WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 11, 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 : 324,507: 76,542 103,170 50,143 172,226 126,183 298,911 279,496: 25,596 45,011
Old : 274,923: 65,878 92,036 34,654 151,339 110,618 251,871 237,308: 23,052 37,615
Other: 49,584: 23,640 24,110 2,513 20,887 15,565 47,040 42,188: 2,544 7,396
: : :
: : Changes in Commitments from: August 4, 2009 :
: 2,076: 609 5,596 -643 5,708 -4,796 5,674 157: -3,598 1,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 31.8 15.5 53.1 38.9 92.1 86.1: 7.9 13.9
Old : 100.0: 24.0 33.5 12.6 55.0 40.2 91.6 86.3: 8.4 13.7
Other: 100.0: 47.7 48.6 5.1 42.1 31.4 94.9 85.1: 5.1 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 88 136 122 70 100 254 298:
Old : 366: 110 128 104 67 91 241 278:
Other: 150: 21 51 17 26 67 59 127:
:----------------------------------------------------------------------------------------------------
: 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 12.3 40.7 20.3 25.7 11.6 40.1 19.1
Old : 28.5 13.6 42.1 22.7 28.3 12.9 41.9 21.5
Other: 67.3 28.3 74.6 40.4 65.9 27.0 73.2 39.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 11, 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 : 865,645: 223,661 152,076 92,883 443,375 420,372 759,919 665,331: 105,726 200,314
Old : 174,279: 63,047 46,998 793 82,883 98,670 146,723 146,461: 27,556 27,818
Other: 691,366: 200,593 145,057 52,111 360,492 321,702 613,196 518,870: 78,170 172,496
: : :
: : Changes in Commitments from: August 4, 2009 :
: -6,230: 2,526 -3,956 -1,303 -5,283 -2,083 -4,060 -7,342: -2,170 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 17.6 10.7 51.2 48.6 87.8 76.9: 12.2 23.1
Old : 100.0: 36.2 27.0 0.5 47.6 56.6 84.2 84.0: 15.8 16.0
Other: 100.0: 29.0 21.0 7.5 52.1 46.5 88.7 75.0: 11.3 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 137 145 159 189 260 433 491:
Old : 464: 115 78 7 120 178 237 261:
Other: 602: 135 159 114 146 244 351 455:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 13.6 28.4 18.9 17.3 13.5 26.4 18.2
Old : 25.5 20.4 36.0 29.7 25.5 20.4 35.9 29.7
Other: 19.7 14.0 30.3 19.2 19.6 14.0 30.1 18.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 11, 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 : 13,652: 1,803 2,454 669 9,010 8,538 11,482 11,661: 2,170 1,991
Old : 13,649: 1,804 2,454 668 9,010 8,538 11,482 11,660: 2,167 1,989
Other: 3: 0 1 0 0 0 0 1: 3 2
: : :
: : Changes in Commitments from: August 4, 2009 :
: -201: -7 66 -250 -91 -5 -348 -189: 147 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 18.0 4.9 66.0 62.5 84.1 85.4: 15.9 14.6
Old : 100.0: 13.2 18.0 4.9 66.0 62.6 84.1 85.4: 15.9 14.6
Other: 100.0: 0.0 33.3 0.0 0.0 0.0 0.0 33.3: 100.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 9 13 5 14 10 28 28:
Old : 47: 10 13 5 14 10 28 28:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 39.5 55.1 54.5 66.2 38.9 47.9 53.0 59.0
Old : 39.5 55.1 54.6 66.2 38.9 47.9 53.0 59.0
Other: 0.0 33.3 0.0 33.3 0.0 33.3 0.0 33.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 11, 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 : 407,168: 127,443 36,696 57,340 177,182 238,739 361,965 332,775: 45,203 74,393
Old : 386,967: 127,477 40,990 46,118 170,182 228,668 343,777 315,776: 43,190 71,191
Other: 20,201: 11,149 6,889 39 7,000 10,071 18,188 16,999: 2,013 3,202
: : :
: : Changes in Commitments from: August 4, 2009 :
: 10,451: 11,658 2,459 1,958 -4,383 6,058 9,233 10,475: 1,218 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 9.0 14.1 43.5 58.6 88.9 81.7: 11.1 18.3
Old : 100.0: 32.9 10.6 11.9 44.0 59.1 88.8 81.6: 11.2 18.4
