WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 22, 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 : 326,160: 75,807 110,584 46,493 177,243 124,830 299,543 281,907: 26,617 44,253
Old : 260,334: 63,875 100,023 26,051 148,239 98,262 238,165 224,336: 22,169 35,998
Other: 65,826: 28,200 26,829 4,174 29,004 26,568 61,378 57,571: 4,448 8,255
: : :
: : Changes in Commitments from: September 15, 2009 :
: 6,616: 1,499 93 1,323 4,510 5,203 7,332 6,619: -716 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 33.9 14.3 54.3 38.3 91.8 86.4: 8.2 13.6
Old : 100.0: 24.5 38.4 10.0 56.9 37.7 91.5 86.2: 8.5 13.8
Other: 100.0: 42.8 40.8 6.3 44.1 40.4 93.2 87.5: 6.8 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 98 149 105 65 86 234 293:
Old : 367: 103 153 78 59 75 210 267:
Other: 168: 40 47 19 35 67 85 125:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 15.8 41.7 23.0 25.4 14.6 41.0 21.4
Old : 30.2 18.8 45.8 27.1 30.1 18.7 45.7 26.3
Other: 58.1 30.3 69.9 40.9 54.6 30.3 62.9 38.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 22, 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 : 870,345: 231,829 188,684 84,821 456,275 398,363 772,925 671,868: 97,420 198,477
Old : 787,481: 224,491 197,733 58,493 414,339 356,856 697,323 613,082: 90,158 174,399
Other: 82,864: 32,203 15,816 1,463 41,936 41,507 75,602 58,786: 7,262 24,078
: : :
: : Changes in Commitments from: September 15, 2009 :
: 9,078: 4,844 6,062 831 8,340 1,949 14,015 8,842: -4,937 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 21.7 9.7 52.4 45.8 88.8 77.2: 11.2 22.8
Old : 100.0: 28.5 25.1 7.4 52.6 45.3 88.6 77.9: 11.4 22.1
Other: 100.0: 38.9 19.1 1.8 50.6 50.1 91.2 70.9: 8.8 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 140 176 136 153 237 388 476:
Old : 619: 147 173 118 150 228 371 459:
Other: 302: 46 52 16 51 171 105 234:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 15.3 28.7 20.9 18.2 14.3 28.5 19.3
Old : 19.5 15.4 30.7 21.5 19.4 14.4 30.7 19.9
Other: 43.3 20.6 53.1 28.2 43.2 20.3 53.1 27.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 22, 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 : 13,882: 2,102 2,516 473 9,376 9,111 11,951 12,100: 1,931 1,782
Old : 13,877: 2,103 2,516 472 9,375 9,110 11,950 12,098: 1,927 1,779
Other: 5: 0 1 0 1 1 1 2: 4 3
: : :
: : Changes in Commitments from: September 15, 2009 :
: -228: 15 -109 0 -154 -145 -139 -254: -89 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 18.1 3.4 67.5 65.6 86.1 87.2: 13.9 12.8
Old : 100.0: 15.2 18.1 3.4 67.6 65.6 86.1 87.2: 13.9 12.8
Other: 100.0: 0.0 20.0 0.0 20.0 20.0 20.0 40.0: 80.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 14 3 14 9 27 26:
Old : 46: 11 14 3 13 9 26 26:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 58.8 63.8 70.9 48.5 56.2 63.6 68.4
Old : 48.8 58.8 63.8 71.0 48.5 56.2 63.6 68.4
Other: 20.0 40.0 20.0 40.0 20.0 40.0 20.0 40.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 22, 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 : 436,080: 99,942 67,558 66,972 227,272 222,974 394,186 357,504: 41,894 78,576
Old : 405,817: 96,882 70,747 53,575 215,547 208,040 366,004 332,362: 39,813 73,455
Other: 30,263: 16,264 10,015 193 11,725 14,934 28,182 25,142: 2,081 5,121
: : :
: : Changes in Commitments from: September 15, 2009 :
: 3,966: -10,244 4,847 3,518 11,309 -7,448 4,583 917: -617 3,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.5 15.4 52.1 51.1 90.4 82.0: 9.6 18.0
Old : 100.0: 23.9 17.4 13.2 53.1 51.3 90.2 81.9: 9.8 18.1
