62 43 57 72 144 159:
:----------------------------------------------------------------------------------------------------
: 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 18.8 26.5 27.1 15.1 15.5 24.9 21.6
Old : 20.4 22.5 32.5 31.9 20.3 21.7 32.4 28.5
Other: 27.0 22.6 39.6 32.6 27.0 20.7 38.5 29.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,864: 10,046 1,175 464 0 1,612 10,510 3,251: 3,354 10,613
Old : 7,261: 4,655 1,175 330 0 814 4,985 2,319: 2,276 4,942
Other: 6,603: 5,391 0 134 0 798 5,525 932: 1,078 5,671
: : :
: : Changes in Commitments from: March 24, 2009 :
: 247: 575 -117 -195 0 122 380 -190: -133 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 8.5 3.3 0.0 11.6 75.8 23.4: 24.2 76.6
Old : 100.0: 64.1 16.2 4.5 0.0 11.2 68.7 31.9: 31.3 68.1
Other: 100.0: 81.6 0.0 2.0 0.0 12.1 83.7 14.1: 16.3 85.9
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 5 8 0 4 11 17:
Old : 20: 11 5 7 0 4 11 16:
Other: 14: 10 0 4 0 4 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 57.0 12.0 69.9 19.0 55.6 12.0 67.7 19.0
Old : 46.9 16.5 63.3 26.5 44.6 16.5 59.8 26.5
Other: 68.2 13.0 82.7 14.1 67.7 12.1 81.4 12.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 31, 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 : 208,168: 24,882 31,908 36,931 121,234 119,126 183,047 187,965: 25,121 20,203
Old : 168,240: 28,221 32,820 16,875 103,091 100,234 148,187 149,929: 20,053 18,311
Other: 39,928: 6,352 8,779 10,365 18,143 18,892 34,860 38,036: 5,068 1,892
: : :
: : Changes in Commitments from: March 24, 2009 :
: 418: 1,837 -6,814 540 571 9,975 2,948 3,701: -2,530 -3,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.3 17.7 58.2 57.2 87.9 90.3: 12.1 9.7
Old : 100.0: 16.8 19.5 10.0 61.3 59.6 88.1 89.1: 11.9 10.9
Other: 100.0: 15.9 22.0 26.0 45.4 47.3 87.3 95.3: 12.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 42 46 53 61 48 138 131:
Old : 175: 46 50 42 56 43 125 118:
Other: 93: 22 26 15 35 17 69 48:
:----------------------------------------------------------------------------------------------------
: 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 27.2 30.7 40.8 14.6 23.0 23.1 33.2
Old : 18.1 31.5 31.7 44.2 18.1 27.1 28.9 39.5
Other: 33.7 50.4 48.9 70.4 21.9 40.1 32.3 51.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 31, 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 : 720,074: 46,404 123,597 7,261 559,800 458,964 613,465 589,822: 106,609 130,252
Old : 720,074: 46,404 123,597 7,261 559,800 458,964 613,465 589,822: 106,609 130,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 11,329: 1,997 -12,876 776 10,673 20,184 13,446 8,084: -2,117 3,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 17.2 1.0 77.7 63.7 85.2 81.9: 14.8 18.1
Old : 100.0: 6.4 17.2 1.0 77.7 63.7 85.2 81.9: 14.8 18.1
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 : 147: 18 39 8 63 68 87 109:
Old : 147: 18 39 8 63 68 87 109:
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 : 34.8 32.3 45.5 40.2 33.1 32.2 42.7 40.1
Old : 34.8 32.3 45.5 40.2 33.1 32.2 42.7 40.1
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, March 31, 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 : 110,721: 30,819 6,861 11,761 43,468 76,175 86,048 94,797: 24,673 15,924
Old : 86,573: 28,669 7,866 6,042 31,308 59,081 66,019 72,989: 20,554 13,584
Other: 24,148: 5,345 2,190 2,524 12,160 17,094 20,029 21,808: 4,119 2,340
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,896: 1,693 -1,252 429 -2,677 1,232 -555 409: -1,341 -2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.2 10.6 39.3 68.8 77.7 85.6: 22.3 14.4
Old : 100.0: 33.1 9.1 7.0 36.2 68.2 76.3 84.3: 23.7 15.7
Other: 100.0: 22.1 9.1 10.5 50.4 70.8 82.9 90.3: 17.1 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 43 22 31 58 45 117 88:
