WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 366,634: 59,449 55,506 115,181 162,000 145,551 336,631 316,239: 30,004 50,396
Old : 225,275: 42,363 47,825 68,148 95,753 79,863 206,264 195,836: 19,011 29,439
Other: 141,359: 31,658 22,253 32,461 66,247 65,688 130,366 120,402: 10,993 20,957
: : :
: : Changes in Commitments from: January 20, 2009 :
: 8,252: 1,262 -4,276 6,579 -4,098 3,991 3,743 6,294: 4,508 1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 15.1 31.4 44.2 39.7 91.8 86.3: 8.2 13.7
Old : 100.0: 18.8 21.2 30.3 42.5 35.5 91.6 86.9: 8.4 13.1
Other: 100.0: 22.4 15.7 23.0 46.9 46.5 92.2 85.2: 7.8 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 69 114 130 75 91 241 261:
Old : 281: 77 104 98 63 78 205 222:
Other: 207: 52 63 71 54 80 146 181:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 12.5 32.1 20.8 16.0 10.0 26.7 15.2
Old : 21.6 13.2 32.7 23.0 21.2 11.3 31.4 18.6
Other: 37.1 14.8 49.6 24.5 36.7 12.2 43.2 18.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 1,227,531: 127,317 102,347 430,026 538,809 484,648 1,096,152 1,017,020: 131,379 210,511
Old : 910,565: 93,019 108,604 323,922 388,675 332,506 805,617 765,033: 104,949 145,533
Other: 316,966: 63,122 22,566 77,280 150,134 152,142 290,535 251,987: 26,430 64,978
: : :
: : Changes in Commitments from: January 20, 2009 :
: -30,732: -4,165 5,254 -16,236 -2,557 -14,386 -22,959 -25,369: -7,774 -5,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 8.3 35.0 43.9 39.5 89.3 82.9: 10.7 17.1
Old : 100.0: 10.2 11.9 35.6 42.7 36.5 88.5 84.0: 11.5 16.0
Other: 100.0: 19.9 7.1 24.4 47.4 48.0 91.7 79.5: 8.3 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 120 147 202 233 252 473 508:
Old : 564: 116 153 187 226 245 453 490:
Other: 370: 78 65 69 96 192 202 300:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 16.1 22.8 22.5 8.2 7.0 13.4 10.3
Old : 13.6 15.0 21.2 22.2 9.0 6.9 14.8 10.5
Other: 25.2 20.0 40.3 29.6 20.1 9.3 29.9 13.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 18,457: 630 2,051 1,480 14,257 12,611 16,366 16,141: 2,090 2,315
Old : 11,287: 741 2,056 1,128 7,764 6,393 9,633 9,577: 1,654 1,710
Other: 7,170: 31 136 210 6,493 6,218 6,734 6,565: 436 605
: : :
: : Changes in Commitments from: January 20, 2009 :
: 31: -41 241 151 -182 -253 -72 138: 103 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 11.1 8.0 77.2 68.3 88.7 87.5: 11.3 12.5
Old : 100.0: 6.6 18.2 10.0 68.8 56.6 85.3 84.8: 14.7 15.2
Other: 100.0: 0.4 1.9 2.9 90.6 86.7 93.9 91.6: 6.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 8 12 8 22 17 34 34:
Old : 45: 11 10 7 19 14 30 31:
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 : 42.2 53.4 60.6 64.7 35.4 37.1 47.8 46.3
Old : 39.0 41.9 55.9 56.8 37.1 35.1 50.6 47.5
Other: 68.7 74.1 85.2 86.3 47.8 47.1 56.2 52.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 458,782: 66,615 22,928 160,884 186,934 208,327 414,433 392,139: 44,349 66,643
Old : 360,601: 51,067 26,544 119,890 153,462 168,120 324,419 314,553: 36,182 46,048
Other: 98,181: 27,022 7,859 29,519 33,472 40,207 90,014 77,585: 8,167 20,596
: : :
: : Changes in Commitments from: January 20, 2009 :
: 16,299: 4,361 -800 3,513 8,316 12,256 16,190 14,969: 109 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 5.0 35.1 40.7 45.4 90.3 85.5: 9.7 14.5
Old : 100.0: 14.2 7.4 33.2 42.6 46.6 90.0 87.2: 10.0 12.8
Other: 100.0: 27.5 8.0 30.1 34.1 41.0 91.7 79.0: 8.3 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 111 84 155 109 127 304 311:
Old : 346: 103 94 143 103 119 284 295:
Other: 200: 64 29 56 54 87 138 159:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 23.3 28.3 33.2 9.8 12.2 15.5 17.3
