WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 7, 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 : 315,317: 67,766 74,271 66,583 153,526 130,537 287,875 271,391: 27,442 43,926
Old : 94,619: 39,565 42,202 1,689 43,468 39,223 84,722 83,114: 9,897 11,505
Other: 220,698: 63,073 66,941 30,022 110,058 91,314 203,153 188,277: 17,545 32,421
: : :
: : Changes in Commitments from: March 31, 2009 :
: 358: 2,376 -2,783 -5,956 4,208 11,147 628 2,408: -270 -2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 23.6 21.1 48.7 41.4 91.3 86.1: 8.7 13.9
Old : 100.0: 41.8 44.6 1.8 45.9 41.5 89.5 87.8: 10.5 12.2
Other: 100.0: 28.6 30.3 13.6 49.9 41.4 92.1 85.3: 7.9 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 72 130 152 72 98 264 315:
Old : 280: 100 96 15 34 52 146 151:
Other: 319: 72 132 86 65 94 189 272:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 12.3 36.6 19.6 20.6 11.4 32.9 17.5
Old : 35.4 23.4 49.1 34.3 35.4 23.4 49.1 34.2
Other: 26.2 12.0 41.3 20.0 26.0 11.5 40.0 17.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 7, 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 : 837,770: 189,951 81,966 138,025 402,486 430,817 730,462 650,808: 107,308 186,962
Old : 560,750: 139,660 100,381 72,276 268,801 280,581 480,737 453,238: 80,013 107,512
Other: 277,020: 105,656 36,950 10,384 133,685 150,236 249,725 197,570: 27,295 79,450
: : :
: : Changes in Commitments from: March 31, 2009 :
: 26,630: 3,579 -4,690 19,733 6,273 11,945 29,585 26,988: -2,955 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.8 16.5 48.0 51.4 87.2 77.7: 12.8 22.3
Old : 100.0: 24.9 17.9 12.9 47.9 50.0 85.7 80.8: 14.3 19.2
Other: 100.0: 38.1 13.3 3.7 48.3 54.2 90.1 71.3: 9.9 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 135 112 173 175 233 411 453:
Old : 525: 132 118 131 158 214 364 404:
Other: 408: 91 89 39 82 194 187 310:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 15.1 24.8 21.5 14.3 11.7 22.0 16.9
Old : 15.9 17.1 26.7 23.5 14.8 12.8 24.2 18.2
Other: 28.8 14.5 42.2 22.9 28.8 13.5 41.4 20.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 7, 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 : 15,370: 2,206 2,278 600 9,757 10,001 12,563 12,879: 2,807 2,491
Old : 5,929: 1,168 1,917 0 3,145 2,602 4,313 4,519: 1,616 1,410
Other: 9,441: 1,637 960 1 6,612 7,399 8,250 8,360: 1,191 1,081
: : :
: : Changes in Commitments from: March 31, 2009 :
: 670: 464 27 196 -71 653 589 876: 81 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 14.8 3.9 63.5 65.1 81.7 83.8: 18.3 16.2
Old : 100.0: 19.7 32.3 0.0 53.0 43.9 72.7 76.2: 27.3 23.8
Other: 100.0: 17.3 10.2 0.0 70.0 78.4 87.4 88.5: 12.6 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 13 3 20 12 30 27:
Old : 34: 6 10 0 13 6 19 16:
Other: 33: 7 5 1 15 11 23 16:
:----------------------------------------------------------------------------------------------------
: 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 54.9 48.5 66.2 28.2 40.1 39.5 48.3
Old : 45.5 50.6 62.5 64.6 45.5 50.5 62.5 64.5
Other: 42.6 65.9 64.3 80.1 41.3 60.7 58.1 70.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 7, 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 : 338,305: 98,460 32,809 50,417 147,354 189,103 296,231 272,329: 42,074 65,976
Old : 223,617: 73,740 36,878 17,669 100,609 132,937 192,018 187,484: 31,599 36,133
Other: 114,688: 46,885 18,096 10,583 46,745 56,166 104,213 84,845: 10,475 29,843
: : :
: : Changes in Commitments from: March 31, 2009 :
