WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 370,711: 58,885 54,245 118,260 163,811 146,353 340,956 318,858: 29,755 51,853
Old : 217,362: 42,344 48,437 62,859 92,674 74,839 197,877 186,134: 19,485 31,227
Other: 153,350: 35,394 24,661 36,549 71,136 71,514 143,079 132,724: 10,270 20,625
: : :
: : Changes in Commitments from: January 27, 2009 :
: 4,077: -563 -1,260 3,079 1,810 802 4,326 2,620: -248 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.6 31.9 44.2 39.5 92.0 86.0: 8.0 14.0
Old : 100.0: 19.5 22.3 28.9 42.6 34.4 91.0 85.6: 9.0 14.4
Other: 100.0: 23.1 16.1 23.8 46.4 46.6 93.3 86.6: 6.7 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 73 112 149 75 89 255 276:
Old : 287: 76 104 112 64 77 215 234:
Other: 218: 56 69 80 55 79 157 192:
:----------------------------------------------------------------------------------------------------
: 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 12.2 31.0 20.1 15.8 8.9 25.6 14.0
Old : 20.9 12.9 31.9 22.3 20.5 10.7 30.6 17.4
Other: 35.2 14.3 47.8 24.2 34.6 11.8 40.7 18.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 1,247,816: 132,514 122,675 433,140 543,664 471,950 1,109,318 1,027,765: 138,497 220,050
Old : 921,389: 93,316 126,548 325,544 390,094 316,810 808,954 768,902: 112,435 152,487
Other: 326,426: 66,940 23,870 79,854 153,570 155,140 300,364 258,863: 26,062 67,563
: : :
: : Changes in Commitments from: January 27, 2009 :
: 20,284: 5,196 20,328 3,115 4,855 -12,698 13,166 10,745: 7,118 9,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.8 34.7 43.6 37.8 88.9 82.4: 11.1 17.6
Old : 100.0: 10.1 13.7 35.3 42.3 34.4 87.8 83.5: 12.2 16.5
Other: 100.0: 20.5 7.3 24.5 47.0 47.5 92.0 79.3: 8.0 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 124 156 217 233 247 485 520:
Old : 571: 115 168 202 227 241 467 502:
Other: 386: 82 71 83 96 194 215 319:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 14.6 22.7 20.8 7.9 5.2 13.0 9.0
Old : 13.2 13.8 20.8 20.8 8.5 5.8 14.2 9.4
Other: 24.8 17.4 39.8 27.3 20.1 8.0 29.7 12.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 19,332: 552 2,575 1,552 15,060 12,768 17,164 16,894: 2,168 2,438
Old : 12,057: 677 2,543 1,230 8,452 6,465 10,359 10,237: 1,698 1,820
Other: 7,275: 8 165 189 6,608 6,303 6,805 6,657: 470 618
: : :
: : Changes in Commitments from: January 27, 2009 :
: 875: -78 524 72 804 157 798 753: 77 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 13.3 8.0 77.9 66.0 88.8 87.4: 11.2 12.6
Old : 100.0: 5.6 21.1 10.2 70.1 53.6 85.9 84.9: 14.1 15.1
Other: 100.0: 0.1 2.3 2.6 90.8 86.6 93.5 91.5: 6.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 16 8 23 15 35 34:
Old : 46: 9 14 7 21 12 32 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 : 43.3 53.5 60.9 64.8 34.0 34.2 45.0 42.3
Old : 36.4 44.3 53.3 57.5 33.0 30.7 45.5 41.7
Other: 69.3 73.6 85.6 86.4 48.7 47.6 56.9 52.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 459,352: 65,991 26,757 162,900 184,592 197,053 413,484 386,709: 45,868 72,642
Old : 355,315: 47,906 32,844 118,502 150,135 153,124 316,543 304,470: 38,771 50,845
Other: 104,037: 32,332 8,160 30,150 34,458 43,929 96,940 82,240: 7,097 21,797
: : :
: : Changes in Commitments from: January 27, 2009 :
: 570: -624 3,829 2,016 -2,342 -11,274 -949 -5,429: 1,520 5,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.8 35.5 40.2 42.9 90.0 84.2: 10.0 15.8
Old : 100.0: 13.5 9.2 33.4 42.3 43.1 89.1 85.7: 10.9 14.3
Other: 100.0: 31.1 7.8 29.0 33.1 42.2 93.2 79.0: 6.8 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 104 97 158 104 116 302 304:
Old : 339: 89 114 145 97 107 280 287:
Other: 194: 68 29 54 58 78 142 151:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 21.5 27.9 31.7 9.9 11.3 15.5 16.1
Old : 18.7 22.1 28.6 30.9 12.6 11.3 19.7 16.3
Other: 30.7 32.9 46.1 42.3 21.1 18.6 28.6 24.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 12,830: 8,904 1,772 923 0 1,195 9,827 3,890: 3,003 8,940
Old : 8,716: 5,368 1,832 852 0 575 6,220 3,259: 2,496 5,457
Other: 4,114: 3,596 0 11 0 620 3,607 631: 507 3,483
: : :
: : Changes in Commitments from: January 27, 2009 :
: 201: -113 421 -62 0 -110 -175 249: 376 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 13.8 7.2 0.0 9.3 76.6 30.3: 23.4 69.7
Old : 100.0: 61.6 21.0 9.8 0.0 6.6 71.4 37.4: 28.6 62.6
Other: 100.0: 87.4 0.0 0.3 0.0 15.1 87.7 15.3: 12.3 84.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 14 8 10 0 3 16 19:
Old : 25: 14 8 9 0 3 15 19:
Other: 14: 11 0 3 0 3 11 6:
:----------------------------------------------------------------------------------------------------
: 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 : 48.3 14.6 64.7 22.2 46.9 12.7 60.1 19.2
Old : 38.7 18.5 58.0 28.5 37.9 15.2 51.8 24.1
Other: 68.7 15.2 86.0 15.3 68.5 15.1 85.7 15.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 259,510: 18,200 30,011 70,355 148,041 133,054 236,596 233,420: 22,914 26,090
Old : 230,182: 23,556 32,746 51,807 134,809 120,709 210,172 205,261: 20,010 24,920
Other: 29,328: 4,662 7,283 8,530 13,233 12,345 26,424 28,159: 2,904 1,169
: : :
: : Changes in Commitments from: January 27, 2009 :
: 9,887: 2,663 3,586 5,089 2,823 -3,814 10,575 4,862: -688 5,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 11.6 27.1 57.0 51.3 91.2 89.9: 8.8 10.1
Old : 100.0: 10.2 14.2 22.5 58.6 52.4 91.3 89.2: 8.7 10.8
Other: 100.0: 15.9 24.8 29.1 45.1 42.1 90.1 96.0: 9.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 35 46 74 66 65 158 164:
Old : 198: 45 49 72 64 63 154 162:
Other: 78: 12 22 18 35 19 59 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 22.1 30.0 33.9 12.3 15.0 20.3 22.0
Old : 18.7 24.6 31.1 35.2 14.1 17.1 23.0 24.7
Other: 45.3 58.4 64.6 73.8 32.4 38.2 44.1 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 830,883: 35,823 127,429 59,202 616,128 479,148 711,153 665,779: 119,730 165,104
Old : 830,883: 35,823 127,429 59,202 616,128 479,148 711,153 665,779: 119,730 165,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 21,295: -4,977 6,196 11,495 15,929 611 22,448 18,302: -1,153 2,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 15.3 7.1 74.2 57.7 85.6 80.1: 14.4 19.9
Old : 100.0: 4.3 15.3 7.1 74.2 57.7 85.6 80.1: 14.4 19.9
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 : 150: 20 37 34 70 79 111 129:
Old : 150: 20 37 34 70 79 111 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 23.2 42.3 29.8 29.4 22.3 38.2 28.9
Old : 31.5 23.2 42.3 29.8 29.4 22.3 38.2 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 150,542: 24,858 5,139 30,007 67,542 93,518 122,408 128,664: 28,134 21,878
Old : 132,425: 23,169 6,262 25,379 58,554 80,309 107,102 111,950: 25,323 20,475
Other: 18,117: 3,159 346 3,158 8,988 13,209 15,306 16,713: 2,811 1,403
: : :
: : Changes in Commitments from: January 27, 2009 :
: 4,425: -636 202 363 3,785 1,168 3,512 1,733: 913 2,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 3.4 19.9 44.9 62.1 81.3 85.5: 18.7 14.5
Old : 100.0: 17.5 4.7 19.2 44.2 60.6 80.9 84.5: 19.1 15.5
Other: 100.0: 17.4 1.9 17.4 49.6 72.9 84.5 92.3: 15.5 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 41 23 40 62 60 129 105:
Old : 147: 39 31 38 58 58 123 103:
Other: 63: 18 7 16 32 18 55 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 : 19.0 31.9 27.2 45.3 9.7 28.0 16.6 34.5
