WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 18, 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 : 327,187: 75,176 103,602 47,049 178,469 129,689 300,694 280,340: 26,493 46,847
Old : 275,996: 61,044 88,794 34,182 157,037 113,775 252,263 236,751: 23,733 39,245
Other: 51,191: 24,189 24,865 2,810 21,432 15,914 48,431 43,589: 2,760 7,602
: : :
: : Changes in Commitments from: August 11, 2009 :
: 2,680: -1,366 432 -3,094 6,243 3,506 1,783 844: 897 1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 31.7 14.4 54.5 39.6 91.9 85.7: 8.1 14.3
Old : 100.0: 22.1 32.2 12.4 56.9 41.2 91.4 85.8: 8.6 14.2
Other: 100.0: 47.3 48.6 5.5 41.9 31.1 94.6 85.1: 5.4 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 94 138 124 73 94 262 298:
Old : 372: 115 133 103 71 87 246 280:
Other: 158: 26 53 20 30 65 69 129:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 13.2 40.7 21.1 25.7 12.5 40.3 20.0
Old : 28.4 15.0 42.1 24.0 28.3 14.1 41.8 22.7
Other: 67.3 28.9 74.4 39.8 66.0 27.7 73.1 38.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 18, 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 : 863,119: 213,339 159,909 97,020 452,444 417,124 762,803 674,053: 100,316 189,066
Old : 112,373: 39,343 26,186 773 48,373 69,922 88,489 96,881: 23,884 15,492
Other: 750,746: 206,740 166,467 63,503 404,071 347,202 674,314 577,172: 76,432 173,574
: : :
: : Changes in Commitments from: August 11, 2009 :
: -2,526: -10,322 7,833 4,137 9,069 -3,248 2,884 8,722: -5,410 -11,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 18.5 11.2 52.4 48.3 88.4 78.1: 11.6 21.9
Old : 100.0: 35.0 23.3 0.7 43.0 62.2 78.7 86.2: 21.3 13.8
Other: 100.0: 27.5 22.2 8.5 53.8 46.2 89.8 76.9: 10.2 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 649: 142 159 169 209 265 462 519:
Old : 445: 107 73 6 132 159 241 237:
Other: 632: 134 183 121 148 254 363 488:
:----------------------------------------------------------------------------------------------------
: 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 14.1 28.1 19.3 17.1 14.1 26.5 19.1
Old : 16.1 18.7 21.9 27.1 15.6 18.7 21.4 27.1
Other: 19.5 14.7 30.7 20.1 19.4 14.6 30.4 19.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 18, 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 : 13,683: 1,715 2,357 808 9,033 8,418 11,556 11,583: 2,127 2,100
Old : 13,680: 1,716 2,357 807 9,033 8,418 11,556 11,582: 2,124 2,098
Other: 3: 0 1 0 0 0 0 1: 3 2
: : :
: : Changes in Commitments from: August 11, 2009 :
: 31: -88 -97 139 23 -120 74 -78: -43 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.2 5.9 66.0 61.5 84.5 84.7: 15.5 15.3
Old : 100.0: 12.5 17.2 5.9 66.0 61.5 84.5 84.7: 15.5 15.3
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 : 46: 9 13 5 13 11 26 29:
Old : 46: 10 13 5 13 11 26 29:
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 : 43.5 53.9 57.5 65.5 43.1 50.8 57.0 61.8
Old : 43.5 53.9 57.6 65.5 43.1 50.8 57.0 61.8
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 - Futures Only, August 18, 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 : 407,708: 116,156 42,696 60,881 189,248 231,889 366,285 335,466: 41,423 72,242
Old : 386,082: 117,269 46,480 47,505 181,961 223,182 346,735 317,167: 39,347 68,915
Other: 21,626: 12,237 9,566 26 7,287 8,707 19,550 18,299: 2,076 3,327
: : :
: : Changes in Commitments from: August 11, 2009 :
: 540: -11,287 6,000 3,541 12,066 -6,850 4,320 2,691: -3,780 -2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.5 14.9 46.4 56.9 89.8 82.3: 10.2 17.7
Old : 100.0: 30.4 12.0 12.3 47.1 57.8 89.8 82.2: 10.2 17.8
Other: 100.0: 56.6 44.2 0.1 33.7 40.3 90.4 84.6: 9.6 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 123 122 112 106 170 296 356:
Old : 454: 123 127 105 106 170 290 354:
Other: 175: 28 30 2 22 103 51 134:
:----------------------------------------------------------------------------------------------------
