WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 409,932: 64,473 66,646 133,562 180,868 160,060 378,903 360,268: 31,029 49,665
Old : 85,132: 35,143 24,869 18,085 22,171 30,628 75,400 73,583: 9,732 11,549
Other: 324,801: 58,880 71,326 85,927 158,696 129,431 303,503 286,685: 21,297 38,116
: : :
: : Changes in Commitments from: April 7, 2009 :
: -7,173: -1,432 -348 -1,165 -4,609 -7,809 -7,206 -9,322: 33 2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.3 32.6 44.1 39.0 92.4 87.9: 7.6 12.1
Old : 100.0: 41.3 29.2 21.2 26.0 36.0 88.6 86.4: 11.4 13.6
Other: 100.0: 18.1 22.0 26.5 48.9 39.8 93.4 88.3: 6.6 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 77 139 181 90 105 309 339:
Old : 275: 106 83 61 53 60 197 166:
Other: 347: 71 159 122 82 100 236 309:
:----------------------------------------------------------------------------------------------------
: 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 10.4 28.9 17.6 16.0 9.2 25.7 14.0
Old : 18.7 18.8 26.6 29.5 18.7 17.5 25.2 26.3
Other: 18.9 10.5 32.2 17.9 17.4 9.0 28.7 14.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 1,245,011: 166,545 82,338 403,104 537,467 534,448 1,107,116 1,019,890: 137,895 225,120
Old : 798,233: 107,330 106,896 247,311 344,820 322,043 699,460 676,250: 98,773 121,983
Other: 446,778: 108,210 24,437 106,798 192,648 212,405 407,656 343,640: 39,122 103,137
: : :
: : Changes in Commitments from: April 7, 2009 :
: -6,974: 6,893 8,400 793 -17,157 -17,190 -9,471 -7,997: 2,496 1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.6 32.4 43.2 42.9 88.9 81.9: 11.1 18.1
Old : 100.0: 13.4 13.4 31.0 43.2 40.3 87.6 84.7: 12.4 15.3
Other: 100.0: 24.2 5.5 23.9 43.1 47.5 91.2 76.9: 8.8 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 133 138 221 230 256 502 505:
Old : 561: 111 155 185 212 243 453 473:
Other: 442: 125 69 104 128 217 286 359:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 12.4 20.1 19.7 9.2 7.0 14.4 10.5
Old : 12.1 13.3 21.0 20.9 10.8 7.6 18.3 11.8
Other: 20.1 11.2 31.1 20.6 17.9 8.6 25.8 13.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 17,081: 1,455 2,402 1,396 11,182 10,566 14,033 14,364: 3,048 2,717
Old : 5,540: 644 1,311 341 3,038 2,691 4,022 4,343: 1,517 1,196
Other: 11,541: 1,415 1,695 450 8,145 7,875 10,011 10,021: 1,531 1,521
: : :
: : Changes in Commitments from: April 7, 2009 :
: 272: 3 119 -341 447 323 110 102: 162 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.1 8.2 65.5 61.9 82.2 84.1: 17.8 15.9
Old : 100.0: 11.6 23.7 6.2 54.8 48.6 72.6 78.4: 27.4 21.6
Other: 100.0: 12.3 14.7 3.9 70.6 68.2 86.7 86.8: 13.3 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 15 5 21 14 31 31:
Old : 32: 5 9 3 15 9 21 20:
Other: 38: 6 10 3 18 12 26 23:
:----------------------------------------------------------------------------------------------------
: 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 : 32.3 51.0 50.4 62.7 26.4 35.6 37.6 43.4
Old : 46.6 50.2 58.7 65.5 45.4 50.1 55.3 64.5
Other: 41.8 55.6 62.3 71.3 36.8 52.0 52.0 62.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 512,878: 106,009 17,572 170,796 183,276 246,101 460,081 434,469: 52,798 78,409
Old : 328,440: 80,661 25,150 98,357 111,541 161,748 290,560 285,255: 37,880 43,185
Other: 184,438: 46,865 13,939 50,921 71,735 84,354 169,521 149,214: 14,917 35,224
: : :
: : Changes in Commitments from: April 7, 2009 :
: 35,991: 12,661 -458 11,402 8,443 21,334 32,505 32,278: 3,485 3,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 3.4 33.3 35.7 48.0 89.7 84.7: 10.3 15.3
Old : 100.0: 24.6 7.7 29.9 34.0 49.2 88.5 86.9: 11.5 13.1