Other: 100.0: 55.2 34.1 0.2 34.7 49.9 90.0 84.1: 10.0 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 134 110 110 106 172 307 349:
Old : 458: 134 117 101 106 171 301 345:
Other: 172: 30 29 3 22 99 53 130:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 23.2 27.7 31.1 15.8 19.2 25.2 26.0
Old : 17.3 23.3 28.6 31.4 16.6 19.0 26.5 26.1
Other: 54.4 52.2 66.8 65.2 54.3 52.2 66.7 64.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,771: 21,295 2,809 436 10 4,148 21,741 7,393: 3,030 17,378
Old : 23,659: 20,364 2,792 436 10 3,851 20,810 7,079: 2,849 16,580
Other: 1,112: 931 17 0 0 297 931 314: 181 798
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,456: 1,753 424 -54 0 344 1,699 714: -243 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 11.3 1.8 0.0 16.7 87.8 29.8: 12.2 70.2
Old : 100.0: 86.1 11.8 1.8 0.0 16.3 88.0 29.9: 12.0 70.1
Other: 100.0: 83.7 1.5 0.0 0.0 26.7 83.7 28.2: 16.3 71.8
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 9 8 1 13 18 29:
Old : 38: 16 9 8 1 13 18 29:
Other: 21: 9 3 0 0 9 9 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 : 57.9 10.0 78.1 16.2 56.6 10.0 76.7 16.1
Old : 57.6 9.5 78.4 15.8 56.2 9.5 77.0 15.7
Other: 75.5 24.2 83.3 27.2 75.5 24.2 83.3 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 11, 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 : 242,731: 39,580 35,276 52,216 122,697 134,496 214,493 221,988: 28,238 20,743
Old : 50,487: 25,269 7,709 188 20,101 38,494 45,558 46,391: 4,929 4,096
Other: 192,244: 33,447 46,703 32,892 102,596 96,002 168,935 175,597: 23,309 16,647
: : :
: : Changes in Commitments from: August 4, 2009 :
: -5,777: -1,013 -5,535 -1,341 -5,444 1,868 -7,798 -5,008: 2,021 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 14.5 21.5 50.5 55.4 88.4 91.5: 11.6 8.5
Old : 100.0: 50.1 15.3 0.4 39.8 76.2 90.2 91.9: 9.8 8.1
Other: 100.0: 17.4 24.3 17.1 53.4 49.9 87.9 91.3: 12.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 50 54 73 61 61 166 170:
Old : 139: 44 31 3 25 44 70 77:
Other: 208: 50 72 55 57 54 147 150:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 19.5 28.8 28.2 14.3 15.3 22.8 23.3
Old : 34.0 30.1 51.6 47.6 34.0 30.1 51.6 47.6
Other: 19.2 22.5 30.8 31.5 18.9 20.1 29.1 29.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 11, 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 : 686,992: 65,866 180,479 2,774 523,078 417,431 591,718 600,684: 95,274 86,308
Old : 686,992: 65,866 180,479 2,774 523,078 417,431 591,718 600,684: 95,274 86,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 3,599: -3,109 3,406 81 6,064 7,280 3,036 10,767: 563 -7,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 26.3 0.4 76.1 60.8 86.1 87.4: 13.9 12.6
Old : 100.0: 9.6 26.3 0.4 76.1 60.8 86.1 87.4: 13.9 12.6
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 : 146: 23 28 10 70 73 101 103:
Old : 146: 23 28 10 70 73 101 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 31.0 34.3 42.1 20.8 30.5 29.2 41.4
Old : 24.2 31.0 34.3 42.1 20.8 30.5 29.2 41.4
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, August 11, 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 : 176,529: 52,687 6,535 24,328 69,399 124,391 146,414 155,254: 30,115 21,275
Old : 42,433: 14,072 4,077 0 22,081 32,553 36,153 36,630: 6,280 5,803
Other: 134,096: 46,144 9,987 16,799 47,318 91,838 110,261 118,624: 23,835 15,472
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,497: 3,193 876 -1,951 -1,193 1,214 49 139: 1,448 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 3.7 13.8 39.3 70.5 82.9 87.9: 17.1 12.1
Old : 100.0: 33.2 9.6 0.0 52.0 76.7 85.2 86.3: 14.8 13.7