: 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 21.5 27.2 29.6 15.9 18.2 24.9 24.4
Old : 17.1 21.7 28.1 30.1 16.7 18.3 26.2 24.6
Other: 50.9 51.7 63.9 63.4 50.7 51.7 63.7 63.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 18, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 24,785: 21,765 2,981 442 10 4,127 22,217 7,550: 2,568 17,235
Old : 23,629: 20,770 2,967 437 10 3,824 21,217 7,228: 2,412 16,401
Other: 1,156: 995 14 5 0 303 1,000 322: 156 834
: : :
: : Changes in Commitments from: August 11, 2009 :
: 14: 470 172 6 0 -21 476 157: -462 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 12.0 1.8 0.0 16.7 89.6 30.5: 10.4 69.5
Old : 100.0: 87.9 12.6 1.8 0.0 16.2 89.8 30.6: 10.2 69.4
Other: 100.0: 86.1 1.2 0.4 0.0 26.2 86.5 27.9: 13.5 72.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 8 8 1 13 20 28:
Old : 39: 18 8 7 1 13 20 27:
Other: 21: 10 2 1 0 9 10 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 : 56.9 10.6 77.5 17.6 55.6 10.6 76.2 17.6
Old : 57.1 10.3 77.8 17.2 55.7 10.3 76.4 17.2
Other: 76.0 23.5 85.6 26.7 76.0 23.5 85.2 26.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 18, 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 : 233,935: 38,531 31,789 53,180 115,302 130,264 207,013 215,233: 26,922 18,702
Old : 39,880: 19,037 7,476 140 15,753 29,525 34,930 37,141: 4,950 2,739
Other: 194,055: 35,001 39,820 37,533 99,549 100,739 172,083 178,092: 21,972 15,963
: : :
: : Changes in Commitments from: August 11, 2009 :
: -8,796: -1,049 -3,487 964 -7,395 -4,232 -7,480 -6,755: -1,316 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.6 22.7 49.3 55.7 88.5 92.0: 11.5 8.0
Old : 100.0: 47.7 18.7 0.4 39.5 74.0 87.6 93.1: 12.4 6.9
Other: 100.0: 18.0 20.5 19.3 51.3 51.9 88.7 91.8: 11.3 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 43 59 73 61 58 159 166:
Old : 133: 38 32 5 27 39 68 73:
Other: 200: 43 70 57 57 51 140 147:
:----------------------------------------------------------------------------------------------------
: 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 19.5 29.8 28.6 14.4 16.5 23.7 24.3
Old : 41.3 32.2 50.8 48.3 41.3 32.2 50.7 47.7
Other: 18.2 22.2 30.1 32.4 17.6 19.5 27.4 28.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 18, 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 : 720,235: 70,435 200,368 9,463 544,319 436,833 624,217 646,664: 96,018 73,571
Old : 720,235: 70,435 200,368 9,463 544,319 436,833 624,217 646,664: 96,018 73,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 33,243: 4,569 19,889 6,689 21,241 19,402 32,499 45,980: 744 -12,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 27.8 1.3 75.6 60.7 86.7 89.8: 13.3 10.2
Old : 100.0: 9.8 27.8 1.3 75.6 60.7 86.7 89.8: 13.3 10.2
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 : 153: 26 30 15 70 74 105 110:
Old : 153: 26 30 15 70 74 105 110:
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 : 24.2 31.2 33.5 41.7 20.5 30.3 28.7 40.6
Old : 24.2 31.2 33.5 41.7 20.5 30.3 28.7 40.6
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 - Futures Only, August 18, 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 : 166,586: 46,985 6,776 25,986 64,253 114,510 137,224 147,272: 29,362 19,314
Old : 32,887: 12,357 2,944 0 14,753 24,850 27,110 27,794: 5,777 5,093
Other: 133,699: 40,923 10,127 19,691 49,500 89,660 110,114 119,478: 23,585 14,221
: : :
: : Changes in Commitments from: August 11, 2009 :
: -9,943: -5,702 241 1,658 -5,146 -9,881 -9,190 -7,982: -753 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 4.1 15.6 38.6 68.7 82.4 88.4: 17.6 11.6
Old : 100.0: 37.6 9.0 0.0 44.9 75.6 82.4 84.5: 17.6 15.5
Other: 100.0: 30.6 7.6 14.7 37.0 67.1 82.4 89.4: 17.6 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 65 21 47 61 57 151 113:
Old : 109: 37 14 0 31 33 68 47:
Other: 165: 57 33 41 56 51 139 105:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 38.0 23.3 49.8 9.8 29.6 15.5 37.0
