WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 358,382: 58,187 59,782 108,602 166,098 141,561 332,887 309,944: 25,495 48,438
Old : 227,094: 41,448 50,736 69,246 101,414 78,390 212,108 198,371: 14,986 28,722
Other: 131,289: 28,136 20,442 27,959 64,684 63,171 120,780 111,573: 10,509 19,716
: : :
: : Changes in Commitments from: January 13, 2009 :
: 5,434: -2,716 6,563 3,747 5,543 -5,909 6,574 4,401: -1,140 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 16.7 30.3 46.3 39.5 92.9 86.5: 7.1 13.5
Old : 100.0: 18.3 22.3 30.5 44.7 34.5 93.4 87.4: 6.6 12.6
Other: 100.0: 21.4 15.6 21.3 49.3 48.1 92.0 85.0: 8.0 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 70 106 126 80 94 237 260:
Old : 281: 73 104 96 71 81 207 226:
Other: 198: 49 58 67 53 80 140 173:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 12.5 32.8 20.7 16.8 9.2 27.7 14.1
Old : 22.2 13.0 33.1 22.3 21.7 10.3 31.7 16.8
Other: 40.2 14.8 52.4 24.6 39.4 12.7 46.3 18.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 1,258,263: 131,483 97,093 446,262 541,366 499,034 1,119,110 1,042,389: 139,153 215,875
Old : 938,750: 96,101 101,651 339,481 390,952 346,233 826,534 787,365: 112,216 151,385
Other: 319,513: 65,386 25,446 76,776 150,414 152,801 292,577 255,024: 26,937 64,489
: : :
: : Changes in Commitments from: January 13, 2009 :
: -11,904: 5,415 -1,672 -4,267 -12,581 -5,910 -11,432 -11,849: -471 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.7 35.5 43.0 39.7 88.9 82.8: 11.1 17.2
Old : 100.0: 10.2 10.8 36.2 41.6 36.9 88.0 83.9: 12.0 16.1
Other: 100.0: 20.5 8.0 24.0 47.1 47.8 91.6 79.8: 8.4 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 138 149 223 232 259 493 534:
Old : 592: 144 149 211 223 253 474 518:
Other: 399: 94 75 67 99 190 226 301:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 16.1 22.4 22.7 7.8 7.0 12.9 10.2
Old : 13.2 14.7 20.9 22.0 8.5 6.4 13.9 9.9
Other: 24.7 20.8 39.6 30.3 19.6 10.4 29.7 14.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 18,425: 671 1,810 1,328 14,439 12,864 16,438 16,003: 1,987 2,423
Old : 11,394: 784 1,814 976 8,019 6,775 9,779 9,565: 1,615 1,829
Other: 7,031: 32 142 207 6,420 6,089 6,659 6,437: 372 594
: : :
: : Changes in Commitments from: January 13, 2009 :
: -19: -55 78 129 7 -159 81 48: -100 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 9.8 7.2 78.4 69.8 89.2 86.9: 10.8 13.1
Old : 100.0: 6.9 15.9 8.6 70.4 59.5 85.8 84.0: 14.2 16.0
Other: 100.0: 0.5 2.0 2.9 91.3 86.6 94.7 91.6: 5.3 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 14 8 23 17 35 33:
Old : 44: 8 12 6 21 14 32 29:
Other: 24: 2 4 3 11 11 15 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 : 44.2 55.5 62.5 66.0 36.1 38.9 49.2 47.8
Old : 39.6 44.3 55.3 59.4 38.8 37.1 51.9 49.9
Other: 70.4 73.8 85.8 86.2 48.8 46.3 56.3 51.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 442,483: 62,254 23,727 157,371 178,618 196,071 398,243 377,169: 44,240 65,313
Old : 350,874: 49,597 24,274 117,894 145,750 162,643 313,241 304,811: 37,634 46,063
Other: 91,608: 23,419 10,216 28,715 32,868 33,428 85,002 72,358: 6,606 19,250
: : :
: : Changes in Commitments from: January 13, 2009 :
: 29,212: 521 4,383 15,975 12,918 9,329 29,414 29,687: -201 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 5.4 35.6 40.4 44.3 90.0 85.2: 10.0 14.8
Old : 100.0: 14.1 6.9 33.6 41.5 46.4 89.3 86.9: 10.7 13.1
Other: 100.0: 25.6 11.2 31.3 35.9 36.5 92.8 79.0: 7.2 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 109 87 146 111 126 298 302:
Old : 338: 107 90 134 103 116 277 284:
Other: 203: 57 40 48 55 86 135 155:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 24.3 28.8 34.1 10.1 12.7 15.8 17.6