Other: 100.0: 34.4 7.4 12.5 35.3 68.5 82.2 88.5: 17.8 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 74 21 49 58 55 158 110:
Old : 114: 38 17 0 36 37 74 54:
Other: 168: 64 31 37 53 47 140 98:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 38.5 23.2 50.5 8.0 28.5 13.6 35.9
Old : 44.9 33.7 53.8 50.8 44.9 33.2 53.3 48.6
Other: 12.2 45.4 20.6 55.4 9.6 43.3 17.0 48.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 11, 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 : 10,302: 3,460 679 1,318 3,399 7,267 8,177 9,264: 2,125 1,038
Old : 10,302: 3,460 679 1,318 3,399 7,267 8,177 9,264: 2,125 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 944: 535 102 375 252 454 1,162 931: -218 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.6 12.8 33.0 70.5 79.4 89.9: 20.6 10.1
Old : 100.0: 33.6 6.6 12.8 33.0 70.5 79.4 89.9: 20.6 10.1
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 : 59: 19 8 11 19 20 48 33:
Old : 59: 19 8 11 19 20 48 33:
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 : 25.4 45.7 40.1 59.2 25.1 40.1 36.6 52.3
Old : 25.4 45.7 40.1 59.2 25.1 40.1 36.6 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 11, 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 : 730,016: 204,118 62,449 13,979 433,625 543,036 651,722 619,464: 78,294 110,552
Old : 730,016: 204,118 62,449 13,979 433,625 543,036 651,722 619,464: 78,294 110,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 72,768: 7,927 1,082 4,172 74,808 57,813 86,907 63,067: -14,139 9,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.6 1.9 59.4 74.4 89.3 84.9: 10.7 15.1
Old : 100.0: 28.0 8.6 1.9 59.4 74.4 89.3 84.9: 10.7 15.1
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 : 183: 45 28 14 72 84 121 122:
Old : 183: 45 28 14 72 84 121 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 28.6 39.8 39.4 27.9 27.6 36.5 38.0
Old : 28.8 28.6 39.8 39.4 27.9 27.6 36.5 38.0
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, August 11, 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 : 1,155,573: 87,510 205,298 11,205 831,433 601,257 930,148 817,760: 225,425 337,813
Old : 1,155,573: 87,510 205,298 11,205 831,433 601,257 930,148 817,760: 225,425 337,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 76,264: 9,193 9,795 2,081 69,400 55,343 80,674 67,219: -4,410 9,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 17.8 1.0 71.9 52.0 80.5 70.8: 19.5 29.2
Old : 100.0: 7.6 17.8 1.0 71.9 52.0 80.5 70.8: 19.5 29.2
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 : 212: 26 50 27 97 97 138 160:
Old : 212: 26 50 27 97 97 138 160:
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 : 20.9 17.0 30.2 24.0 17.3 10.6 24.2 15.8
Old : 20.9 17.0 30.2 24.0 17.3 10.6 24.2 15.8
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, August 11, 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 : 848,864: 120,385 103,264 13,376 555,308 546,442 689,069 663,082: 159,795 185,782
Old : 848,864: 120,385 103,264 13,376 555,308 546,442 689,069 663,082: 159,795 185,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 37,397: 13,504 -15,026 6,057 11,179 41,094 30,740 32,125: 6,657 5,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 12.2 1.6 65.4 64.4 81.2 78.1: 18.8 21.9
Old : 100.0: 14.2 12.2 1.6 65.4 64.4 81.2 78.1: 18.8 21.9
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 : 141: 20 21 17 70 76 96 108:
Old : 141: 20 21 17 70 76 96 108:
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 : 30.1 16.0 40.9 27.5 23.9 15.3 32.5 24.4
Old : 30.1 16.0 40.9 27.5 23.9 15.3 32.5 24.4
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, August 11, 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 : 371,079: 123,544 24,384 33,904 180,812 276,873 338,260 335,161: 32,819 35,918