Old : 19.7 32.3 28.5 43.4 14.8 28.8 22.3 35.6
Other: 22.2 65.6 37.8 74.3 21.0 60.3 34.4 65.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 8,245: 1,097 1,454 925 4,933 3,760 6,955 6,138: 1,290 2,106
Old : 6,993: 1,121 1,458 784 3,887 2,883 5,793 5,125: 1,200 1,868
Other: 1,252: 8 28 108 1,046 877 1,162 1,013: 89 239
: : :
: : Changes in Commitments from: January 27, 2009 :
: 1,080: -207 463 551 717 191 1,061 1,204: 19 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.6 11.2 59.8 45.6 84.4 74.5: 15.6 25.5
Old : 100.0: 16.0 20.8 11.2 55.6 41.2 82.8 73.3: 17.2 26.7
Other: 100.0: 0.6 2.2 8.6 83.6 70.1 92.9 80.9: 7.1 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 13 6 18 15 28 31:
Old : 45: 8 12 6 18 14 28 30:
Other: 15: 2 3 4 3 8 7 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 35.0 51.8 49.1 36.0 33.2 49.2 43.0
Old : 32.2 37.2 49.5 49.8 32.2 34.4 47.5 42.9
Other: 89.7 47.7 92.9 76.4 77.1 46.7 77.1 63.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 494,526: 65,215 58,712 14,069 326,846 345,840 406,130 418,621: 88,396 75,906
Old : 494,526: 65,215 58,712 14,069 326,846 345,840 406,130 418,621: 88,396 75,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -11,834: -7,674 -5,676 -546 -5,978 -9,244 -14,198 -15,466: 2,364 3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.9 2.8 66.1 69.9 82.1 84.7: 17.9 15.3
Old : 100.0: 13.2 11.9 2.8 66.1 69.9 82.1 84.7: 17.9 15.3
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 : 156: 25 30 15 74 76 108 112:
Old : 156: 25 30 15 74 76 108 112:
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 : 17.9 30.5 27.0 40.8 15.9 23.5 23.3 32.3
Old : 17.9 30.5 27.0 40.8 15.9 23.5 23.3 32.3
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, February 3, 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 : 1,434,614: 104,516 127,281 179,794 938,446 833,190 1,222,756 1,140,265: 211,858 294,349
Old : 1,434,614: 104,516 127,281 179,794 938,446 833,190 1,222,756 1,140,265: 211,858 294,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 105,944: -18,819 18,072 42,582 84,689 37,085 108,452 97,739: -2,508 8,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.9 12.5 65.4 58.1 85.2 79.5: 14.8 20.5
Old : 100.0: 7.3 8.9 12.5 65.4 58.1 85.2 79.5: 14.8 20.5
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 : 211: 41 40 58 109 113 177 184:
Old : 211: 41 40 58 109 113 177 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 15.3 31.1 21.0 18.6 8.3 26.3 12.9
Old : 21.5 15.3 31.1 21.0 18.6 8.3 26.3 12.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 1,040,201: 76,643 110,552 56,460 727,112 640,876 860,215 807,888: 179,986 232,313
Old : 1,040,201: 76,643 110,552 56,460 727,112 640,876 860,215 807,888: 179,986 232,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 23,966: 5,303 -23,274 1,373 17,414 -3,133 24,089 -25,034: -123 49,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 10.6 5.4 69.9 61.6 82.7 77.7: 17.3 22.3
Old : 100.0: 7.4 10.6 5.4 69.9 61.6 82.7 77.7: 17.3 22.3
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 : 137: 18 34 27 69 63 106 105:
Old : 137: 18 34 27 69 63 106 105:
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 : 29.0 39.7 40.1 46.1 19.7 27.3 27.6 32.3
Old : 29.0 39.7 40.1 46.1 19.7 27.3 27.6 32.3
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, February 3, 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 : 608,142: 142,915 17,803 284,043 150,005 276,875 576,963 578,721: 31,179 29,420
