WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 407,203: 60,168 65,053 148,607 167,815 142,643 376,590 356,303: 30,613 50,900
Old : 221,308: 46,679 56,255 69,741 87,732 67,399 204,152 193,394: 17,157 27,914
Other: 185,895: 46,108 41,417 46,247 80,083 75,244 172,438 162,909: 13,457 22,986
: : :
: : Changes in Commitments from: February 10, 2009 :
: 12,555: -188 3,581 8,760 4,920 1,133 13,491 13,473: -936 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.0 36.5 41.2 35.0 92.5 87.5: 7.5 12.5
Old : 100.0: 21.1 25.4 31.5 39.6 30.5 92.2 87.4: 7.8 12.6
Other: 100.0: 24.8 22.3 24.9 43.1 40.5 92.8 87.6: 7.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 68 133 175 78 93 285 320:
Old : 320: 83 115 129 63 83 233 270:
Other: 249: 58 93 86 60 85 172 221:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 10.1 28.7 18.0 13.9 7.5 23.3 12.4
Old : 19.4 13.2 30.5 22.4 18.8 10.6 29.1 18.4
Other: 29.6 12.7 40.8 20.9 29.0 9.2 37.5 15.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 1,225,572: 130,013 143,130 400,707 555,092 460,007 1,085,811 1,003,844: 139,761 221,728
Old : 877,444: 89,266 146,112 286,944 392,196 299,673 768,406 732,729: 109,038 144,715
Other: 348,128: 72,153 28,425 82,356 162,896 160,334 317,405 271,115: 30,723 77,013
: : :
: : Changes in Commitments from: February 10, 2009 :
: -2,894: -3,651 21,430 -19,100 15,206 -15,486 -7,545 -13,157: 4,651 10,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.7 32.7 45.3 37.5 88.6 81.9: 11.4 18.1
Old : 100.0: 10.2 16.7 32.7 44.7 34.2 87.6 83.5: 12.4 16.5
Other: 100.0: 20.7 8.2 23.7 46.8 46.1 91.2 77.9: 8.8 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 125 151 215 232 237 487 507:
Old : 565: 120 157 199 224 228 466 484:
Other: 378: 83 75 81 97 187 217 311:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 13.2 23.4 20.1 8.0 5.7 13.1 8.7
Old : 13.7 12.3 21.7 19.9 8.8 6.3 14.4 9.8
Other: 23.7 16.3 39.5 26.4 19.6 8.6 28.7 13.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 18,661: 370 2,401 1,386 14,640 11,973 16,396 15,760: 2,265 2,901
Old : 11,609: 423 2,266 1,034 8,394 6,098 9,850 9,397: 1,759 2,211
Other: 7,053: 15 203 284 6,246 5,875 6,546 6,363: 507 690
: : :
: : Changes in Commitments from: February 10, 2009 :
: -26: -163 384 68 44 -322 -51 129: 25 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 12.9 7.4 78.5 64.2 87.9 84.5: 12.1 15.5
Old : 100.0: 3.6 19.5 8.9 72.3 52.5 84.9 81.0: 15.1 19.0
Other: 100.0: 0.2 2.9 4.0 88.6 83.3 92.8 90.2: 7.2 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 17 7 21 13 31 33:
Old : 42: 7 15 5 17 12 26 30:
Other: 25: 2 4 4 13 10 18 15:
:----------------------------------------------------------------------------------------------------
: 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 : 47.1 53.2 65.6 62.9 32.9 29.6 43.3 37.0
Old : 43.3 44.1 60.5 56.0 36.1 27.5 47.5 37.4
Other: 65.1 71.1 82.7 84.4 40.2 44.2 48.4 48.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 469,299: 61,173 32,941 161,073 197,906 201,952 420,152 395,966: 49,147 73,333
Old : 353,475: 44,288 35,770 112,362 157,216 156,118 313,866 304,251: 39,608 49,224
Other: 115,824: 31,438 11,724 34,158 40,689 45,833 106,286 91,715: 9,538 24,109
: : :
: : Changes in Commitments from: February 10, 2009 :
: 7,884: -7,844 10,899 433 15,102 -4,720 7,691 6,612: 193 1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.0 34.3 42.2 43.0 89.5 84.4: 10.5 15.6
