WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 21, 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 : 310,657: 65,597 86,138 63,325 153,935 115,027 282,857 264,490: 27,800 46,167
Old : 44,174: 26,349 17,237 1,407 9,229 17,653 36,985 36,297: 7,189 7,877
Other: 266,483: 64,722 94,375 36,444 144,706 97,374 245,872 228,193: 20,611 38,290
: : :
: : Changes in Commitments from: April 14, 2009 :
: 56: -1,804 10,141 -1,639 2,826 -8,094 -617 408: 673 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 27.7 20.4 49.6 37.0 91.1 85.1: 8.9 14.9
Old : 100.0: 59.6 39.0 3.2 20.9 40.0 83.7 82.2: 16.3 17.8
Other: 100.0: 24.3 35.4 13.7 54.3 36.5 92.3 85.6: 7.7 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 72 137 156 74 96 268 327:
Old : 211: 87 59 8 29 37 121 99:
Other: 356: 73 161 104 70 94 211 309:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 10.6 35.8 17.5 22.1 9.6 35.0 15.5
Old : 18.1 23.8 29.5 39.1 18.1 23.8 28.9 38.1
Other: 24.6 10.4 40.0 17.5 24.0 9.8 39.2 16.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 21, 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 : 820,699: 190,634 125,351 138,860 386,314 370,403 715,808 634,614: 104,891 186,085
Old : 528,628: 139,911 141,665 66,596 248,209 219,817 454,716 428,078: 73,912 100,550
Other: 292,071: 109,278 42,241 13,709 138,105 150,586 261,092 206,536: 30,979 85,535
: : :
: : Changes in Commitments from: April 14, 2009 :
: -13,451: -3,002 34,774 -4,458 1,603 -39,920 -5,857 -9,604: -7,594 -3,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.3 16.9 47.1 45.1 87.2 77.3: 12.8 22.7
Old : 100.0: 26.5 26.8 12.6 47.0 41.6 86.0 81.0: 14.0 19.0
Other: 100.0: 37.4 14.5 4.7 47.3 51.6 89.4 70.7: 10.6 29.3
: : :
:# Traders : Number of Traders in Each Category :
All : 553: 139 117 170 174 224 405 453:
Old : 522: 130 121 113 160 209 352 399:
Other: 418: 93 95 45 82 194 194 319:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 12.3 24.2 19.1 14.9 12.1 23.0 17.0
Old : 15.9 14.4 26.0 22.0 15.9 13.5 25.8 19.5
Other: 29.2 14.2 41.7 21.8 29.0 14.0 41.3 21.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 21, 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 : 15,963: 2,556 2,904 82 10,467 10,421 13,105 13,407: 2,858 2,556
Old : 3,948: 457 815 0 2,331 2,586 2,788 3,401: 1,160 547
Other: 12,015: 2,153 2,143 28 8,136 7,835 10,317 10,006: 1,698 2,009
: : :
: : Changes in Commitments from: April 14, 2009 :
: 355: 319 522 -131 307 63 495 454: -140 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.2 0.5 65.6 65.3 82.1 84.0: 17.9 16.0
Old : 100.0: 11.6 20.6 0.0 59.0 65.5 70.6 86.1: 29.4 13.9
Other: 100.0: 17.9 17.8 0.2 67.7 65.2 85.9 83.3: 14.1 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 17 2 20 13 29 31:
Old : 26: 5 5 0 10 7 15 12:
Other: 45: 8 15 2 15 12 24 28:
:----------------------------------------------------------------------------------------------------
: 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 : 35.6 54.3 51.9 65.3 28.9 41.0 42.0 49.0
Old : 51.0 66.0 62.1 80.9 51.0 64.6 62.1 79.4
Other: 43.5 54.4 61.5 66.8 40.8 50.7 57.3 59.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 21, 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 : 379,420: 123,265 32,940 55,395 159,009 223,355 337,669 311,690: 41,751 67,730
Old : 239,505: 91,417 39,135 17,350 101,960 148,203 210,727 204,688: 28,778 34,817
Other: 139,915: 55,566 17,523 14,327 57,049 75,152 126,942 107,002: 12,973 32,913
: : :
: : Changes in Commitments from: April 14, 2009 :
: 17,627: 14,228 906 424 6,214 16,131 20,866 17,461: -3,239 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 8.7 14.6 41.9 58.9 89.0 82.1: 11.0 17.9
Old : 100.0: 38.2 16.3 7.2 42.6 61.9 88.0 85.5: 12.0 14.5