Old : 19.3 23.9 28.6 33.9 12.2 12.8 19.4 18.0
Other: 31.1 30.9 47.4 39.9 22.3 16.6 30.1 22.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 12,629: 9,017 1,351 985 0 1,305 10,002 3,641: 2,627 8,988
Old : 8,593: 5,521 1,411 818 0 697 6,339 2,926: 2,254 5,667
Other: 4,036: 3,656 100 7 0 608 3,663 715: 373 3,321
: : :
: : Changes in Commitments from: January 20, 2009 :
: 911: 753 99 118 0 91 871 308: 40 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 10.7 7.8 0.0 10.3 79.2 28.8: 20.8 71.2
Old : 100.0: 64.2 16.4 9.5 0.0 8.1 73.8 34.1: 26.2 65.9
Other: 100.0: 90.6 2.5 0.2 0.0 15.1 90.8 17.7: 9.2 82.3
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 15 5 11 0 3 17 17:
Old : 23: 15 5 9 0 3 16 16:
Other: 16: 11 2 3 0 3 11 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 14.2 64.5 23.8 46.2 13.7 60.6 21.0
Old : 38.8 18.5 58.8 29.5 37.8 16.3 53.2 24.5
Other: 67.1 16.8 87.0 17.7 67.0 16.8 86.9 17.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 249,622: 15,537 26,424 65,265 145,219 136,868 226,021 228,558: 23,602 21,064
Old : 219,720: 19,457 29,569 47,241 132,415 123,140 199,114 199,949: 20,606 19,770
Other: 29,903: 4,684 5,460 9,419 12,804 13,729 26,907 28,608: 2,996 1,294
: : :
: : Changes in Commitments from: January 20, 2009 :
: -1,674: 41 -27 -1,834 1,040 -704 -753 -2,565: -921 891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.6 26.1 58.2 54.8 90.5 91.6: 9.5 8.4
Old : 100.0: 8.9 13.5 21.5 60.3 56.0 90.6 91.0: 9.4 9.0
Other: 100.0: 15.7 18.3 31.5 42.8 45.9 90.0 95.7: 10.0 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 34 42 71 64 66 149 159:
Old : 188: 40 46 69 62 64 145 157:
Other: 75: 10 21 17 35 20 58 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 : 19.1 22.6 30.9 34.7 13.9 16.3 21.7 24.0
Old : 19.4 25.2 31.2 36.6 15.7 18.7 24.4 26.3
Other: 45.9 55.2 64.9 70.2 32.8 34.9 41.9 44.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 809,589: 40,800 121,233 47,706 600,199 478,538 688,705 647,477: 120,883 162,111
Old : 809,589: 40,800 121,233 47,706 600,199 478,538 688,705 647,477: 120,883 162,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -9,717: -1,095 -15,226 -9,072 392 16,708 -9,776 -7,590: 58 -2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.0 5.9 74.1 59.1 85.1 80.0: 14.9 20.0
Old : 100.0: 5.0 15.0 5.9 74.1 59.1 85.1 80.0: 14.9 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 : 148: 24 30 32 68 80 108 126:
Old : 148: 24 30 32 68 80 108 126:
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 : 32.9 22.2 44.8 28.8 31.1 21.7 41.2 28.3
Old : 32.9 22.2 44.8 28.8 31.1 21.7 41.2 28.3
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 27, 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 : 146,117: 25,494 4,937 29,644 63,758 92,349 118,896 126,930: 27,221 19,187
Old : 129,596: 23,474 6,063 25,514 55,753 80,168 104,741 111,745: 24,855 17,851
Other: 16,521: 3,509 363 2,641 8,005 12,181 14,155 15,185: 2,367 1,337
: : :
: : Changes in Commitments from: January 20, 2009 :
: 7,938: 3,750 -1,267 1,982 2,019 6,260 7,752 6,975: 186 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 3.4 20.3 43.6 63.2 81.4 86.9: 18.6 13.1
Old : 100.0: 18.1 4.7 19.7 43.0 61.9 80.8 86.2: 19.2 13.8
Other: 100.0: 21.2 2.2 16.0 48.5 73.7 85.7 91.9: 14.3 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 42 25 39 65 57 132 103:
Old : 152: 42 32 35 61 56 125 101:
Other: 67: 20 8 15 33 20 59 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 34.3 25.3 45.7 10.2 29.7 16.6 36.4
Old : 17.3 35.6 25.9 43.9 13.8 31.3 21.4 38.0