Old : 100.0: 12.5 10.1 31.8 44.5 44.2 88.8 86.1: 11.2 13.9
Other: 100.0: 27.1 10.1 29.5 35.1 39.6 91.8 79.2: 8.2 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 103 107 151 113 120 305 310:
Old : 351: 99 112 140 105 115 283 300:
Other: 202: 54 46 58 61 79 147 158:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 20.2 28.1 31.3 9.7 10.3 15.2 14.2
Old : 18.4 22.2 29.5 32.0 12.5 11.9 19.8 16.3
Other: 28.6 27.9 43.4 38.6 19.9 14.5 29.0 20.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 263,380: 19,917 30,740 68,180 147,981 134,606 236,078 233,525: 27,302 29,854
Old : 229,579: 26,838 33,493 47,453 132,277 120,517 206,568 201,464: 23,011 28,115
Other: 33,801: 4,547 8,714 9,259 15,704 14,089 29,510 32,062: 4,290 1,739
: : :
: : Changes in Commitments from: February 10, 2009 :
: 12,444: -1,878 4,428 2,802 12,646 2,095 13,571 9,326: -1,127 3,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 11.7 25.9 56.2 51.1 89.6 88.7: 10.4 11.3
Old : 100.0: 11.7 14.6 20.7 57.6 52.5 90.0 87.8: 10.0 12.2
Other: 100.0: 13.5 25.8 27.4 46.5 41.7 87.3 94.9: 12.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 48 43 69 66 63 156 164:
Old : 195: 55 45 66 64 59 151 158:
Other: 79: 11 25 22 35 22 62 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 23.5 30.1 35.3 10.6 15.4 18.1 21.8
Old : 19.8 26.5 31.3 38.1 12.4 18.4 21.1 25.4
Other: 38.0 51.0 54.5 68.1 23.9 34.1 35.2 47.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 859,389: 40,447 128,860 63,674 629,921 496,125 734,041 688,659: 125,348 170,730
Old : 859,389: 40,447 128,860 63,674 629,921 496,125 734,041 688,659: 125,348 170,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 19,292: 6,401 7,259 -1,668 11,635 15,339 16,369 20,931: 2,923 -1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 15.0 7.4 73.3 57.7 85.4 80.1: 14.6 19.9
Old : 100.0: 4.7 15.0 7.4 73.3 57.7 85.4 80.1: 14.6 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 : 146: 23 33 36 72 75 116 123:
Old : 146: 23 33 36 72 75 116 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 23.8 41.0 30.8 28.5 21.3 37.4 27.7
Old : 30.0 23.8 41.0 30.8 28.5 21.3 37.4 27.7
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 17, 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 : 143,787: 20,303 6,117 25,344 71,257 87,492 116,903 118,952: 26,883 24,834
Old : 124,023: 19,663 7,040 19,951 60,723 73,599 100,337 100,590: 23,687 23,434
Other: 19,763: 2,957 1,394 3,076 10,534 13,893 16,567 18,363: 3,197 1,400
: : :
: : Changes in Commitments from: February 10, 2009 :
: -6,156: -5,911 1,398 -2,635 4,118 -9,357 -4,427 -10,594: -1,729 4,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.3 17.6 49.6 60.8 81.3 82.7: 18.7 17.3
Old : 100.0: 15.9 5.7 16.1 49.0 59.3 80.9 81.1: 19.1 18.9
Other: 100.0: 15.0 7.1 15.6 53.3 70.3 83.8 92.9: 16.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 41 25 40 61 55 124 103:
Old : 140: 41 29 37 58 54 118 102:
Other: 67: 15 13 18 35 18 62 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 32.7 26.7 43.3 11.2 26.9 18.2 33.6
Old : 18.6 30.3 27.5 39.2 15.8 26.3 22.6 33.2
Other: 26.3 64.9 40.1 75.9 25.7 58.2 37.4 67.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 7,886: 1,340 1,263 754 4,496 3,377 6,590 5,395: 1,296 2,491
Old : 5,978: 910 1,246 485 3,447 2,201 4,842 3,931: 1,136 2,047
Other: 1,908: 579 167 120 1,049 1,176 1,748 1,463: 159 444
: : :