Old : 19.4 25.6 28.6 36.3 12.3 14.2 19.2 20.3
Other: 32.0 28.8 49.0 38.0 22.8 13.9 31.2 18.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 11,718: 8,264 1,252 867 0 1,214 9,131 3,333: 2,587 8,385
Old : 7,801: 4,852 1,329 726 0 618 5,578 2,673: 2,223 5,128
Other: 3,917: 3,544 55 9 0 596 3,553 660: 364 3,257
: : :
: : Changes in Commitments from: January 13, 2009 :
: 144: 961 -225 -78 0 84 883 -219: -739 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 10.7 7.4 0.0 10.4 77.9 28.4: 22.1 71.6
Old : 100.0: 62.2 17.0 9.3 0.0 7.9 71.5 34.3: 28.5 65.7
Other: 100.0: 90.5 1.4 0.2 0.0 15.2 90.7 16.8: 9.3 83.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 5 9 0 3 16 15:
Old : 22: 13 6 8 0 3 15 15:
Other: 15: 11 1 3 0 3 11 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 13.8 65.2 23.4 45.7 13.3 60.9 21.0
Old : 39.8 17.2 60.2 29.0 38.7 15.6 54.1 24.7
Other: 66.6 16.6 86.9 16.8 66.4 16.6 86.6 16.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 251,296: 15,496 26,452 67,099 144,178 137,572 226,774 231,123: 24,523 20,173
Old : 221,868: 20,289 29,407 48,846 130,819 124,558 199,954 202,811: 21,914 19,057
Other: 29,429: 4,695 6,532 8,766 13,359 13,015 26,819 28,312: 2,609 1,117
: : :
: : Changes in Commitments from: January 13, 2009 :
: 10,834: 6 3,324 3,012 7,887 5,191 10,905 11,527: -71 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.5 26.7 57.4 54.7 90.2 92.0: 9.8 8.0
Old : 100.0: 9.1 13.3 22.0 59.0 56.1 90.1 91.4: 9.9 8.6
Other: 100.0: 16.0 22.2 29.8 45.4 44.2 91.1 96.2: 8.9 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 32 44 67 64 67 144 158:
Old : 186: 44 44 64 62 65 140 155:
Other: 74: 8 23 20 32 17 57 45:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 23.2 31.9 36.3 13.9 15.5 21.8 21.6
Old : 19.2 26.0 31.0 36.9 15.4 18.0 24.3 24.6
Other: 47.8 55.6 65.4 71.6 34.4 35.7 45.2 47.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 819,306: 41,896 136,460 56,778 599,807 461,830 698,481 655,068: 120,825 164,238
Old : 819,306: 41,896 136,460 56,778 599,807 461,830 698,481 655,068: 120,825 164,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -5,480: -20,665 -4,343 2,916 11,170 -9,622 -6,579 -11,049: 1,099 5,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 16.7 6.9 73.2 56.4 85.3 80.0: 14.7 20.0
Old : 100.0: 5.1 16.7 6.9 73.2 56.4 85.3 80.0: 14.7 20.0
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 : 145: 21 34 34 64 77 105 125:
Old : 145: 21 34 34 64 77 105 125:
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 : 33.1 19.5 45.5 26.8 31.3 19.2 42.3 26.2
Old : 33.1 19.5 45.5 26.8 31.3 19.2 42.3 26.2
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 with Delta-adjusted Options and Futures Combined, January 20, 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 : 138,180: 21,744 6,204 27,662 61,738 86,089 111,144 119,955: 27,036 18,225
Old : 122,598: 20,853 8,413 22,562 54,556 74,789 97,970 105,764: 24,627 16,833
Other: 15,582: 3,435 336 2,555 7,183 11,299 13,174 14,191: 2,408 1,391
: : :
: : Changes in Commitments from: January 13, 2009 :
: 3,234: 668 -664 -1,044 2,688 4,403 2,312 2,695: 922 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 4.5 20.0 44.7 62.3 80.4 86.8: 19.6 13.2
Old : 100.0: 17.0 6.9 18.4 44.5 61.0 79.9 86.3: 20.1 13.7
Other: 100.0: 22.0 2.2 16.4 46.1 72.5 84.5 91.1: 15.5 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 45 22 39 60 53 125 101:
Old : 146: 43 29 39 57 52 122 100:
Other: 61: 19 8 15 29 16 53 34:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 32.9 26.4 45.0 11.7 28.5 18.7 34.6
Old : 17.7 33.6 27.2 43.3 16.4 29.9 23.7 36.9