Other: 24.6 64.9 39.6 74.8 22.7 60.9 34.5 66.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 7,165: 1,304 990 374 4,217 3,570 5,894 4,934: 1,270 2,231
Old : 6,133: 1,319 992 264 3,365 2,914 4,948 4,170: 1,185 1,963
Other: 1,031: 3 16 92 852 656 946 764: 85 268
: : :
: : Changes in Commitments from: January 20, 2009 :
: 898: 127 290 61 492 -109 680 242: 218 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.8 5.2 58.9 49.8 82.3 68.9: 17.7 31.1
Old : 100.0: 21.5 16.2 4.3 54.9 47.5 80.7 68.0: 19.3 32.0
Other: 100.0: 0.3 1.5 8.9 82.6 63.6 91.8 74.1: 8.2 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 10 3 16 13 26 25:
Old : 42: 8 11 3 16 12 26 24:
Other: 12: 2 1 3 3 7 6 10:
:----------------------------------------------------------------------------------------------------
: 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 : 39.3 35.6 55.2 49.8 39.3 34.5 53.2 45.8
Old : 34.8 35.9 52.3 49.1 34.8 34.7 51.1 45.6
Other: 89.7 49.5 91.8 72.5 74.2 45.7 74.2 56.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 506,360: 72,889 64,388 14,615 332,824 355,083 420,328 434,087: 86,032 72,273
Old : 506,360: 72,889 64,388 14,615 332,824 355,083 420,328 434,087: 86,032 72,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -31,114: 1,474 -3,762 -7,819 -16,827 -15,813 -23,173 -27,394: -7,941 -3,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.7 2.9 65.7 70.1 83.0 85.7: 17.0 14.3
Old : 100.0: 14.4 12.7 2.9 65.7 70.1 83.0 85.7: 17.0 14.3
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 : 150: 25 30 16 68 73 101 111:
Old : 150: 25 30 16 68 73 101 111:
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 : 20.1 32.8 29.6 42.7 17.7 25.7 24.6 34.0
Old : 20.1 32.8 29.6 42.7 17.7 25.7 24.6 34.0
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 with Delta-adjusted Options and Futures Combined, January 27, 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 : 1,328,670: 123,334 109,209 137,212 853,757 796,105 1,114,303 1,042,526: 214,367 286,145
Old : 1,328,670: 123,334 109,209 137,212 853,757 796,105 1,114,303 1,042,526: 214,367 286,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -89,035: -4,987 -11,805 -44,167 -24,107 -11,574 -73,261 -67,546: -15,773 -21,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 8.2 10.3 64.3 59.9 83.9 78.5: 16.1 21.5
Old : 100.0: 9.3 8.2 10.3 64.3 59.9 83.9 78.5: 16.1 21.5
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 : 197: 38 33 48 96 107 155 167:
Old : 197: 38 33 48 96 107 155 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 16.0 32.5 23.0 21.5 10.5 29.0 15.7
Old : 22.8 16.0 32.5 23.0 21.5 10.5 29.0 15.7
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 27, 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 : 1,016,234: 71,340 133,826 55,087 709,698 644,009 836,125 832,922: 180,109 183,312
Old : 1,016,234: 71,340 133,826 55,087 709,698 644,009 836,125 832,922: 180,109 183,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -29,663: -6,084 -14,872 -2,859 -12,996 -12,874 -21,938 -30,605: -7,725 941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 13.2 5.4 69.8 63.4 82.3 82.0: 17.7 18.0
Old : 100.0: 7.0 13.2 5.4 69.8 63.4 82.3 82.0: 17.7 18.0
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 : 141: 23 37 32 64 63 102 117:
Old : 141: 23 37 32 64 63 102 117:
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 : 29.3 39.3 40.8 46.0 19.9 26.8 26.9 32.0
Old : 29.3 39.3 40.8 46.0 19.9 26.8 26.9 32.0
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 with Delta-adjusted Options and Futures Combined, January 27, 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 : 719,540: 169,031 17,725 337,413 179,058 332,460 685,502 687,598: 34,038 31,942
