WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 415,470: 78,017 95,699 114,578 193,076 156,876 385,671 367,153: 29,799 48,317
Old : 363,039: 68,598 85,365 96,383 170,919 140,538 335,899 322,286: 27,140 40,754
Other: 52,431: 23,106 24,021 4,508 22,157 16,338 49,772 44,867: 2,659 7,564
: : :
: : Changes in Commitments from: August 4, 2009 :
: 11,756: 2,524 6,517 3,114 9,601 118 15,239 9,749: -3,483 2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 23.0 27.6 46.5 37.8 92.8 88.4: 7.2 11.6
Old : 100.0: 18.9 23.5 26.5 47.1 38.7 92.5 88.8: 7.5 11.2
Other: 100.0: 44.1 45.8 8.6 42.3 31.2 94.9 85.6: 5.1 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 99 140 155 86 107 295 325:
Old : 384: 124 128 143 86 105 290 314:
Other: 152: 19 55 27 29 68 67 135:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 10.9 32.8 17.7 19.5 8.9 30.8 14.7
Old : 22.4 11.6 33.0 19.2 20.7 9.5 31.0 16.0
Other: 63.6 26.7 70.8 38.2 62.3 25.5 69.2 37.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 1,330,309: 222,335 117,394 397,621 576,601 559,439 1,196,556 1,074,454: 133,753 255,855
Old : 265,428: 59,500 42,507 67,917 106,731 121,115 234,147 231,538: 31,281 33,890
Other: 1,064,881: 202,241 114,293 290,299 469,870 438,324 962,409 842,915: 102,472 221,966
: : :
: : Changes in Commitments from: August 4, 2009 :
: 17,057: 3,493 -5,951 14,011 80 -2,737 17,584 5,323: -527 11,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.8 29.9 43.3 42.1 89.9 80.8: 10.1 19.2
Old : 100.0: 22.4 16.0 25.6 40.2 45.6 88.2 87.2: 11.8 12.8
Other: 100.0: 19.0 10.7 27.3 44.1 41.2 90.4 79.2: 9.6 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 174 145 221 242 294 539 562:
Old : 504: 108 104 98 174 209 334 359:
Other: 649: 175 148 200 202 279 477 534:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 11.4 21.3 18.5 10.8 8.5 16.8 12.2
Old : 18.7 16.7 27.5 26.6 18.1 13.0 25.7 20.1
Other: 13.5 11.5 22.2 18.2 12.3 8.1 18.5 12.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 14,489: 1,348 2,454 1,369 9,480 8,631 12,197 12,455: 2,292 2,035
Old : 14,486: 1,349 2,454 1,368 9,480 8,631 12,197 12,454: 2,289 2,033
Other: 3: 0 1 0 0 0 0 1: 3 2
: : :
: : Changes in Commitments from: August 4, 2009 :
: -196: 32 66 -251 -100 12 -319 -173: 123 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 16.9 9.5 65.4 59.6 84.2 86.0: 15.8 14.0
Old : 100.0: 9.3 16.9 9.4 65.4 59.6 84.2 86.0: 15.8 14.0
Other: 100.0: 0.0 33.3 0.0 0.0 0.0 0.0 33.3: 100.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 13 9 16 13 31 35:
Old : 49: 11 13 9 16 13 31 35:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 51.9 53.9 62.4 36.9 44.7 51.5 55.2
Old : 37.5 51.9 53.9 62.4 36.9 44.7 51.5 55.2
Other: 0.0 33.3 0.0 33.3 0.0 33.3 0.0 33.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 579,236: 123,384 24,478 187,697 216,780 278,668 527,861 490,843: 51,375 88,393
Old : 552,424: 124,046 29,068 171,231 207,887 267,243 503,164 467,542: 49,260 84,883
Other: 26,811: 9,839 5,910 5,966 8,893 11,425 24,697 23,301: 2,114 3,510
: : :
: : Changes in Commitments from: August 4, 2009 :
: 18,525: 10,513 -3,409 10,108 -3,092 10,948 17,529 17,647: 996 878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.2 32.4 37.4 48.1 91.1 84.7: 8.9 15.3
Old : 100.0: 22.5 5.3 31.0 37.6 48.4 91.1 84.6: 8.9 15.4
Other: 100.0: 36.7 22.0 22.3 33.2 42.6 92.1 86.9: 7.9 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 158 126 183 121 184 380 406:
Old : 491: 155 131 179 121 182 377 403:
Other: 180: 31 33 17 28 107 66 150:
:----------------------------------------------------------------------------------------------------