Other: 100.0: 25.4 7.6 27.6 38.9 45.7 91.9 80.9: 8.1 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 154 70 164 115 130 342 310:
Old : 362: 141 79 138 101 121 299 283:
Other: 275: 89 56 83 83 103 215 205:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 21.1 25.0 30.5 9.4 13.3 15.3 17.9
Old : 17.8 23.0 27.2 30.5 14.0 17.4 22.1 23.2
Other: 19.2 27.6 32.2 38.4 15.3 20.1 23.3 23.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,694: 12,158 975 731 0 1,745 12,889 3,451: 3,805 13,243
Old : 8,272: 5,148 1,055 506 0 787 5,654 2,348: 2,618 5,924
Other: 8,422: 7,090 0 145 0 958 7,235 1,103: 1,187 7,319
: : :
: : Changes in Commitments from: April 7, 2009 :
: 2,830: 2,112 -200 267 0 133 2,379 200: 451 2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 5.8 4.4 0.0 10.5 77.2 20.7: 22.8 79.3
Old : 100.0: 62.2 12.8 6.1 0.0 9.5 68.4 28.4: 31.6 71.6
Other: 100.0: 84.2 0.0 1.7 0.0 11.4 85.9 13.1: 14.1 86.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 4 9 0 4 14 17:
Old : 21: 12 5 7 0 4 12 16:
Other: 18: 14 0 6 0 4 14 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 : 53.5 10.6 68.1 17.1 52.7 10.6 67.3 16.3
Old : 46.1 13.6 61.3 23.3 44.9 13.6 59.3 21.5
Other: 64.2 11.5 78.6 13.0 63.8 11.4 78.1 11.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 254,905: 26,850 24,670 68,150 127,771 142,631 222,771 235,451: 32,134 19,455
Old : 206,674: 30,163 27,800 44,096 105,721 118,026 179,980 189,922: 26,694 16,753
Other: 48,231: 8,829 9,012 11,911 22,050 24,605 42,791 45,529: 5,440 2,702
: : :
: : Changes in Commitments from: April 7, 2009 :
: 10,358: 2,604 -4,209 8,548 -930 8,665 10,222 13,004: 137 -2,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.7 26.7 50.1 56.0 87.4 92.4: 12.6 7.6
Old : 100.0: 14.6 13.5 21.3 51.2 57.1 87.1 91.9: 12.9 8.1
Other: 100.0: 18.3 18.7 24.7 45.7 51.0 88.7 94.4: 11.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 49 39 72 70 65 170 151:
Old : 191: 57 43 61 64 60 157 140:
Other: 108: 28 25 26 43 32 82 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 24.2 25.8 37.6 10.8 21.4 17.6 29.3
Old : 15.0 28.1 25.4 39.7 12.5 25.0 21.1 34.1
Other: 28.8 40.4 42.9 57.9 16.1 34.0 27.2 46.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 807,988: 45,847 117,669 49,499 598,447 504,052 693,793 671,220: 114,195 136,768
Old : 807,988: 45,847 117,669 49,499 598,447 504,052 693,793 671,220: 114,195 136,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 2,923: 5,554 -4,892 -1,622 -6,989 13,619 -3,057 7,105: 5,981 -4,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 14.6 6.1 74.1 62.4 85.9 83.1: 14.1 16.9
Old : 100.0: 5.7 14.6 6.1 74.1 62.4 85.9 83.1: 14.1 16.9
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 : 157: 27 35 37 78 80 125 132:
Old : 157: 27 35 37 78 80 125 132:
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 : 31.2 31.8 43.6 39.0 29.9 31.6 40.6 38.7
Old : 31.2 31.8 43.6 39.0 29.9 31.6 40.6 38.7
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, April 14, 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 : 140,410: 34,098 6,539 23,842 52,271 91,194 110,212 121,576: 30,198 18,834
Old : 107,344: 31,700 8,013 15,234 34,393 67,731 81,326 90,977: 26,018 16,367
Other: 33,066: 5,610 1,739 5,396 17,879 23,464 28,885 30,599: 4,181 2,467
: : :
: : Changes in Commitments from: April 7, 2009 :
: 8,047: 4,977 -952 1,020 -509 7,285 5,488 7,352: 2,560 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.7 17.0 37.2 64.9 78.5 86.6: 21.5 13.4
Old : 100.0: 29.5 7.5 14.2 32.0 63.1 75.8 84.8: 24.2 15.2
Other: 100.0: 17.0 5.3 16.3 54.1 71.0 87.4 92.5: 12.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 51 20 42 57 52 127 102:
Old : 141: 54 18 37 53 50 120 96:
Other: 81: 21 15 19 39 26 70 52:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 36.2 21.8 48.2 9.2 31.1 15.3 37.8
Old : 12.7 34.8 20.1 46.1 11.5 30.8 17.5 39.3
Other: 26.5 52.9 41.2 68.8 20.8 47.4 32.9 57.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 8,285: 1,832 1,013 870 4,147 4,644 6,850 6,527: 1,435 1,759
Old : 4,667: 789 1,144 265 2,494 2,200 3,548 3,609: 1,119 1,057
Other: 3,619: 1,243 69 405 1,654 2,443 3,302 2,917: 317 701
: : :
: : Changes in Commitments from: April 7, 2009 :
: 459: 96 -56 -36 77 787 137 696: 321 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 12.2 10.5 50.1 56.0 82.7 78.8: 17.3 21.2
Old : 100.0: 16.9 24.5 5.7 53.4 47.1 76.0 77.3: 24.0 22.7
Other: 100.0: 34.4 1.9 11.2 45.7 67.5 91.2 80.6: 8.8 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 6 7 22 18 37 30:
Old : 43: 10 8 5 22 15 34 26:
Other: 26: 8 1 4 6 15 14 20:
:----------------------------------------------------------------------------------------------------
: 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 35.3 48.8 54.2 31.4 34.4 45.9 47.4
Old : 30.8 47.7 44.1 59.3 30.7 46.5 43.9 58.1
Other: 60.7 35.1 83.4 57.8 58.7 28.7 67.3 46.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 516,886: 84,812 51,855 25,797 311,534 364,435 422,143 442,088: 94,743 74,798
Old : 516,886: 84,812 51,855 25,797 311,534 364,435 422,143 442,088: 94,743 74,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 2,027: -18,747 -1,547 2,575 12,725 -1,696 -3,446 -669: 5,474 2,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.0 5.0 60.3 70.5 81.7 85.5: 18.3 14.5
Old : 100.0: 16.4 10.0 5.0 60.3 70.5 81.7 85.5: 18.3 14.5
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 : 137: 24 23 15 69 62 101 92:
Old : 137: 24 23 15 69 62 101 92:
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 : 15.4 32.6 27.1 43.3 14.0 27.2 24.9 36.8
Old : 15.4 32.6 27.1 43.3 14.0 27.2 24.9 36.8
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, April 14, 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 : 1,408,584: 114,157 128,033 159,249 903,575 845,204 1,176,982 1,132,486: 231,603 276,098
Old : 1,408,584: 114,157 128,033 159,249 903,575 845,204 1,176,982 1,132,486: 231,603 276,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 89,018: 33,493 1,756 1,933 48,686 68,471 84,112 72,160: 4,906 16,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.1 11.3 64.1 60.0 83.6 80.4: 16.4 19.6
Old : 100.0: 8.1 9.1 11.3 64.1 60.0 83.6 80.4: 16.4 19.6
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 : 217: 38 44 57 117 113 188 181:
Old : 217: 38 44 57 117 113 188 181:
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 : 19.7 16.6 29.4 22.8 17.8 12.7 23.5 17.5
Old : 19.7 16.6 29.4 22.8 17.8 12.7 23.5 17.5
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, April 14, 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 : 871,432: 92,276 84,733 28,864 581,129 611,118 702,269 724,715: 169,164 146,717
Old : 871,432: 92,276 84,733 28,864 581,129 611,118 702,269 724,715: 169,164 146,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 15,004: 9,061 7,695 1,575 -6,826 14,133 3,809 23,403: 11,195 -8,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.7 3.3 66.7 70.1 80.6 83.2: 19.4 16.8
Old : 100.0: 10.6 9.7 3.3 66.7 70.1 80.6 83.2: 19.4 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 : 133: 24 31 26 60 67 98 110:
Old : 133: 24 31 26 60 67 98 110:
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 : 30.1 30.2 40.5 39.3 14.1 18.3 23.6 26.3
Old : 30.1 30.2 40.5 39.3 14.1 18.3 23.6 26.3
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, April 14, 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 : 512,619: 162,279 15,161 113,778 192,440 347,633 468,496 476,572: 44,123 36,047