Old : 371,079: 123,544 24,384 33,904 180,812 276,873 338,260 335,161: 32,819 35,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 26,478: 10,102 12,142 3,995 11,747 7,915 25,844 24,052: 634 2,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.6 9.1 48.7 74.6 91.2 90.3: 8.8 9.7
Old : 100.0: 33.3 6.6 9.1 48.7 74.6 91.2 90.3: 8.8 9.7
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 : 94: 28 7 27 40 41 77 73:
Old : 94: 28 7 27 40 41 77 73:
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 : 25.2 44.6 40.9 59.4 20.5 29.4 30.6 40.9
Old : 25.2 44.6 40.9 59.4 20.5 29.4 30.6 40.9
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, August 11, 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 : 11,885: 2,312 1,213 3 6,355 7,771 8,670 8,987: 3,215 2,898
Old : 11,885: 2,312 1,213 3 6,355 7,771 8,670 8,987: 3,215 2,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -126: 89 18 0 -36 0 53 18: -179 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 10.2 0.0 53.5 65.4 72.9 75.6: 27.1 24.4
Old : 100.0: 19.5 10.2 0.0 53.5 65.4 72.9 75.6: 27.1 24.4
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 : 21: 5 2 1 9 7 15 9:
Old : 21: 5 2 1 9 7 15 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 : 43.8 60.7 59.7 75.6 42.9 55.7 58.4 70.5
Old : 43.8 60.7 59.7 75.6 42.9 55.7 58.4 70.5
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, August 11, 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 : 65,628: 19,415 14,458 514 35,045 32,964 54,974 47,936: 10,654 17,692
Old : 65,628: 19,415 14,458 514 35,045 32,964 54,974 47,936: 10,654 17,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 194: 235 886 181 -1,190 -1,260 -774 -193: 968 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 22.0 0.8 53.4 50.2 83.8 73.0: 16.2 27.0
Old : 100.0: 29.6 22.0 0.8 53.4 50.2 83.8 73.0: 16.2 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 20 8 24 22 47 49:
Old : 80: 21 20 8 24 22 47 49:
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 : 30.6 35.5 44.9 51.2 30.2 33.2 43.1 45.7
Old : 30.6 35.5 44.9 51.2 30.2 33.2 43.1 45.7
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, August 11, 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 : 22,928: 2,824 1,964 90 19,957 20,500 22,871 22,554: 57 374
Old : 22,928: 2,824 1,964 90 19,957 20,500 22,871 22,554: 57 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -340: 261 1 0 -599 -375 -338 -374: -2 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.6 0.4 87.0 89.4 99.8 98.4: 0.2 1.6
Old : 100.0: 12.3 8.6 0.4 87.0 89.4 99.8 98.4: 0.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 12 1 12 14 19 26:
Old : 42: 6 12 1 12 14 19 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 : 78.1 84.7 92.7 91.7 78.1 83.5 92.7 90.6
Old : 78.1 84.7 92.7 91.7 78.1 83.5 92.7 90.6
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, August 11, 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 : 37,506: 6,372 369 1,054 29,997 35,842 37,423 37,265: 83 241
Old : 37,506: 6,372 369 1,054 29,997 35,842 37,423 37,265: 83 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 6,663: -1,052 -412 205 7,647 6,811 6,800 6,604: -137 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.0 2.8 80.0 95.6 99.8 99.4: 0.2 0.6
Old : 100.0: 17.0 1.0 2.8 80.0 95.6 99.8 99.4: 0.2 0.6
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 : 32: 8 7 1 11 8 19 16:
Old : 32: 8 7 1 11 8 19 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 : 77.8 88.8 96.9 98.3 53.0 57.9 60.4 60.7
Old : 77.8 88.8 96.9 98.3 53.0 57.9 60.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2009