: 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 20.2 25.8 28.4 11.4 14.5 18.4 19.3
Old : 16.6 20.2 26.5 28.5 11.8 14.4 19.1 19.3
Other: 43.7 42.6 60.6 54.5 39.8 33.8 50.2 42.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,771: 21,295 2,809 436 10 4,148 21,741 7,393: 3,030 17,378
Old : 23,659: 20,364 2,792 436 10 3,851 20,810 7,079: 2,849 16,580
Other: 1,112: 931 17 0 0 297 931 314: 181 798
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,456: 1,753 424 -54 0 344 1,699 714: -243 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 11.3 1.8 0.0 16.7 87.8 29.8: 12.2 70.2
Old : 100.0: 86.1 11.8 1.8 0.0 16.3 88.0 29.9: 12.0 70.1
Other: 100.0: 83.7 1.5 0.0 0.0 26.7 83.7 28.2: 16.3 71.8
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 9 8 1 13 18 29:
Old : 38: 16 9 8 1 13 18 29:
Other: 21: 9 3 0 0 9 9 12:
:----------------------------------------------------------------------------------------------------
: 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 : 57.9 10.0 78.1 16.2 56.6 10.0 76.7 16.1
Old : 57.6 9.5 78.4 15.8 56.2 9.5 77.0 15.7
Other: 75.5 24.2 83.3 27.2 75.5 24.2 83.3 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 291,621: 34,000 34,687 83,485 144,784 151,857 262,269 270,029: 29,352 21,592
Old : 60,095: 24,105 6,810 7,001 23,974 42,138 55,080 55,949: 5,015 4,146
Other: 231,526: 30,634 48,616 55,745 120,810 109,719 207,189 214,080: 24,336 17,446
: : :
: : Changes in Commitments from: August 4, 2009 :
: -4,197: -252 -5,620 -784 -5,063 3,018 -6,099 -3,385: 1,902 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 11.9 28.6 49.6 52.1 89.9 92.6: 10.1 7.4
Old : 100.0: 40.1 11.3 11.7 39.9 70.1 91.7 93.1: 8.3 6.9
Other: 100.0: 13.2 21.0 24.1 52.2 47.4 89.5 92.5: 10.5 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 48 59 83 66 71 179 184:
Old : 140: 48 28 20 32 49 86 91:
Other: 213: 45 81 69 62 66 161 170:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 21.7 27.1 31.1 12.0 12.3 18.9 18.6
Old : 30.3 25.3 46.1 41.1 26.7 21.9 39.8 37.6
Other: 17.9 24.4 29.0 34.5 15.9 17.9 24.3 25.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 744,293: 64,311 179,886 26,094 546,919 439,029 637,324 645,009: 106,969 99,285
Old : 744,293: 64,311 179,886 26,094 546,919 439,029 637,324 645,009: 106,969 99,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 8,312: -3,533 2,950 2,222 8,202 8,273 6,891 13,445: 1,422 -5,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 24.2 3.5 73.5 59.0 85.6 86.7: 14.4 13.3
Old : 100.0: 8.6 24.2 3.5 73.5 59.0 85.6 86.7: 14.4 13.3
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 : 151: 21 35 24 76 77 117 116:
Old : 151: 21 35 24 76 77 117 116:
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 : 23.0 29.3 32.5 39.6 19.3 28.9 27.1 38.9
Old : 23.0 29.3 32.5 39.6 19.3 28.9 27.1 38.9
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, August 11, 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 : 202,771: 51,223 6,930 41,614 77,453 131,237 170,289 179,780: 32,482 22,990
Old : 47,812: 14,598 4,510 2,510 23,911 34,645 41,020 41,664: 6,792 6,147
Other: 154,959: 43,463 9,259 32,265 53,542 96,592 129,270 138,116: 25,689 16,843
: : :
: : Changes in Commitments from: August 4, 2009 :
: 1,017: 4,067 1,305 -3,238 -1,016 1,559 -187 -374: 1,204 1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.4 20.5 38.2 64.7 84.0 88.7: 16.0 11.3
Old : 100.0: 30.5 9.4 5.2 50.0 72.5 85.8 87.1: 14.2 12.9
Other: 100.0: 28.0 6.0 20.8 34.6 62.3 83.4 89.1: 16.6 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 76 23 56 60 58 162 121:
Old : 120: 34 24 19 40 42 88 71:
Other: 170: 70 28 49 55 51 149 109:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 37.0 23.3 49.5 7.4 25.1 12.5 31.5
Old : 43.9 31.0 52.5 47.6 43.3 30.4 51.6 45.6
Other: 13.3 44.0 21.7 53.2 8.8 38.3 15.5 43.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 11,144: 3,664 454 1,751 3,544 7,796 8,958 10,000: 2,186 1,144
Old : 11,144: 3,664 454 1,751 3,544 7,796 8,958 10,000: 2,186 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 932: 506 93 419 282 424 1,207 936: -275 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 4.1 15.7 31.8 70.0 80.4 89.7: 19.6 10.3
Old : 100.0: 32.9 4.1 15.7 31.8 70.0 80.4 89.7: 19.6 10.3
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 : 61: 22 7 11 22 21 52 34:
Old : 61: 22 7 11 22 21 52 34:
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 : 23.6 43.8 39.9 57.3 23.4 38.6 36.4 51.0
Old : 23.6 43.8 39.9 57.3 23.4 38.6 36.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 781,749: 206,125 61,371 46,504 447,570 558,860 700,199 666,735: 81,550 115,014
Old : 781,749: 206,125 61,371 46,504 447,570 558,860 700,199 666,735: 81,550 115,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 75,225: 8,404 1,282 5,239 74,651 58,217 88,294 64,739: -13,069 10,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 7.9 5.9 57.3 71.5 89.6 85.3: 10.4 14.7
Old : 100.0: 26.4 7.9 5.9 57.3 71.5 89.6 85.3: 10.4 14.7
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 : 185: 44 29 32 75 90 129 141:
Old : 185: 44 29 32 75 90 129 141:
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 : 27.1 26.8 39.1 36.8 26.3 25.8 34.5 35.5
Old : 27.1 26.8 39.1 36.8 26.3 25.8 34.5 35.5
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, August 11, 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 : 1,435,041: 86,094 169,838 127,091 968,389 775,404 1,181,574 1,072,332: 253,467 362,708
Old : 1,435,041: 86,094 169,838 127,091 968,389 775,404 1,181,574 1,072,332: 253,467 362,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 103,063: 7,583 5,897 12,497 85,395 71,889 105,476 90,283: -2,412 12,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.8 8.9 67.5 54.0 82.3 74.7: 17.7 25.3
Old : 100.0: 6.0 11.8 8.9 67.5 54.0 82.3 74.7: 17.7 25.3
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 : 218: 33 43 57 117 114 182 183:
Old : 218: 33 43 57 117 114 182 183:
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 : 18.7 15.1 26.4 21.1 13.7 8.4 19.3 12.6
Old : 18.7 15.1 26.4 21.1 13.7 8.4 19.3 12.6
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, August 11, 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 : 908,304: 115,237 101,748 45,904 579,453 565,624 740,594 713,276: 167,711 195,028
Old : 908,304: 115,237 101,748 45,904 579,453 565,624 740,594 713,276: 167,711 195,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 34,927: 14,336 -13,700 6,434 7,960 37,964 28,731 30,698: 6,196 4,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.2 5.1 63.8 62.3 81.5 78.5: 18.5 21.5
Old : 100.0: 12.7 11.2 5.1 63.8 62.3 81.5 78.5: 18.5 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 19 23 24 77 81 106 118:
Old : 143: 19 23 24 77 81 106 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 15.2 38.8 25.9 22.7 14.3 30.7 22.8
Old : 28.7 15.2 38.8 25.9 22.7 14.3 30.7 22.8
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, August 11, 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 : 591,412: 119,486 24,002 199,248 236,559 327,488 555,293 550,738: 36,119 40,674