Old : 137: 44 22 28 54 45 112 84:
Other: 78: 22 11 10 39 20 67 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 37.3 20.2 50.1 10.4 35.0 17.1 43.3
Old : 12.0 36.9 20.3 49.0 12.0 34.3 19.6 44.4
Other: 22.2 55.3 36.4 69.2 19.0 51.3 31.6 60.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 31, 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 : 6,915: 1,339 1,074 670 3,981 3,370 5,990 5,114: 925 1,801
Old : 4,245: 690 1,172 210 2,602 1,613 3,502 2,995: 743 1,250
Other: 2,670: 838 91 271 1,379 1,757 2,488 2,119: 182 551
: : :
: : Changes in Commitments from: March 24, 2009 :
: 186: 34 -33 288 -114 47 208 302: -22 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 15.5 9.7 57.6 48.7 86.6 74.0: 13.4 26.0
Old : 100.0: 16.3 27.6 4.9 61.3 38.0 82.5 70.6: 17.5 29.4
Other: 100.0: 31.4 3.4 10.1 51.6 65.8 93.2 79.4: 6.8 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 8 7 21 13 34 26:
Old : 43: 7 9 5 21 6 32 18:
Other: 21: 3 3 4 4 12 10 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 : 38.5 38.4 55.2 52.4 38.5 38.4 53.8 47.9
Old : 32.3 47.8 48.1 57.3 32.3 47.7 48.1 57.3
Other: 76.8 34.8 92.7 61.9 76.8 34.0 77.3 53.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 31, 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 : 503,851: 107,449 56,092 3,909 294,890 367,300 406,248 427,301: 97,603 76,550
Old : 503,851: 107,449 56,092 3,909 294,890 367,300 406,248 427,301: 97,603 76,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 12,485: 6,185 1,225 420 -7,824 13,034 -1,219 14,679: 13,704 -2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.1 0.8 58.5 72.9 80.6 84.8: 19.4 15.2
Old : 100.0: 21.3 11.1 0.8 58.5 72.9 80.6 84.8: 19.4 15.2
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 : 145: 27 28 7 63 67 95 97:
Old : 145: 27 28 7 63 67 95 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 : 14.9 32.7 26.6 43.3 12.9 27.7 23.2 37.0
Old : 14.9 32.7 26.6 43.3 12.9 27.7 23.2 37.0
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, March 31, 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 : 1,043,174: 116,758 163,499 6,106 694,424 622,393 817,288 791,998: 225,886 251,176
Old : 1,043,174: 116,758 163,499 6,106 694,424 622,393 817,288 791,998: 225,886 251,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 9,334: 22,742 27,832 -11,445 4,010 -25,304 15,307 -8,917: -5,973 18,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.7 0.6 66.6 59.7 78.3 75.9: 21.7 24.1
Old : 100.0: 11.2 15.7 0.6 66.6 59.7 78.3 75.9: 21.7 24.1
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 : 190: 30 39 14 87 80 123 127:
Old : 190: 30 39 14 87 80 123 127:
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 : 22.9 24.3 34.5 31.7 21.7 21.2 31.9 28.0
Old : 22.9 24.3 34.5 31.7 21.7 21.2 31.9 28.0
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, March 31, 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 : 838,895: 86,079 93,285 3,095 570,731 581,810 659,905 678,190: 178,990 160,705
Old : 838,895: 86,079 93,285 3,095 570,731 581,810 659,905 678,190: 178,990 160,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -43,206: -20,076 3,176 733 -24,455 -51,821 -43,798 -47,912: 592 4,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.1 0.4 68.0 69.4 78.7 80.8: 21.3 19.2
Old : 100.0: 10.3 11.1 0.4 68.0 69.4 78.7 80.8: 21.3 19.2
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 : 124: 19 24 8 59 60 82 88:
Old : 124: 19 24 8 59 60 82 88:
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 : 30.0 31.4 41.9 41.0 12.8 18.6 21.1 25.0
Old : 30.0 31.4 41.9 41.0 12.8 18.6 21.1 25.0