Old : 608,142: 142,915 17,803 284,043 150,005 276,875 576,963 578,721: 31,179 29,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -111,399: -26,116 77 -53,370 -29,053 -55,584 -108,539 -108,877: -2,860 -2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 2.9 46.7 24.7 45.5 94.9 95.2: 5.1 4.8
Old : 100.0: 23.5 2.9 46.7 24.7 45.5 94.9 95.2: 5.1 4.8
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 : 76: 24 11 32 34 27 71 61:
Old : 76: 24 11 32 34 27 71 61:
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 : 39.4 36.4 56.3 56.3 16.8 23.4 23.5 32.0
Old : 39.4 36.4 56.3 56.3 16.8 23.4 23.5 32.0
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, February 3, 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 : 19,014: 4,553 4,275 2 10,411 11,333 14,966 15,611: 4,048 3,403
Old : 19,014: 4,553 4,275 2 10,411 11,333 14,966 15,611: 4,048 3,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 1,743: 91 133 -2 707 1,393 796 1,524: 947 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.5 0.0 54.8 59.6 78.7 82.1: 21.3 17.9
Old : 100.0: 23.9 22.5 0.0 54.8 59.6 78.7 82.1: 21.3 17.9
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 : 30: 5 8 1 12 7 17 16:
Old : 30: 5 8 1 12 7 17 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 : 53.6 57.3 67.4 72.2 53.6 57.3 67.4 72.1
Old : 53.6 57.3 67.4 72.2 53.6 57.3 67.4 72.1
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, February 3, 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 : 86,447: 24,062 17,695 896 46,965 52,351 71,922 70,942: 14,525 15,505
Old : 86,447: 24,062 17,695 896 46,965 52,351 71,922 70,942: 14,525 15,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 7,241: 1,756 2,847 179 5,346 5,696 7,281 8,721: -41 -1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 20.5 1.0 54.3 60.6 83.2 82.1: 16.8 17.9
Old : 100.0: 27.8 20.5 1.0 54.3 60.6 83.2 82.1: 16.8 17.9
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 : 91: 27 22 6 27 25 57 50:
Old : 91: 27 22 6 27 25 57 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 : 33.2 30.0 45.6 48.9 30.3 26.4 40.0 41.3
Old : 33.2 30.0 45.6 48.9 30.3 26.4 40.0 41.3
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, February 3, 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 : 29,808: 9,535 5,405 157 19,520 24,036 29,212 29,598: 596 210
Old : 29,808: 9,535 5,405 157 19,520 24,036 29,212 29,598: 596 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 8,090: -654 -169 -201 8,528 8,424 7,673 8,054: 417 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 18.1 0.5 65.5 80.6 98.0 99.3: 2.0 0.7
Old : 100.0: 32.0 18.1 0.5 65.5 80.6 98.0 99.3: 2.0 0.7
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 : 39: 9 12 3 9 13 20 26:
Old : 39: 9 12 3 9 13 20 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 : 86.6 82.1 93.2 92.6 86.2 81.1 92.9 91.7
Old : 86.6 82.1 93.2 92.6 86.2 81.1 92.9 91.7
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, February 3, 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 : 36,922: 10,748 1,157 1,641 23,388 33,802 35,777 36,600: 1,145 322
Old : 36,922: 10,748 1,157 1,641 23,388 33,802 35,777 36,600: 1,145 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -640: -1,855 124 0 807 -1,018 -1,048 -894: 408 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 3.1 4.4 63.3 91.5 96.9 99.1: 3.1 0.9
Old : 100.0: 29.1 3.1 4.4 63.3 91.5 96.9 99.1: 3.1 0.9
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 : 32: 11 7 2 12 6 23 15:
Old : 32: 11 7 2 12 6 23 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 : 63.6 87.9 82.0 97.6 58.6 80.9 73.6 85.0
Old : 63.6 87.9 82.0 97.6 58.6 80.9 73.6 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2009