Other: 100.0: 53.7 33.1 0.6 38.7 49.3 93.1 83.1: 6.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 451: 105 150 118 109 151 293 360:
Old : 449: 107 151 106 105 149 280 353:
Other: 188: 35 45 4 28 90 64 138:
:----------------------------------------------------------------------------------------------------
: 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 19.1 27.3 27.7 15.0 17.7 24.2 23.3
Old : 16.8 19.6 28.2 27.5 15.9 18.1 25.8 24.6
Other: 42.8 50.6 62.4 60.2 42.3 50.6 60.1 59.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,520: 20,076 3,085 218 9 3,568 20,303 6,871: 3,217 16,649
Old : 22,162: 18,955 3,066 218 9 3,218 19,182 6,502: 2,980 15,660
Other: 1,358: 1,121 19 0 0 350 1,121 369: 237 989
: : :
: : Changes in Commitments from: September 15, 2009 :
: -563: -880 -177 24 0 -305 -856 -458: 293 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 13.1 0.9 0.0 15.2 86.3 29.2: 13.7 70.8
Old : 100.0: 85.5 13.8 1.0 0.0 14.5 86.6 29.3: 13.4 70.7
Other: 100.0: 82.5 1.4 0.0 0.0 25.8 82.5 27.2: 17.5 72.8
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 7 7 1 9 16 22:
Old : 30: 14 7 7 1 9 16 22:
Other: 19: 9 2 0 0 8 9 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 : 58.0 13.1 78.3 21.2 57.4 13.1 77.7 21.2
Old : 58.4 13.8 78.5 21.1 57.8 13.8 77.9 21.1
Other: 76.3 22.5 82.2 26.8 76.3 22.5 82.2 26.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 22, 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 : 214,163: 43,304 50,505 33,963 114,524 105,153 191,791 189,621: 22,372 24,542
Old : 204,142: 45,763 54,034 25,427 111,193 100,426 182,383 179,887: 21,759 24,255
Other: 10,021: 3,913 2,843 2,164 3,331 4,727 9,408 9,734: 613 287
: : :
: : Changes in Commitments from: September 15, 2009 :
: -6,446: -2,053 -942 -1,547 -2,697 -3,760 -6,297 -6,249: -149 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 23.6 15.9 53.5 49.1 89.6 88.5: 10.4 11.5
Old : 100.0: 22.4 26.5 12.5 54.5 49.2 89.3 88.1: 10.7 11.9
Other: 100.0: 39.0 28.4 21.6 33.2 47.2 93.9 97.1: 6.1 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 46 64 57 64 54 149 158:
Old : 209: 50 66 54 64 53 148 155:
Other: 34: 7 7 3 14 10 22 19:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 15.1 29.1 24.8 16.3 13.3 25.7 21.7
Old : 18.3 15.7 30.1 26.0 17.1 14.0 27.6 23.0
Other: 75.3 59.8 89.8 84.6 65.5 43.1 68.7 64.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 22, 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 : 741,386: 59,500 136,981 7,276 543,533 475,930 610,309 620,187: 131,077 121,199
Old : 741,386: 59,500 136,981 7,276 543,533 475,930 610,309 620,187: 131,077 121,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -8,652: -20,019 4,481 2,456 12,133 -17,143 -5,430 -10,206: -3,222 1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 18.5 1.0 73.3 64.2 82.3 83.7: 17.7 16.3
Old : 100.0: 8.0 18.5 1.0 73.3 64.2 82.3 83.7: 17.7 16.3
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 : 154: 33 24 12 68 69 109 97:
Old : 154: 33 24 12 68 69 109 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 29.9 33.6 38.9 19.4 29.5 29.2 38.3
Old : 21.5 29.9 33.6 38.9 19.4 29.5 29.2 38.3
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, September 22, 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 : 156,483: 39,233 11,663 16,932 75,186 107,520 131,351 136,115: 25,132 20,368
Old : 147,899: 39,863 11,491 14,143 69,519 102,539 123,525 128,173: 24,374 19,726
Other: 8,584: 1,179 1,981 980 5,667 4,981 7,826 7,942: 758 642
: : :
: : Changes in Commitments from: September 15, 2009 :