Other: 100.0: 39.7 12.5 10.2 40.8 53.7 90.7 76.5: 9.3 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 141 81 123 105 129 313 283:
Old : 364: 127 92 77 90 114 258 244:
Other: 273: 87 57 52 67 94 180 180:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 23.6 25.2 32.3 13.4 18.7 21.4 24.8
Old : 21.7 26.2 31.8 35.4 21.6 25.5 31.7 33.8
Other: 20.2 33.0 31.5 41.1 20.0 31.7 31.3 38.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,833: 10,906 680 548 0 1,743 11,454 2,971: 3,379 11,862
Old : 5,557: 3,295 951 189 0 653 3,484 1,793: 2,073 3,764
Other: 9,276: 7,912 30 58 0 1,090 7,970 1,178: 1,306 8,098
: : :
: : Changes in Commitments from: April 14, 2009 :
: -1,861: -1,252 -295 -183 0 -2 -1,435 -480: -426 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 4.6 3.7 0.0 11.8 77.2 20.0: 22.8 80.0
Old : 100.0: 59.3 17.1 3.4 0.0 11.8 62.7 32.3: 37.3 67.7
Other: 100.0: 85.3 0.3 0.6 0.0 11.8 85.9 12.7: 14.1 87.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 4 10 0 4 15 17:
Old : 21: 12 5 9 0 4 14 16:
Other: 19: 14 1 7 0 4 14 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 : 53.2 11.9 66.9 17.6 52.4 11.9 65.9 16.3
Old : 42.5 18.5 55.1 30.2 41.4 18.5 53.5 28.8
Other: 63.3 11.8 77.7 12.6 62.8 11.8 77.2 12.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 21, 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 : 209,062: 34,873 24,480 41,061 103,319 124,166 179,253 189,707: 29,809 19,355
Old : 166,910: 35,208 26,133 24,283 84,199 99,442 143,690 149,858: 23,220 17,052
Other: 42,152: 8,075 6,757 8,368 19,120 24,724 35,563 39,849: 6,589 2,303
: : :
: : Changes in Commitments from: April 14, 2009 :
: -3,991: 5,109 -158 -309 -8,090 -4,408 -3,290 -4,875: -701 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.7 19.6 49.4 59.4 85.7 90.7: 14.3 9.3
Old : 100.0: 21.1 15.7 14.5 50.4 59.6 86.1 89.8: 13.9 10.2
Other: 100.0: 19.2 16.0 19.9 45.4 58.7 84.4 94.5: 15.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 60 28 64 65 54 168 131:
Old : 186: 59 35 49 57 49 149 116:
Other: 101: 28 22 18 40 25 76 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 26.4 26.5 39.5 11.6 24.8 20.2 35.7
Old : 16.1 29.6 27.6 40.0 14.3 29.0 24.0 39.2
Other: 27.0 42.7 39.9 61.8 17.8 38.0 29.0 51.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 21, 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 : 706,673: 39,333 113,675 9,126 552,254 446,382 600,713 569,183: 105,960 137,490
Old : 706,673: 39,333 113,675 9,126 552,254 446,382 600,713 569,183: 105,960 137,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -20,144: -5,673 -6,595 -334 -13,364 -21,617 -19,371 -28,546: -773 8,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.1 1.3 78.1 63.2 85.0 80.5: 15.0 19.5
Old : 100.0: 5.6 16.1 1.3 78.1 63.2 85.0 80.5: 15.0 19.5
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 : 146: 19 37 12 68 63 95 104:
Old : 146: 19 37 12 68 63 95 104:
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 35.0 44.7 43.0 31.4 34.9 40.2 41.9
Old : 34.0 35.0 44.7 43.0 31.4 34.9 40.2 41.9
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 21, 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 : 132,039: 45,179 8,103 13,173 45,862 95,911 104,214 117,187: 27,825 14,852
Old : 99,379: 41,325 8,178 6,953 26,729 70,419 75,007 85,550: 24,372 13,829
Other: 32,660: 6,423 2,494 3,651 19,133 25,492 29,207 31,637: 3,453 1,023
: : :
: : Changes in Commitments from: April 14, 2009 :
: 9,605: 9,401 -101 1,179 -465 11,071 10,115 12,149: -510 -2,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 6.1 10.0 34.7 72.6 78.9 88.8: 21.1 11.2
Old : 100.0: 41.6 8.2 7.0 26.9 70.9 75.5 86.1: 24.5 13.9
Other: 100.0: 19.7 7.6 11.2 58.6 78.1 89.4 96.9: 10.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 55 20 36 62 52 137 98:
Old : 151: 56 22 32 56 47 129 88:
Other: 90: 23 15 15 41 24 72 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 : 10.4 39.2 18.8 53.2 9.8 37.1 16.1 45.8
Old : 11.0 38.6 19.1 51.3 11.0 38.3 19.1 48.9
Other: 21.8 53.0 37.5 70.1 18.0 45.5 28.1 57.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 21, 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 : 7,759: 1,717 1,272 551 4,335 4,203 6,603 6,026: 1,156 1,733
Old : 4,358: 797 1,310 141 2,519 1,894 3,457 3,345: 901 1,013
Other: 3,401: 1,144 186 186 1,816 2,309 3,146 2,681: 255 720
: : :
: : Changes in Commitments from: April 14, 2009 :
: 137: 74 70 10 264 -16 348 64: -211 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 16.4 7.1 55.9 54.2 85.1 77.7: 14.9 22.3
Old : 100.0: 18.3 30.1 3.2 57.8 43.5 79.3 76.8: 20.7 23.2
Other: 100.0: 33.6 5.5 5.5 53.4 67.9 92.5 78.8: 7.5 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 9 5 20 13 32 25:
Old : 39: 7 9 3 19 9 27 21:
Other: 23: 3 4 2 7 12 12 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 : 33.3 35.3 50.0 55.5 33.3 34.7 46.3 47.6
Old : 33.3 46.0 49.2 60.7 33.3 44.9 48.5 57.3
Other: 63.1 38.5 86.7 62.2 63.0 31.2 75.3 48.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 21, 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 : 483,906: 75,787 53,570 4,918 314,791 340,703 395,496 399,191: 88,410 84,715
Old : 483,906: 75,787 53,570 4,918 314,791 340,703 395,496 399,191: 88,410 84,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -12,388: -14,746 -3,499 1,291 7,184 -20,346 -6,271 -22,554: -6,117 10,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.1 1.0 65.1 70.4 81.7 82.5: 18.3 17.5
Old : 100.0: 15.7 11.1 1.0 65.1 70.4 81.7 82.5: 18.3 17.5
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 : 139: 22 23 4 68 64 93 88:
Old : 139: 22 23 4 68 64 93 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 : 15.0 28.6 25.7 38.6 13.1 23.0 22.2 31.8
Old : 15.0 28.6 25.7 38.6 13.1 23.0 22.2 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, April 21, 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 : 1,012,372: 69,083 157,363 3,905 726,045 602,046 799,033 763,314: 213,339 249,058
Old : 1,012,372: 69,083 157,363 3,905 726,045 602,046 799,033 763,314: 213,339 249,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -32,236: -38,671 11,892 -1,830 1,963 -43,039 -38,538 -32,977: 6,302 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 15.5 0.4 71.7 59.5 78.9 75.4: 21.1 24.6
Old : 100.0: 6.8 15.5 0.4 71.7 59.5 78.9 75.4: 21.1 24.6
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 : 202: 32 41 13 92 86 129 135:
Old : 202: 32 41 13 92 86 129 135:
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 : 27.8 19.8 39.4 27.4 26.1 15.7 35.9 22.9
Old : 27.8 19.8 39.4 27.4 26.1 15.7 35.9 22.9
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, April 21, 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 : 794,854: 81,185 70,602 3,653 566,275 554,916 651,113 629,171: 143,741 165,683
Old : 794,854: 81,185 70,602 3,653 566,275 554,916 651,113 629,171: 143,741 165,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -29,390: -13,059 -19,493 2,278 2,151 -34,728 -8,630 -51,943: -20,760 22,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 8.9 0.5 71.2 69.8 81.9 79.2: 18.1 20.8
Old : 100.0: 10.2 8.9 0.5 71.2 69.8 81.9 79.2: 18.1 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 : 128: 23 24 9 56 62 83 91:
Old : 128: 23 24 9 56 62 83 91:
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 : 33.0 29.4 45.2 38.6 16.3 16.2 27.4 24.0
Old : 33.0 29.4 45.2 38.6 16.3 16.2 27.4 24.0