Other: 27.2 63.7 43.2 74.3 23.9 59.9 38.2 65.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,267: 1,176 701 313 3,725 3,678 5,214 4,692: 1,052 1,575
Old : 5,628: 1,171 700 258 3,206 3,271 4,634 4,229: 993 1,398
Other: 639: 6 1 55 519 407 580 463: 59 176
: : :
: : Changes in Commitments from: January 13, 2009 :
: -64: 47 120 -116 -140 -222 -208 -218: 144 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.2 5.0 59.4 58.7 83.2 74.9: 16.8 25.1
Old : 100.0: 20.8 12.4 4.6 57.0 58.1 82.3 75.2: 17.7 24.8
Other: 100.0: 0.9 0.2 8.5 81.3 63.7 90.8 72.4: 9.2 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 10 4 17 16 27 28:
Old : 45: 8 10 4 17 15 27 27:
Other: 12: 3 1 3 3 6 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 41.8 56.4 53.4 38.8 40.5 55.9 50.0
Old : 35.8 42.1 54.8 54.3 35.8 40.9 54.8 51.3
Other: 89.2 56.2 90.8 71.9 66.6 46.0 66.6 48.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 537,474: 71,416 68,150 22,434 349,651 370,897 443,501 461,481: 93,973 75,993
Old : 537,474: 71,416 68,150 22,434 349,651 370,897 443,501 461,481: 93,973 75,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -12,552: 6,939 -11,016 2,861 -30,227 -3,461 -20,427 -11,616: 7,875 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.7 4.2 65.1 69.0 82.5 85.9: 17.5 14.1
Old : 100.0: 13.3 12.7 4.2 65.1 69.0 82.5 85.9: 17.5 14.1
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 : 150: 25 29 18 68 76 103 113:
Old : 150: 25 29 18 68 76 103 113:
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 : 22.1 30.5 30.7 40.7 18.9 24.2 25.4 32.1
Old : 22.1 30.5 30.7 40.7 18.9 24.2 25.4 32.1
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 with Delta-adjusted Options and Futures Combined, January 20, 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 : 1,417,705: 128,321 121,015 181,379 877,865 807,679 1,187,564 1,110,072: 230,140 307,633
Old : 1,417,705: 128,321 121,015 181,379 877,865 807,679 1,187,564 1,110,072: 230,140 307,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 70,700: -1,831 8,948 24,461 31,349 15,783 53,979 49,192: 16,720 21,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.5 12.8 61.9 57.0 83.8 78.3: 16.2 21.7
Old : 100.0: 9.1 8.5 12.8 61.9 57.0 83.8 78.3: 16.2 21.7
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 : 206: 38 44 60 95 107 165 179:
Old : 206: 38 44 60 95 107 165 179:
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 : 22.2 15.9 31.1 22.8 21.0 10.5 28.4 15.3
Old : 22.2 15.9 31.1 22.8 21.0 10.5 28.4 15.3
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 with Delta-adjusted Options and Futures Combined, January 20, 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 : 1,045,898: 77,424 148,699 57,946 722,694 656,882 858,064 863,527: 187,834 182,371
Old : 1,045,898: 77,424 148,699 57,946 722,694 656,882 858,064 863,527: 187,834 182,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -53,120: -18,879 -6,211 31 -39,651 -41,641 -58,499 -47,821: 5,379 -5,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.2 5.5 69.1 62.8 82.0 82.6: 18.0 17.4
Old : 100.0: 7.4 14.2 5.5 69.1 62.8 82.0 82.6: 18.0 17.4
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 : 146: 25 37 33 68 65 110 118:
Old : 146: 25 37 33 68 65 110 118:
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 : 28.9 38.2 40.3 45.0 20.3 25.8 26.9 31.5
Old : 28.9 38.2 40.3 45.0 20.3 25.8 26.9 31.5
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 with Delta-adjusted Options and Futures Combined, January 20, 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 : 701,245: 159,260 17,871 334,977 174,810 316,955 669,047 669,803: 32,198 31,442