: -5,465: -3,814 752 -1,012 1,542 -8,203 -3,284 -8,463: -2,181 2,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.5 10.8 48.0 68.7 83.9 87.0: 16.1 13.0
Old : 100.0: 27.0 7.8 9.6 47.0 69.3 83.5 86.7: 16.5 13.3
Other: 100.0: 13.7 23.1 11.4 66.0 58.0 91.2 92.5: 8.8 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 46 26 43 56 51 135 98:
Old : 153: 50 26 42 55 51 134 97:
Other: 38: 5 4 5 25 10 33 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 38.0 31.0 53.0 18.6 31.7 25.9 42.4
Old : 19.1 38.7 30.0 52.7 17.5 32.5 25.2 43.1
Other: 53.3 61.5 67.5 82.1 52.1 55.6 65.0 73.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 22, 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 : 10,853: 3,175 1,026 1,077 4,849 7,482 9,101 9,585: 1,752 1,268
Old : 10,831: 3,172 1,026 1,077 4,831 7,482 9,080 9,585: 1,751 1,246
Other: 22: 3 0 0 18 0 21 0: 1 22
: : :
: : Changes in Commitments from: September 15, 2009 :
: 295: 1 170 25 259 -60 285 135: 10 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 9.5 9.9 44.7 68.9 83.9 88.3: 16.1 11.7
Old : 100.0: 29.3 9.5 9.9 44.6 69.1 83.8 88.5: 16.2 11.5
Other: 100.0: 13.6 0.0 0.0 81.8 0.0 95.5 0.0: 4.5 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 8 13 17 15 44 32:
Old : 59: 18 8 13 17 15 44 32:
Other: 3: 1 0 0 2 0 3 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 48.7 46.8 64.7 33.7 47.0 46.8 62.4
Old : 33.7 48.8 46.9 64.9 33.7 47.1 46.9 62.5
Other: 95.5 0.0 95.5 0.0 95.5 0.0 95.5 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 22, 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 : 771,785: 319,932 112,748 12,048 348,732 529,980 680,712 654,776: 91,073 117,009
Old : 771,785: 319,932 112,748 12,048 348,732 529,980 680,712 654,776: 91,073 117,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 2,465: 23,933 19,238 -358 -20,212 -15,975 3,363 2,905: -898 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 14.6 1.6 45.2 68.7 88.2 84.8: 11.8 15.2
Old : 100.0: 41.5 14.6 1.6 45.2 68.7 88.2 84.8: 11.8 15.2
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 : 206: 37 46 19 71 102 119 156:
Old : 206: 37 46 19 71 102 119 156:
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 : 24.8 25.0 35.5 33.0 24.7 23.9 33.7 30.9
Old : 24.8 25.0 35.5 33.0 24.7 23.9 33.7 30.9
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, September 22, 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 : 1,117,786: 116,934 213,077 18,444 733,108 598,053 868,486 829,574: 249,300 288,212
Old : 1,117,786: 116,934 213,077 18,444 733,108 598,053 868,486 829,574: 249,300 288,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 23,331: 11,916 21,059 2,254 20,432 102 34,602 23,415: -11,271 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 19.1 1.7 65.6 53.5 77.7 74.2: 22.3 25.8
Old : 100.0: 10.5 19.1 1.7 65.6 53.5 77.7 74.2: 22.3 25.8
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 : 229: 29 56 18 92 102 133 164:
Old : 229: 29 56 18 92 102 133 164:
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 : 18.5 14.0 28.8 22.7 13.8 10.9 21.1 16.9
Old : 18.5 14.0 28.8 22.7 13.8 10.9 21.1 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 22, 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 : 803,951: 92,090 84,414 7,122 507,289 524,912 606,501 616,448: 197,450 187,503
Old : 803,951: 92,090 84,414 7,122 507,289 524,912 606,501 616,448: 197,450 187,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 12,779: 11,431 -8,614 -5,167 15,135 11,552 21,399 -2,229: -8,620 15,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.5 0.9 63.1 65.3 75.4 76.7: 24.6 23.3