: : Changes in Commitments from: February 10, 2009 :
: 389: 39 14 -142 197 -45 93 -174: 295 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 16.0 9.6 57.0 42.8 83.6 68.4: 16.4 31.6
Old : 100.0: 15.2 20.8 8.1 57.7 36.8 81.0 65.8: 19.0 34.2
Other: 100.0: 30.3 8.7 6.3 55.0 61.7 91.6 76.7: 8.4 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 12 5 20 17 31 30:
Old : 45: 8 11 4 20 13 31 25:
Other: 20: 3 3 3 3 12 7 17:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 31.7 46.0 43.3 31.3 30.4 43.7 36.8
Old : 24.1 35.7 41.4 45.6 24.0 33.1 39.6 40.2
Other: 85.2 34.3 91.6 56.2 80.6 34.3 80.7 55.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 536,305: 78,318 59,397 16,319 347,094 378,625 441,731 454,341: 94,574 81,964
Old : 536,305: 78,318 59,397 16,319 347,094 378,625 441,731 454,341: 94,574 81,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 20,074: 13,399 -1,175 1,290 2,832 13,674 17,521 13,789: 2,553 6,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.1 3.0 64.7 70.6 82.4 84.7: 17.6 15.3
Old : 100.0: 14.6 11.1 3.0 64.7 70.6 82.4 84.7: 17.6 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 : 159: 31 25 15 77 76 113 111:
Old : 159: 31 25 15 77 76 113 111:
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 : 15.5 33.2 25.6 42.8 13.9 27.2 21.3 35.3
Old : 15.5 33.2 25.6 42.8 13.9 27.2 21.3 35.3
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 17, 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 : 1,496,129: 106,915 141,840 212,593 906,416 857,478 1,225,925 1,211,912: 270,205 284,218
Old : 1,496,129: 106,915 141,840 212,593 906,416 857,478 1,225,925 1,211,912: 270,205 284,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 11,351: -6,358 -9,195 -6,365 -9,638 16,080 -22,362 520: 33,712 10,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 9.5 14.2 60.6 57.3 81.9 81.0: 18.1 19.0
Old : 100.0: 7.1 9.5 14.2 60.6 57.3 81.9 81.0: 18.1 19.0
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 : 215: 41 45 55 112 110 183 180:
Old : 215: 41 45 55 112 110 183 180:
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 : 17.5 15.2 26.2 21.6 15.8 9.4 22.6 13.5
Old : 17.5 15.2 26.2 21.6 15.8 9.4 22.6 13.5
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 17, 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 : 1,078,369: 83,139 106,564 64,226 748,142 711,134 895,507 881,924: 182,862 196,445
Old : 1,078,369: 83,139 106,564 64,226 748,142 711,134 895,507 881,924: 182,862 196,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 7,890: 7,598 -4,482 -1,092 -11,298 -1,084 -4,792 -6,658: 12,682 14,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.9 6.0 69.4 65.9 83.0 81.8: 17.0 18.2
Old : 100.0: 7.7 9.9 6.0 69.4 65.9 83.0 81.8: 17.0 18.2
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 : 137: 18 32 32 74 66 112 110:
Old : 137: 18 32 32 74 66 112 110:
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 : 29.1 40.1 41.3 47.5 20.1 28.3 27.5 34.1
Old : 29.1 40.1 41.3 47.5 20.1 28.3 27.5 34.1
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 17, 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 : 648,977: 156,998 17,422 288,056 166,301 307,792 611,356 613,270: 37,621 35,708
Old : 648,977: 156,998 17,422 288,056 166,301 307,792 611,356 613,270: 37,621 35,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 23,343: 6,495 122 3,359 8,940 11,630 18,794 15,111: 4,549 8,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 2.7 44.4 25.6 47.4 94.2 94.5: 5.8 5.5