Old : 719,540: 169,031 17,725 337,413 179,058 332,460 685,502 687,598: 34,038 31,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 18,296: 9,771 -146 2,436 4,248 15,505 16,456 17,795: 1,840 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 2.5 46.9 24.9 46.2 95.3 95.6: 4.7 4.4
Old : 100.0: 23.5 2.5 46.9 24.9 46.2 95.3 95.6: 4.7 4.4
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 : 84: 30 13 35 35 32 77 71:
Old : 84: 30 13 35 35 32 77 71:
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 : 39.8 37.3 55.6 55.2 16.4 22.0 22.2 29.8
Old : 39.8 37.3 55.6 55.2 16.4 22.0 22.2 29.8
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 27, 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 : 17,271: 4,462 4,142 4 9,704 9,940 14,170 14,086: 3,101 3,185
Old : 17,271: 4,462 4,142 4 9,704 9,940 14,170 14,086: 3,101 3,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 289: 911 58 -1 44 287 954 345: -665 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 24.0 0.0 56.2 57.6 82.0 81.6: 18.0 18.4
Old : 100.0: 25.8 24.0 0.0 56.2 57.6 82.0 81.6: 18.0 18.4
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 : 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 : 53.7 51.7 68.4 68.1 53.7 51.7 68.4 68.1
Old : 53.7 51.7 68.4 68.1 53.7 51.7 68.4 68.1
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 27, 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 : 79,206: 22,305 14,848 717 41,618 46,655 64,641 62,220: 14,565 16,986
Old : 79,206: 22,305 14,848 717 41,618 46,655 64,641 62,220: 14,565 16,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -54: 2,327 3,753 -63 464 -2,738 2,727 952: -2,781 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.7 0.9 52.5 58.9 81.6 78.6: 18.4 21.4
Old : 100.0: 28.2 18.7 0.9 52.5 58.9 81.6 78.6: 18.4 21.4
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 : 91: 26 23 3 28 24 54 50:
Old : 91: 26 23 3 28 24 54 50:
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 : 33.6 30.2 46.4 48.8 30.1 25.6 40.0 38.9
Old : 33.6 30.2 46.4 48.8 30.1 25.6 40.0 38.9
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 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 21,718: 10,189 5,574 358 10,992 15,612 21,539 21,544: 179 174
Old : 21,718: 10,189 5,574 358 10,992 15,612 21,539 21,544: 179 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -3,529: -3,462 -2,250 251 -345 -1,551 -3,556 -3,550: 27 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 25.7 1.6 50.6 71.9 99.2 99.2: 0.8 0.8
Old : 100.0: 46.9 25.7 1.6 50.6 71.9 99.2 99.2: 0.8 0.8
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 : 39: 10 12 4 8 14 21 27:
Old : 39: 10 12 4 8 14 21 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 : 84.9 66.1 91.8 86.9 84.6 64.8 91.4 85.7
Old : 84.9 66.1 91.8 86.9 84.6 64.8 91.4 85.7
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 27, 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 : 37,562: 12,603 1,033 1,641 22,581 34,820 36,825 37,494: 737 68
Old : 37,562: 12,603 1,033 1,641 22,581 34,820 36,825 37,494: 737 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: -6,265: -3,295 -159 -71 -2,824 -6,070 -6,190 -6,300: -75 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.8 4.4 60.1 92.7 98.0 99.8: 2.0 0.2
Old : 100.0: 33.6 2.8 4.4 60.1 92.7 98.0 99.8: 2.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 6 2 11 7 22 15:
Old : 31: 11 6 2 11 7 22 15:
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 : 65.4 87.3 85.6 98.3 56.8 79.2 73.9 82.8
Old : 65.4 87.3 85.6 98.3 56.8 79.2 73.9 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2009