Old : 512,619: 162,279 15,161 113,778 192,440 347,633 468,496 476,572: 44,123 36,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 11,803: -3,060 2,036 3,187 9,373 3,413 9,499 8,636: 2,304 3,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 3.0 22.2 37.5 67.8 91.4 93.0: 8.6 7.0
Old : 100.0: 31.7 3.0 22.2 37.5 67.8 91.4 93.0: 8.6 7.0
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 : 83: 33 9 31 33 35 74 68:
Old : 83: 33 9 31 33 35 74 68:
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 36.2 43.1 51.8 20.5 33.2 29.4 39.5
Old : 27.8 36.2 43.1 51.8 20.5 33.2 29.4 39.5
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, April 14, 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 : 10,576: 3,698 951 2 3,351 6,172 7,051 7,125: 3,525 3,451
Old : 10,576: 3,698 951 2 3,351 6,172 7,051 7,125: 3,525 3,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 188: 131 -138 0 -28 918 103 780: 86 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 9.0 0.0 31.7 58.4 66.7 67.4: 33.3 32.6
Old : 100.0: 35.0 9.0 0.0 31.7 58.4 66.7 67.4: 33.3 32.6
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 : 20: 5 2 1 7 7 12 10:
Old : 20: 5 2 1 7 7 12 10:
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 : 44.8 49.8 59.6 66.6 44.8 49.8 59.6 66.6
Old : 44.8 49.8 59.6 66.6 44.8 49.8 59.6 66.6
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, April 14, 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 : 55,835: 16,470 10,973 429 27,706 30,217 44,606 41,620: 11,229 14,215
Old : 55,835: 16,470 10,973 429 27,706 30,217 44,606 41,620: 11,229 14,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: -1,461: 1,306 -1,275 -15 -2,754 -312 -1,464 -1,602: 3 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 19.7 0.8 49.6 54.1 79.9 74.5: 20.1 25.5
Old : 100.0: 29.5 19.7 0.8 49.6 54.1 79.9 74.5: 20.1 25.5
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 : 86: 21 24 7 28 25 54 51:
Old : 86: 21 24 7 28 25 54 51:
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 : 22.5 26.9 38.5 39.7 19.9 24.9 32.9 33.7
Old : 22.5 26.9 38.5 39.7 19.9 24.9 32.9 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 22,401: 5,028 5,188 114 17,053 16,802 22,195 22,104: 206 297
Old : 22,401: 5,028 5,188 114 17,053 16,802 22,195 22,104: 206 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 1,058: -5,690 117 -36 6,778 925 1,052 1,006: 6 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 23.2 0.5 76.1 75.0 99.1 98.7: 0.9 1.3
Old : 100.0: 22.4 23.2 0.5 76.1 75.0 99.1 98.7: 0.9 1.3
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 : 45: 11 13 2 11 13 24 26:
Old : 45: 11 13 2 11 13 24 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 : 75.7 63.9 89.8 82.6 74.3 54.7 84.1 73.5
Old : 75.7 63.9 89.8 82.6 74.3 54.7 84.1 73.5
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, April 14, 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 : 23,510: 2,103 1,194 236 20,910 22,017 23,249 23,447: 261 63
Old : 23,510: 2,103 1,194 236 20,910 22,017 23,249 23,447: 261 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: -3,910: -6,657 -161 -712 3,523 -3,042 -3,846 -3,915: -64 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.1 1.0 88.9 93.6 98.9 99.7: 1.1 0.3
Old : 100.0: 8.9 5.1 1.0 88.9 93.6 98.9 99.7: 1.1 0.3
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 : 31: 7 9 3 11 8 20 18:
Old : 31: 7 9 3 11 8 20 18:
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 : 75.6 80.1 91.8 93.6 65.9 72.7 78.4 79.7
Old : 75.6 80.1 91.8 93.6 65.9 72.7 78.4 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2009