: 21,615: 13,993 -11,322 4,365 -1,016 26,198 17,342 19,241: 4,273 2,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 9.7 14.9 43.6 55.9 87.6 80.5: 12.4 19.5
Old : 100.0: 33.0 16.5 7.9 45.0 59.4 85.9 83.8: 14.1 16.2
Other: 100.0: 40.9 15.8 9.2 40.8 49.0 90.9 74.0: 9.1 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 108 81 115 98 126 275 272:
Old : 332: 99 87 75 88 110 233 234:
Other: 241: 68 56 43 60 86 153 165:
:----------------------------------------------------------------------------------------------------
: 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 20.6 24.7 29.3 14.3 17.3 23.1 23.9
Old : 19.7 22.5 30.9 31.2 19.6 21.9 30.9 29.1
Other: 24.7 27.8 36.5 36.2 24.7 26.2 36.1 32.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 7, 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 : 207,618: 26,948 26,842 38,004 112,447 122,152 177,399 186,998: 30,219 20,620
Old : 165,895: 29,444 28,535 17,901 93,951 100,972 141,296 147,408: 24,599 18,487
Other: 41,723: 6,791 7,594 10,816 18,496 21,180 36,103 39,590: 5,620 2,133
: : :
: : Changes in Commitments from: March 31, 2009 :
: -550: 2,066 -5,066 1,073 -8,787 3,026 -5,648 -967: 5,098 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.9 18.3 54.2 58.8 85.4 90.1: 14.6 9.9
Old : 100.0: 17.7 17.2 10.8 56.6 60.9 85.2 88.9: 14.8 11.1
Other: 100.0: 16.3 18.2 25.9 44.3 50.8 86.5 94.9: 13.5 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 45 38 53 62 52 146 125:
Old : 174: 49 41 42 54 47 129 113:
Other: 90: 21 22 18 38 18 72 47:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 27.9 29.0 41.2 13.6 26.1 22.2 36.3
Old : 18.1 29.9 30.7 43.0 17.0 29.3 28.0 41.8
Other: 30.4 47.2 44.5 68.3 18.6 38.2 29.9 54.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 7, 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 : 726,363: 39,760 125,111 9,767 576,971 458,510 626,498 593,388: 99,865 132,975
Old : 726,363: 39,760 125,111 9,767 576,971 458,510 626,498 593,388: 99,865 132,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 6,289: -6,644 1,514 2,506 17,171 -454 13,033 3,566: -6,744 2,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.2 1.3 79.4 63.1 86.3 81.7: 13.7 18.3
Old : 100.0: 5.5 17.2 1.3 79.4 63.1 86.3 81.7: 13.7 18.3
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 : 151: 19 41 13 68 65 96 110:
Old : 151: 19 41 13 68 65 96 110:
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 : 35.3 33.6 48.0 41.9 33.9 33.5 45.2 41.8
Old : 35.3 33.6 48.0 41.9 33.9 33.5 45.2 41.8
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, April 7, 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 : 115,073: 30,836 8,724 11,232 47,082 78,345 89,150 98,301: 25,923 16,772
Old : 88,831: 28,348 8,932 5,575 32,427 59,277 66,350 73,784: 22,481 15,047
Other: 26,242: 5,426 2,730 2,719 14,655 19,068 22,800 24,517: 3,442 1,725
: : :
: : Changes in Commitments from: March 31, 2009 :
: 4,352: 17 1,863 -529 3,614 2,170 3,102 3,504: 1,250 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.6 9.8 40.9 68.1 77.5 85.4: 22.5 14.6
Old : 100.0: 31.9 10.1 6.3 36.5 66.7 74.7 83.1: 25.3 16.9
Other: 100.0: 20.7 10.4 10.4 55.8 72.7 86.9 93.4: 13.1 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 48 18 33 58 44 122 87:
Old : 137: 47 18 27 53 43 114 80:
Other: 82: 25 13 10 39 20 70 38:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 36.7 19.1 48.3 9.8 34.4 16.1 43.2
Old : 11.9 35.5 19.1 47.3 11.9 34.3 18.6 44.4