Old : 591,412: 119,486 24,002 199,248 236,559 327,488 555,293 550,738: 36,119 40,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 100,936: 8,378 12,371 59,525 32,786 26,074 100,689 97,969: 248 2,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.1 33.7 40.0 55.4 93.9 93.1: 6.1 6.9
Old : 100.0: 20.2 4.1 33.7 40.0 55.4 93.9 93.1: 6.1 6.9
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 : 96: 27 10 34 41 45 81 83:
Old : 96: 27 10 34 41 45 81 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 29.4 45.6 47.1 16.2 18.1 22.6 25.6
Old : 28.9 29.4 45.6 47.1 16.2 18.1 22.6 25.6
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, August 11, 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 : 12,224: 2,396 1,213 38 6,404 7,798 8,839 9,049: 3,385 3,175
Old : 12,224: 2,396 1,213 38 6,404 7,798 8,839 9,049: 3,385 3,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 10: 173 18 35 -39 -1 170 53: -160 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 9.9 0.3 52.4 63.8 72.3 74.0: 27.7 26.0
Old : 100.0: 19.6 9.9 0.3 52.4 63.8 72.3 74.0: 27.7 26.0
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 : 21: 5 2 3 10 7 16 11:
Old : 21: 5 2 3 10 7 16 11:
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 : 42.9 59.3 58.4 73.7 41.9 54.0 56.9 68.4
Old : 42.9 59.3 58.4 73.7 41.9 54.0 56.9 68.4
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, August 11, 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 : 68,563: 19,419 14,576 942 37,318 35,004 57,679 50,522: 10,884 18,041
Old : 68,563: 19,419 14,576 942 37,318 35,004 57,679 50,522: 10,884 18,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 308: 223 893 181 -1,095 -1,218 -690 -143: 999 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 21.3 1.4 54.4 51.1 84.1 73.7: 15.9 26.3
Old : 100.0: 28.3 21.3 1.4 54.4 51.1 84.1 73.7: 15.9 26.3
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 : 81: 23 20 12 26 24 52 53:
Old : 81: 23 20 12 26 24 52 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 34.0 43.2 49.0 28.9 31.8 41.2 43.7
Old : 29.3 34.0 43.2 49.0 28.9 31.8 41.2 43.7
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, August 11, 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 : 22,928: 2,824 1,964 90 19,957 20,500 22,871 22,554: 57 374
Old : 22,928: 2,824 1,964 90 19,957 20,500 22,871 22,554: 57 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -340: 261 1 0 -599 -375 -338 -374: -2 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.6 0.4 87.0 89.4 99.8 98.4: 0.2 1.6
Old : 100.0: 12.3 8.6 0.4 87.0 89.4 99.8 98.4: 0.2 1.6
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: 6 12 1 12 14 19 26:
Old : 42: 6 12 1 12 14 19 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 : 78.1 84.7 92.7 91.7 78.1 83.5 92.7 90.6
Old : 78.1 84.7 92.7 91.7 78.1 83.5 92.7 90.6
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, August 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 37,506: 6,372 369 1,054 29,997 35,842 37,423 37,265: 83 241
Old : 37,506: 6,372 369 1,054 29,997 35,842 37,423 37,265: 83 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 6,663: -1,052 -412 205 7,647 6,811 6,800 6,604: -137 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.0 2.8 80.0 95.6 99.8 99.4: 0.2 0.6
Old : 100.0: 17.0 1.0 2.8 80.0 95.6 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 7 1 11 8 19 16:
Old : 32: 8 7 1 11 8 19 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 : 77.8 88.8 96.9 98.3 53.0 57.9 60.4 60.7
Old : 77.8 88.8 96.9 98.3 53.0 57.9 60.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2009