Old : 42.9 39.5 52.7 57.0 42.9 39.5 52.7 56.7
Other: 14.4 42.3 23.2 53.0 12.0 39.5 18.9 46.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 18, 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 : 11,166: 3,103 756 1,680 4,482 7,520 9,265 9,956: 1,901 1,210
Old : 11,166: 3,103 756 1,680 4,482 7,520 9,265 9,956: 1,901 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 864: -357 77 362 1,083 253 1,088 692: -224 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.8 15.0 40.1 67.3 83.0 89.2: 17.0 10.8
Old : 100.0: 27.8 6.8 15.0 40.1 67.3 83.0 89.2: 17.0 10.8
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 : 61: 21 9 14 17 19 47 37:
Old : 61: 21 9 14 17 19 47 37:
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 : 26.6 44.2 41.2 58.9 25.7 36.3 35.7 49.3
Old : 26.6 44.2 41.2 58.9 25.7 36.3 35.7 49.3
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 - Futures Only, August 18, 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 : 780,881: 229,284 71,243 21,758 448,645 585,788 699,687 678,789: 81,194 102,092
Old : 780,881: 229,284 71,243 21,758 448,645 585,788 699,687 678,789: 81,194 102,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 50,865: 25,166 8,794 7,779 15,020 42,752 47,965 59,325: 2,900 -8,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.1 2.8 57.5 75.0 89.6 86.9: 10.4 13.1
Old : 100.0: 29.4 9.1 2.8 57.5 75.0 89.6 86.9: 10.4 13.1
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 : 183: 40 31 18 74 87 121 129:
Old : 183: 40 31 18 74 87 121 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 28.8 38.0 39.2 26.7 28.0 35.0 37.4
Old : 27.2 28.8 38.0 39.2 26.7 28.0 35.0 37.4
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 - Futures Only, August 18, 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 : 1,143,064: 87,807 200,685 10,080 830,373 608,377 928,260 819,142: 214,804 323,922
Old : 1,143,064: 87,807 200,685 10,080 830,373 608,377 928,260 819,142: 214,804 323,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -12,509: 297 -4,613 -1,125 -1,060 7,120 -1,888 1,382: -10,621 -13,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 17.6 0.9 72.6 53.2 81.2 71.7: 18.8 28.3
Old : 100.0: 7.7 17.6 0.9 72.6 53.2 81.2 71.7: 18.8 28.3
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 : 207: 25 53 28 89 95 132 158:
Old : 207: 25 53 28 89 95 132 158:
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 : 19.2 16.0 31.1 23.1 16.2 9.4 24.8 14.5
Old : 19.2 16.0 31.1 23.1 16.2 9.4 24.8 14.5
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 - Futures Only, August 18, 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 : 858,249: 135,564 100,662 17,387 542,428 564,828 695,379 682,877: 162,870 175,372
Old : 858,249: 135,564 100,662 17,387 542,428 564,828 695,379 682,877: 162,870 175,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 9,385: 15,179 -2,602 4,011 -12,880 18,386 6,310 19,795: 3,075 -10,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.7 2.0 63.2 65.8 81.0 79.6: 19.0 20.4
Old : 100.0: 15.8 11.7 2.0 63.2 65.8 81.0 79.6: 19.0 20.4
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 : 141: 20 22 18 69 76 95 110:
Old : 141: 20 22 18 69 76 95 110:
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 : 29.2 16.2 39.3 27.0 22.0 15.0 31.1 24.5
Old : 29.2 16.2 39.3 27.0 22.0 15.0 31.1 24.5
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 - Futures Only, August 18, 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 : 387,848: 118,363 23,066 27,977 204,475 297,674 350,815 348,717: 37,033 39,131
Old : 387,848: 118,363 23,066 27,977 204,475 297,674 350,815 348,717: 37,033 39,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 16,769: -5,181 -1,318 -5,927 23,663 20,801 12,555 13,556: 4,214 3,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 5.9 7.2 52.7 76.8 90.5 89.9: 9.5 10.1
Old : 100.0: 30.5 5.9 7.2 52.7 76.8 90.5 89.9: 9.5 10.1