Other: 24.8 53.9 39.4 70.8 20.7 50.1 32.8 61.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 7, 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 : 7,195: 1,556 1,180 619 3,963 3,511 6,138 5,310: 1,057 1,885
Old : 4,357: 830 1,258 177 2,542 1,709 3,549 3,144: 808 1,213
Other: 2,838: 975 171 193 1,421 1,802 2,589 2,166: 249 672
: : :
: : Changes in Commitments from: March 31, 2009 :
: 280: 217 106 -51 -18 141 148 196: 132 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 16.4 8.6 55.1 48.8 85.3 73.8: 14.7 26.2
Old : 100.0: 19.0 28.9 4.1 58.3 39.2 81.5 72.2: 18.5 27.8
Other: 100.0: 34.4 6.0 6.8 50.1 63.5 91.2 76.3: 8.8 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 9 6 20 13 33 26:
Old : 41: 7 10 3 19 7 29 18:
Other: 22: 3 5 3 4 11 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 : 36.5 37.6 53.5 53.4 36.5 37.2 51.8 47.8
Old : 33.1 47.7 47.3 59.7 32.9 47.1 47.1 58.7
Other: 73.3 34.8 90.6 59.2 73.3 31.6 77.5 51.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 7, 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 : 496,836: 107,865 57,964 4,177 295,647 363,334 407,689 425,475: 89,147 71,361
Old : 496,836: 107,865 57,964 4,177 295,647 363,334 407,689 425,475: 89,147 71,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -7,015: 416 1,872 268 757 -3,966 1,441 -1,826: -8,456 -5,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 11.7 0.8 59.5 73.1 82.1 85.6: 17.9 14.4
Old : 100.0: 21.7 11.7 0.8 59.5 73.1 82.1 85.6: 17.9 14.4
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 : 141: 26 25 6 64 61 93 89:
Old : 141: 26 25 6 64 61 93 89:
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 : 15.1 34.6 27.9 44.9 14.2 28.9 25.4 38.1
Old : 15.1 34.6 27.9 44.9 14.2 28.9 25.4 38.1
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, April 7, 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 : 979,463: 78,764 139,106 7,801 687,086 595,292 773,651 742,199: 205,812 237,264
Old : 979,463: 78,764 139,106 7,801 687,086 595,292 773,651 742,199: 205,812 237,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -63,711: -37,994 -24,393 1,695 -7,338 -27,101 -43,637 -49,799: -20,074 -13,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 14.2 0.8 70.1 60.8 79.0 75.8: 21.0 24.2
Old : 100.0: 8.0 14.2 0.8 70.1 60.8 79.0 75.8: 21.0 24.2
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 : 196: 33 39 15 87 87 126 135:
Old : 196: 33 39 15 87 87 126 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 20.9 36.6 28.3 22.6 17.7 33.0 24.3
Old : 23.8 20.9 36.6 28.3 22.6 17.7 33.0 24.3
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, April 7, 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 : 811,544: 85,639 79,926 1,348 571,584 579,445 658,571 660,719: 152,973 150,825
Old : 811,544: 85,639 79,926 1,348 571,584 579,445 658,571 660,719: 152,973 150,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -27,351: -440 -13,359 -1,747 853 -2,365 -1,334 -17,471: -26,017 -9,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.8 0.2 70.4 71.4 81.2 81.4: 18.8 18.6
Old : 100.0: 10.6 9.8 0.2 70.4 71.4 81.2 81.4: 18.8 18.6
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 : 124: 20 25 7 57 60 81 88:
Old : 124: 20 25 7 57 60 81 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 : 31.8 32.8 43.7 42.5 14.1 19.9 24.8 27.7
Old : 31.8 32.8 43.7 42.5 14.1 19.9 24.8 27.7
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, April 7, 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 : 403,273: 168,535 14,826 30,394 165,058 327,186 363,987 372,406: 39,286 30,867