Old : 100.0: 24.2 2.7 44.4 25.6 47.4 94.2 94.5: 5.8 5.5
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 : 77: 27 11 33 36 28 74 63:
Old : 77: 27 11 33 36 28 74 63:
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 : 37.5 36.0 53.4 54.6 16.7 25.1 24.2 31.4
Old : 37.5 36.0 53.4 54.6 16.7 25.1 24.2 31.4
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 17, 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 : 22,898: 4,282 4,813 95 13,573 14,144 17,949 19,051: 4,948 3,847
Old : 22,898: 4,282 4,813 95 13,573 14,144 17,949 19,051: 4,948 3,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 1,506: 705 643 7 33 532 745 1,182: 761 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 21.0 0.4 59.3 61.8 78.4 83.2: 21.6 16.8
Old : 100.0: 18.7 21.0 0.4 59.3 61.8 78.4 83.2: 21.6 16.8
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 : 31: 5 9 5 12 6 21 16:
Old : 31: 5 9 5 12 6 21 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 : 48.0 60.7 66.8 73.9 48.0 60.7 66.8 73.9
Old : 48.0 60.7 66.8 73.9 48.0 60.7 66.8 73.9
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 17, 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 : 89,120: 24,782 16,203 1,048 42,849 55,083 68,679 72,334: 20,441 16,786
Old : 89,120: 24,782 16,203 1,048 42,849 55,083 68,679 72,334: 20,441 16,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 4,573: 2,130 -354 142 -1,577 1,713 695 1,501: 3,878 3,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 18.2 1.2 48.1 61.8 77.1 81.2: 22.9 18.8
Old : 100.0: 27.8 18.2 1.2 48.1 61.8 77.1 81.2: 22.9 18.8
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 : 101: 27 27 8 30 28 60 60:
Old : 101: 27 27 8 30 28 60 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 33.6 40.1 48.9 24.6 27.6 33.9 38.6
Old : 27.8 33.6 40.1 48.9 24.6 27.6 33.9 38.6
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 17, 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 : 32,036: 9,958 4,234 471 21,436 26,507 31,865 31,212: 171 824
Old : 32,036: 9,958 4,234 471 21,436 26,507 31,865 31,212: 171 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -4,074: 347 -2,008 384 -4,718 -3,214 -3,987 -4,838: -87 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 13.2 1.5 66.9 82.7 99.5 97.4: 0.5 2.6
Old : 100.0: 31.1 13.2 1.5 66.9 82.7 99.5 97.4: 0.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 13 3 11 13 22 27:
Old : 42: 9 13 3 11 13 22 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 : 83.7 78.5 92.2 89.4 83.6 77.6 92.1 88.5
Old : 83.7 78.5 92.2 89.4 83.6 77.6 92.1 88.5
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 17, 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 : 36,229: 10,974 1,674 1,790 21,118 32,624 33,882 36,088: 2,347 141
Old : 36,229: 10,974 1,674 1,790 21,118 32,624 33,882 36,088: 2,347 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 176: 24 606 143 214 -204 381 545: -205 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 4.6 4.9 58.3 90.0 93.5 99.6: 6.5 0.4
Old : 100.0: 30.3 4.6 4.9 58.3 90.0 93.5 99.6: 6.5 0.4
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: 9 9 3 11 7 20 19:
Old : 32: 9 9 3 11 7 20 19:
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 : 55.9 88.9 74.9 96.3 50.2 79.4 66.1 83.1
Old : 55.9 88.9 74.9 96.3 50.2 79.4 66.1 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2009