Old : 100.0: 11.5 10.5 0.9 63.1 65.3 75.4 76.7: 24.6 23.3
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 : 139: 22 26 11 61 69 88 101:
Old : 139: 22 26 11 61 69 88 101:
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 : 24.4 16.3 35.5 29.0 17.9 14.4 27.2 25.9
Old : 24.4 16.3 35.5 29.0 17.9 14.4 27.2 25.9
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, September 22, 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 : 445,208: 142,068 27,004 37,656 231,412 343,724 411,136 408,384: 34,072 36,824
Old : 445,208: 142,068 27,004 37,656 231,412 343,724 411,136 408,384: 34,072 36,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 37,388: 19,718 -10 2,608 19,635 36,137 41,961 38,735: -4,573 -1,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 6.1 8.5 52.0 77.2 92.3 91.7: 7.7 8.3
Old : 100.0: 31.9 6.1 8.5 52.0 77.2 92.3 91.7: 7.7 8.3
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 : 94: 33 8 32 38 44 79 80:
Old : 94: 33 8 32 38 44 79 80:
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 : 28.3 36.5 46.1 54.9 19.5 22.8 31.0 34.5
Old : 28.3 36.5 46.1 54.9 19.5 22.8 31.0 34.5
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, September 22, 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 : 64,759: 25,784 7,534 242 28,112 39,209 54,138 46,985: 10,621 17,774
Old : 64,759: 25,784 7,534 242 28,112 39,209 54,138 46,985: 10,621 17,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -32,131: -1,362 -3,612 -1,317 -26,561 -24,092 -29,240 -29,021: -2,891 -3,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 11.6 0.4 43.4 60.5 83.6 72.6: 16.4 27.4
Old : 100.0: 39.8 11.6 0.4 43.4 60.5 83.6 72.6: 16.4 27.4
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 : 84: 27 14 2 22 26 50 41:
Old : 84: 27 14 2 22 26 50 41:
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 : 29.7 39.8 42.7 48.9 29.7 37.6 42.7 46.4
Old : 29.7 39.8 42.7 48.9 29.7 37.6 42.7 46.4
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, September 22, 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 : 17,711: 563 2,210 90 16,943 15,248 17,596 17,548: 115 163
Old : 17,711: 563 2,210 90 16,943 15,248 17,596 17,548: 115 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -2,383: -2,160 663 -144 -48 -2,889 -2,352 -2,370: -31 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 12.5 0.5 95.7 86.1 99.4 99.1: 0.6 0.9
Old : 100.0: 3.2 12.5 0.5 95.7 86.1 99.4 99.1: 0.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 13 1 12 15 17 28:
Old : 41: 4 13 1 12 15 17 28:
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 : 82.0 74.7 92.6 86.2 50.3 44.0 59.7 54.6
Old : 82.0 74.7 92.6 86.2 50.3 44.0 59.7 54.6
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 - Futures Only, September 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 29,290: 3,852 159 25 25,263 29,076 29,140 29,260: 150 30
Old : 29,290: 3,852 159 25 25,263 29,076 29,140 29,260: 150 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 112: -863 -493 25 977 561 139 93: -27 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.5 0.1 86.3 99.3 99.5 99.9: 0.5 0.1
Old : 100.0: 13.2 0.5 0.1 86.3 99.3 99.5 99.9: 0.5 0.1
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 : 30: 9 5 1 10 8 19 14:
Old : 30: 9 5 1 10 8 19 14:
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 : 79.2 94.8 95.9 99.3 61.3 77.4 77.6 80.2
Old : 79.2 94.8 95.9 99.3 61.3 77.4 77.6 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2008