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, April 21, 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 : 438,487: 169,872 20,964 37,317 191,946 354,910 399,135 413,191: 39,352 25,296
Old : 438,487: 169,872 20,964 37,317 191,946 354,910 399,135 413,191: 39,352 25,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 32,364: 4,692 4,193 10,151 19,956 27,450 34,799 41,794: -2,435 -9,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 4.8 8.5 43.8 80.9 91.0 94.2: 9.0 5.8
Old : 100.0: 38.7 4.8 8.5 43.8 80.9 91.0 94.2: 9.0 5.8
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 : 91: 31 12 26 36 33 77 64:
Old : 91: 31 12 26 36 33 77 64:
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 44.3 41.3 62.9 20.3 40.9 32.3 50.5
Old : 25.9 44.3 41.3 62.9 20.3 40.9 32.3 50.5
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 21, 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 : 10,096: 2,984 1,599 99 3,258 4,843 6,341 6,541: 3,755 3,555
Old : 10,096: 2,984 1,599 99 3,258 4,843 6,341 6,541: 3,755 3,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -146: -714 648 97 -4 -1,248 -621 -503: 475 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.8 1.0 32.3 48.0 62.8 64.8: 37.2 35.2
Old : 100.0: 29.6 15.8 1.0 32.3 48.0 62.8 64.8: 37.2 35.2
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 : 21: 5 5 2 6 5 11 12:
Old : 21: 5 5 2 6 5 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 45.0 56.6 59.6 42.7 45.0 56.5 59.6
Old : 42.8 45.0 56.6 59.6 42.7 45.0 56.5 59.6
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 21, 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 : 53,834: 17,629 12,701 365 25,217 27,442 43,211 40,508: 10,623 13,326
Old : 53,834: 17,629 12,701 365 25,217 27,442 43,211 40,508: 10,623 13,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 3,619: 1,206 1,652 306 2,370 2,058 3,882 4,016: -263 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 23.6 0.7 46.8 51.0 80.3 75.2: 19.7 24.8
Old : 100.0: 32.7 23.6 0.7 46.8 51.0 80.3 75.2: 19.7 24.8
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 : 93: 30 22 7 25 26 58 52:
Old : 93: 30 22 7 25 26 58 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 : 21.5 26.1 37.6 40.1 20.2 24.8 32.1 34.5
Old : 21.5 26.1 37.6 40.1 20.2 24.8 32.1 34.5
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, April 21, 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 : 20,424: 1,940 5,339 182 18,180 14,521 20,302 20,042: 122 382
Old : 20,424: 1,940 5,339 182 18,180 14,521 20,302 20,042: 122 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: -1,977: -3,088 151 68 1,127 -2,281 -1,893 -2,062: -84 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 26.1 0.9 89.0 71.1 99.4 98.1: 0.6 1.9
Old : 100.0: 9.5 26.1 0.9 89.0 71.1 99.4 98.1: 0.6 1.9
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 : 44: 9 14 3 11 13 23 27:
Old : 44: 9 14 3 11 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 : 73.2 64.8 89.9 83.6 73.0 54.6 83.6 73.2
Old : 73.2 64.8 89.9 83.6 73.0 54.6 83.6 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, April 21, 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 : 25,346: 3,315 990 250 21,536 24,038 25,101 25,278: 245 68
Old : 25,346: 3,315 990 250 21,536 24,038 25,101 25,278: 245 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2009 :
: 1,836: 1,212 -204 14 626 2,021 1,852 1,831: -16 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 3.9 1.0 85.0 94.8 99.0 99.7: 1.0 0.3
Old : 100.0: 13.1 3.9 1.0 85.0 94.8 99.0 99.7: 1.0 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 6 3 11 9 22 17:
Old : 31: 10 6 3 11 9 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 70.3 89.2 93.7 62.5 67.9 80.5 86.1
Old : 70.9 70.3 89.2 93.7 62.5 67.9 80.5 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 23, 2009