Old : 701,245: 159,260 17,871 334,977 174,810 316,955 669,047 669,803: 32,198 31,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -6,868: -1,574 1,838 -802 -2,388 -3,733 -4,764 -2,697: -2,104 -4,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 2.5 47.8 24.9 45.2 95.4 95.5: 4.6 4.5
Old : 100.0: 22.7 2.5 47.8 24.9 45.2 95.4 95.5: 4.6 4.5
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 : 78: 29 10 31 34 30 71 65:
Old : 78: 29 10 31 34 30 71 65:
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 : 40.3 36.5 57.0 54.2 16.5 19.0 22.8 28.1
Old : 40.3 36.5 57.0 54.2 16.5 19.0 22.8 28.1
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 with Delta-adjusted Options and Futures Combined, January 20, 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 : 16,982: 3,552 4,084 5 9,659 9,653 13,216 13,741: 3,766 3,240
Old : 16,982: 3,552 4,084 5 9,659 9,653 13,216 13,741: 3,766 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 4,399: 19 392 5 3,895 4,273 3,918 4,670: 481 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.0 0.0 56.9 56.8 77.8 80.9: 22.2 19.1
Old : 100.0: 20.9 24.0 0.0 56.9 56.8 77.8 80.9: 22.2 19.1
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 : 32: 5 8 1 13 8 18 17:
Old : 32: 5 8 1 13 8 18 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 : 49.7 53.0 63.9 69.2 49.7 53.0 63.9 69.2
Old : 49.7 53.0 63.9 69.2 49.7 53.0 63.9 69.2
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 with Delta-adjusted Options and Futures Combined, January 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 79,260: 19,979 11,095 780 41,155 49,394 61,913 61,268: 17,347 17,992
Old : 79,260: 19,979 11,095 780 41,155 49,394 61,913 61,268: 17,347 17,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 8,839: 199 -195 142 4,774 6,468 5,115 6,415: 3,725 2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 14.0 1.0 51.9 62.3 78.1 77.3: 21.9 22.7
Old : 100.0: 25.2 14.0 1.0 51.9 62.3 78.1 77.3: 21.9 22.7
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 : 85: 25 19 4 25 25 52 46:
Old : 85: 25 19 4 25 25 52 46:
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 : 33.2 32.1 46.3 51.1 29.8 28.2 39.6 40.8
Old : 33.2 32.1 46.3 51.1 29.8 28.2 39.6 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 25,247: 13,651 7,824 107 11,337 17,163 25,095 25,094: 152 153
Old : 25,247: 13,651 7,824 107 11,337 17,163 25,095 25,094: 152 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -3,072: -1,050 -1,990 -105 -1,805 -926 -2,960 -3,021: -112 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 31.0 0.4 44.9 68.0 99.4 99.4: 0.6 0.6
Old : 100.0: 54.1 31.0 0.4 44.9 68.0 99.4 99.4: 0.6 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 : 41: 11 11 3 8 16 21 28:
Old : 41: 11 11 3 8 16 21 28:
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 : 84.1 69.3 93.0 86.4 83.5 68.2 92.5 85.2
Old : 84.1 69.3 93.0 86.4 83.5 68.2 92.5 85.2
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 with Delta-adjusted Options and Futures Combined, January 20, 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 : 43,827: 15,898 1,192 1,712 25,405 40,890 43,015 43,794: 812 33
Old : 43,827: 15,898 1,192 1,712 25,405 40,890 43,015 43,794: 812 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: -4,619: -8,228 244 10 6,823 -1,454 -1,395 -1,200: -3,224 -3,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.7 3.9 58.0 93.3 98.1 99.9: 1.9 0.1
Old : 100.0: 36.3 2.7 3.9 58.0 93.3 98.1 99.9: 1.9 0.1
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 : 34: 12 7 3 12 7 24 17:
Old : 34: 12 7 3 12 7 24 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 : 62.2 86.2 85.6 96.9 55.3 75.0 71.8 80.4
Old : 62.2 86.2 85.6 96.9 55.3 75.0 71.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2009