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 : 87: 26 7 25 39 39 72 69:
Old : 87: 26 7 25 39 39 72 69:
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 : 27.6 44.8 44.2 60.4 20.1 25.6 30.4 37.7
Old : 27.6 44.8 44.2 60.4 20.1 25.6 30.4 37.7
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 - Futures Only, August 18, 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 : 12,021: 2,446 1,555 3 6,108 7,551 8,557 9,109: 3,464 2,912
Old : 12,021: 2,446 1,555 3 6,108 7,551 8,557 9,109: 3,464 2,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 136: 134 342 0 -247 -220 -113 122: 249 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 12.9 0.0 50.8 62.8 71.2 75.8: 28.8 24.2
Old : 100.0: 20.3 12.9 0.0 50.8 62.8 71.2 75.8: 28.8 24.2
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 : 22: 5 3 1 9 7 15 10:
Old : 22: 5 3 1 9 7 15 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 : 41.4 58.2 57.9 74.1 40.9 53.2 56.7 69.1
Old : 41.4 58.2 57.9 74.1 40.9 53.2 56.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 18, 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 : 69,003: 23,067 17,346 663 33,916 33,814 57,646 51,823: 11,357 17,180
Old : 69,003: 23,067 17,346 663 33,916 33,814 57,646 51,823: 11,357 17,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 3,375: 3,652 2,888 149 -1,129 850 2,672 3,887: 703 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 25.1 1.0 49.2 49.0 83.5 75.1: 16.5 24.9
Old : 100.0: 33.4 25.1 1.0 49.2 49.0 83.5 75.1: 16.5 24.9
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 : 86: 21 23 6 27 23 49 52:
Old : 86: 21 23 6 27 23 49 52:
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 : 26.6 35.7 40.8 50.5 26.2 34.2 39.9 46.1
Old : 26.6 35.7 40.8 50.5 26.2 34.2 39.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, August 18, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,352: 6,472 5,144 0 1,746 3,205 8,218 8,349: 134 3
Old : 8,352: 6,472 5,144 0 1,746 3,205 8,218 8,349: 134 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 61.6 0.0 20.9 38.4 98.4 100.0: 1.6 0.0
Old : 100.0: 77.5 61.6 0.0 20.9 38.4 98.4 100.0: 1.6 0.0
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 : 20: 11 5 0 2 2 13 7:
Old : 20: 11 5 0 2 2 13 7:
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 : 76.3 92.8 93.5 100.0 76.3 92.8 93.5 100.0
Old : 76.3 92.8 93.5 100.0 76.3 92.8 93.5 100.0
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 - Futures Only, August 18, 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 : 23,176: 3,640 1,903 90 19,373 20,809 23,103 22,802: 73 374
Old : 23,176: 3,640 1,903 90 19,373 20,809 23,103 22,802: 73 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 248: 816 -61 0 -584 309 232 248: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.2 0.4 83.6 89.8 99.7 98.4: 0.3 1.6
Old : 100.0: 15.7 8.2 0.4 83.6 89.8 99.7 98.4: 0.3 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 : 41: 5 12 1 11 15 17 27:
Old : 41: 5 12 1 11 15 17 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 : 83.5 84.8 95.0 91.3 83.5 84.0 95.0 90.5
Old : 83.5 84.8 95.0 91.3 83.5 84.0 95.0 90.5
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 - Futures Only, August 18, 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 : 32,245: 5,013 327 1,141 26,024 30,585 32,178 32,053: 67 192
Old : 32,245: 5,013 327 1,141 26,024 30,585 32,178 32,053: 67 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -5,261: -1,359 -42 87 -3,973 -5,257 -5,245 -5,212: -16 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.0 3.5 80.7 94.9 99.8 99.4: 0.2 0.6
Old : 100.0: 15.5 1.0 3.5 80.7 94.9 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 : 29: 7 5 1 10 9 17 15:
Old : 29: 7 5 1 10 9 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.2 85.6 97.5 97.1 56.9 64.3 68.1 68.5
Old : 86.2 85.6 97.5 97.1 56.9 64.3 68.1 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2008