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 - Futures Only, March 31, 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 : 432,096: 173,395 14,433 45,359 179,416 343,794 398,170 403,586: 33,926 28,510
Old : 432,096: 173,395 14,433 45,359 179,416 343,794 398,170 403,586: 33,926 28,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 21,541: 17,179 -1,851 -1,042 9,129 26,642 25,266 23,749: -3,725 -2,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 3.3 10.5 41.5 79.6 92.1 93.4: 7.9 6.6
Old : 100.0: 40.1 3.3 10.5 41.5 79.6 92.1 93.4: 7.9 6.6
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 : 86: 28 11 26 37 29 76 60:
Old : 86: 28 11 26 37 29 76 60:
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 : 25.9 45.8 43.1 62.0 20.8 44.1 33.0 50.7
Old : 25.9 45.8 43.1 62.0 20.8 44.1 33.0 50.7
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, March 31, 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 : 8,226: 3,479 1,044 0 1,932 3,832 5,411 4,876: 2,815 3,350
Old : 8,226: 3,479 1,044 0 1,932 3,832 5,411 4,876: 2,815 3,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,586: 436 258 0 -504 21 -68 279: -1,518 -1,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 12.7 0.0 23.5 46.6 65.8 59.3: 34.2 40.7
Old : 100.0: 42.3 12.7 0.0 23.5 46.6 65.8 59.3: 34.2 40.7
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 : 21: 6 3 0 7 5 13 8:
Old : 21: 6 3 0 7 5 13 8:
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 : 36.0 43.4 52.3 59.3 36.0 43.4 52.3 59.3
Old : 36.0 43.4 52.3 59.3 36.0 43.4 52.3 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, March 31, 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 : 50,945: 15,082 12,805 159 25,518 25,310 40,759 38,274: 10,186 12,671
Old : 50,945: 15,082 12,805 159 25,518 25,310 40,759 38,274: 10,186 12,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 3,538: 1,606 14 -86 2,525 4,850 4,045 4,778: -507 -1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 25.1 0.3 50.1 49.7 80.0 75.1: 20.0 24.9
Old : 100.0: 29.6 25.1 0.3 50.1 49.7 80.0 75.1: 20.0 24.9
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 : 82: 22 20 3 24 25 47 47:
Old : 82: 22 20 3 24 25 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 24.8 42.3 37.8 24.8 24.4 37.3 33.5
Old : 25.5 24.8 42.3 37.8 24.8 24.4 37.3 33.5
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, March 31, 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 : 21,845: 10,442 5,661 114 11,108 15,950 21,664 21,725: 181 120
Old : 21,845: 10,442 5,661 114 11,108 15,950 21,664 21,725: 181 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 720: 947 -216 -4 -321 995 622 775: 98 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 25.9 0.5 50.8 73.0 99.2 99.5: 0.8 0.5
Old : 100.0: 47.8 25.9 0.5 50.8 73.0 99.2 99.5: 0.8 0.5
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 : 46: 12 14 2 9 13 23 27:
Old : 46: 12 14 2 9 13 23 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 : 69.4 62.3 87.9 82.6 69.4 53.6 82.1 73.2
Old : 69.4 62.3 87.9 82.6 69.4 53.6 82.1 73.2
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, March 31, 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 : 22,218: 8,936 1,090 1,784 11,253 19,287 21,973 22,161: 245 57
Old : 22,218: 8,936 1,090 1,784 11,253 19,287 21,973 22,161: 245 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -5,541: -3,069 122 1,486 -4,017 -7,066 -5,600 -5,458: 59 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 4.9 8.0 50.6 86.8 98.9 99.7: 1.1 0.3
Old : 100.0: 40.2 4.9 8.0 50.6 86.8 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 10 7 3 11 7 22 16:
Old : 31: 10 7 3 11 7 22 16:
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 : 66.7 78.3 85.3 96.2 57.7 70.7 73.9 82.0
Old : 66.7 78.3 85.3 96.2 57.7 70.7 73.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2009