Old : 403,273: 168,535 14,826 30,394 165,058 327,186 363,987 372,406: 39,286 30,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -28,823: -4,860 393 -14,965 -14,358 -16,608 -34,183 -31,180: 5,360 2,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 3.7 7.5 40.9 81.1 90.3 92.3: 9.7 7.7
Old : 100.0: 41.8 3.7 7.5 40.9 81.1 90.3 92.3: 9.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 30 9 22 36 28 73 54:
Old : 83: 30 9 22 36 28 73 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 46.5 43.7 63.5 22.9 44.5 35.3 52.3
Old : 27.0 46.5 43.7 63.5 22.9 44.5 35.3 52.3
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, April 7, 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 : 10,005: 3,567 1,089 2 3,262 5,190 6,831 6,281: 3,174 3,724
Old : 10,005: 3,567 1,089 2 3,262 5,190 6,831 6,281: 3,174 3,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 1,779: 88 45 2 1,330 1,358 1,420 1,405: 359 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 10.9 0.0 32.6 51.9 68.3 62.8: 31.7 37.2
Old : 100.0: 35.7 10.9 0.0 32.6 51.9 68.3 62.8: 31.7 37.2
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 : 20: 6 2 1 6 6 12 9:
Old : 20: 6 2 1 6 6 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 46.0 59.2 62.8 43.1 46.0 59.2 62.8
Old : 43.1 46.0 59.2 62.8 43.1 46.0 59.2 62.8
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, April 7, 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 : 51,581: 15,097 12,342 46 25,529 25,468 40,672 37,856: 10,909 13,725
Old : 51,581: 15,097 12,342 46 25,529 25,468 40,672 37,856: 10,909 13,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 636: 15 -463 -113 11 158 -87 -418: 723 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 23.9 0.1 49.5 49.4 78.9 73.4: 21.1 26.6
Old : 100.0: 29.3 23.9 0.1 49.5 49.4 78.9 73.4: 21.1 26.6
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: 19 25 3 26 26 47 52:
Old : 86: 19 25 3 26 26 47 52:
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 24.2 40.1 36.4 20.9 23.5 34.3 31.7
Old : 22.8 24.2 40.1 36.4 20.9 23.5 34.3 31.7
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, April 7, 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 : 21,343: 10,718 5,071 150 10,275 15,877 21,143 21,098: 200 245
Old : 21,343: 10,718 5,071 150 10,275 15,877 21,143 21,098: 200 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -502: 276 -590 36 -833 -73 -521 -627: 19 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 23.8 0.7 48.1 74.4 99.1 98.9: 0.9 1.1
Old : 100.0: 50.2 23.8 0.7 48.1 74.4 99.1 98.9: 0.9 1.1
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 : 45: 12 13 3 10 13 25 26:
Old : 45: 12 13 3 10 13 25 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 : 72.1 64.5 86.9 83.5 69.5 54.9 80.9 73.9
Old : 72.1 64.5 86.9 83.5 69.5 54.9 80.9 73.9
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, April 7, 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 : 27,420: 8,760 1,355 948 17,387 25,059 27,095 27,362: 325 58
Old : 27,420: 8,760 1,355 948 17,387 25,059 27,095 27,362: 325 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 5,202: -176 265 -836 6,134 5,772 5,122 5,201: 80 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.9 3.5 63.4 91.4 98.8 99.8: 1.2 0.2
Old : 100.0: 31.9 4.9 3.5 63.4 91.4 98.8 99.8: 1.2 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 : 31: 10 7 4 11 7 23 16:
Old : 31: 10 7 4 11 7 23 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 : 75.4 84.0 90.8 96.4 66.1 77.7 78.4 83.2
Old : 75.4 84.0 90.8 96.4 66.1 77.7 78.4 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2009