WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 357,899: 60,439 74,304 102,761 165,598 133,483 328,797 310,548: 29,102 47,350
Old : 152,347: 39,506 57,737 24,441 75,504 49,678 139,451 131,856: 12,896 20,491
Other: 205,551: 44,704 40,338 54,549 90,094 83,805 189,346 178,692: 16,205 26,859
: : :
: : Changes in Commitments from: February 24, 2009 :
: -2,726: -53 6,389 -3,057 1,363 -1,806 -1,747 1,526: -980 -4,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 20.8 28.7 46.3 37.3 91.9 86.8: 8.1 13.2
Old : 100.0: 25.9 37.9 16.0 49.6 32.6 91.5 86.5: 8.5 13.5
Other: 100.0: 21.7 19.6 26.5 43.8 40.8 92.1 86.9: 7.9 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 70 136 131 77 91 242 279:
Old : 269: 74 110 75 54 62 172 204:
Other: 244: 53 94 84 64 88 179 211:
:----------------------------------------------------------------------------------------------------
: 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 11.2 32.1 18.6 15.9 8.0 26.5 13.7
Old : 26.6 18.9 40.8 28.3 26.4 16.9 40.7 26.2
Other: 27.8 11.5 37.6 19.4 27.1 7.9 34.0 13.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 1,107,615: 128,424 132,887 329,224 514,154 429,670 971,802 891,781: 135,813 215,833
Old : 738,803: 81,476 137,251 212,501 339,942 257,062 633,920 606,814: 104,883 131,988
Other: 368,812: 73,737 22,426 89,933 174,212 172,608 337,882 284,967: 30,930 83,845
: : :
: : Changes in Commitments from: February 24, 2009 :
: 15,726: -906 -7,964 17,325 3,174 4,135 19,593 13,495: -3,866 2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 12.0 29.7 46.4 38.8 87.7 80.5: 12.3 19.5
Old : 100.0: 11.0 18.6 28.8 46.0 34.8 85.8 82.1: 14.2 17.9
Other: 100.0: 20.0 6.1 24.4 47.2 46.8 91.6 77.3: 8.4 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 523: 103 143 185 212 227 437 455:
Old : 508: 102 140 164 201 215 409 429:
Other: 374: 90 69 87 99 185 226 307:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 13.1 23.8 20.9 8.9 6.0 14.7 9.0
Old : 13.4 12.3 22.7 21.4 10.6 7.0 17.4 10.7
Other: 22.8 16.0 38.7 25.9 19.0 8.5 28.0 13.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 16,182: 492 2,836 1,353 12,371 9,446 14,217 13,635: 1,965 2,547
Old : 8,622: 616 2,714 646 6,121 3,390 7,383 6,750: 1,239 1,872
Other: 7,560: 59 305 525 6,250 6,056 6,834 6,885: 726 675
: : :
: : Changes in Commitments from: February 24, 2009 :
: -804: 127 1 99 -571 -867 -346 -768: -458 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 17.5 8.4 76.5 58.4 87.9 84.3: 12.1 15.7
Old : 100.0: 7.1 31.5 7.5 71.0 39.3 85.6 78.3: 14.4 21.7
Other: 100.0: 0.8 4.0 6.9 82.7 80.1 90.4 91.1: 9.6 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 15 6 19 13 29 31:
Old : 41: 7 14 4 17 10 26 26:
Other: 25: 2 5 3 11 11 15 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 : 42.9 49.3 63.8 61.0 36.4 34.4 48.4 41.0
Old : 45.7 37.0 61.3 50.5 45.7 32.3 59.5 44.2
Other: 58.9 68.0 81.4 82.3 43.8 48.7 54.8 55.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 398,374: 54,878 43,591 123,682 177,076 162,065 355,636 329,338: 42,738 69,036
Old : 274,753: 36,177 43,181 74,791 130,850 114,164 241,819 232,136: 32,935 42,617
Other: 123,620: 31,941 13,650 35,651 46,225 47,901 113,818 97,202: 9,803 26,418
: : :
: : Changes in Commitments from: February 24, 2009 :
: -859: -3,873 4,393 3,534 1,259 -10,726 920 -2,800: -1,780 1,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.9 31.0 44.4 40.7 89.3 82.7: 10.7 17.3
Old : 100.0: 13.2 15.7 27.2 47.6 41.6 88.0 84.5: 12.0 15.5
Other: 100.0: 25.8 11.0 28.8 37.4 38.7 92.1 78.6: 7.9 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 81 100 124 107 113 265 273:
Old : 304: 68 108 101 99 103 234 251:
Other: 194: 60 34 62 66 76 152 150:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 19.6 29.7 28.2 11.3 9.0 18.1 13.0
Old : 19.8 18.9 31.8 28.1 15.2 10.9 24.0 16.5
Other: 28.1 26.3 42.6 37.9 19.4 14.6 26.5 21.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 239,878: 20,022 37,117 61,145 135,817 114,926 216,983 213,188: 22,895 26,690
Old : 203,303: 25,781 38,205 41,355 118,167 99,470 185,303 179,030: 18,000 24,274
Other: 36,575: 4,547 9,218 9,484 17,650 15,456 31,680 34,158: 4,895 2,417
: : :
: : Changes in Commitments from: February 24, 2009 :
: 2,102: 1,722 5,144 -5,290 6,177 3,420 2,609 3,274: -508 -1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 15.5 25.5 56.6 47.9 90.5 88.9: 9.5 11.1
Old : 100.0: 12.7 18.8 20.3 58.1 48.9 91.1 88.1: 8.9 11.9
Other: 100.0: 12.4 25.2 25.9 48.3 42.3 86.6 93.4: 13.4 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 32 60 58 64 61 139 149:
Old : 177: 41 57 53 62 55 134 140:
Other: 77: 11 23 18 34 22 57 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 24.5 31.6 36.9 11.3 16.2 19.5 22.4
Old : 20.9 24.6 32.6 38.0 16.1 20.8 26.6 28.3
Other: 35.5 50.3 52.6 65.6 23.7 33.5 32.8 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 812,662: 37,083 138,886 63,353 603,235 453,950 703,670 656,189: 108,992 156,474
Old : 812,662: 37,083 138,886 63,353 603,235 453,950 703,670 656,189: 108,992 156,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,910: 1,723 11,613 2,012 8,414 -3,569 12,149 10,056: -14,059 -11,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 17.1 7.8 74.2 55.9 86.6 80.7: 13.4 19.3
Old : 100.0: 4.6 17.1 7.8 74.2 55.9 86.6 80.7: 13.4 19.3
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 : 144: 19 35 35 72 75 114 123:
Old : 144: 19 35 35 72 75 114 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 22.4 43.1 29.7 30.9 21.4 39.0 27.3
Old : 32.8 22.4 43.1 29.7 30.9 21.4 39.0 27.3
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 with Delta-adjusted Options and Futures Combined, March 3, 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 : 129,705: 19,273 11,499 20,755 66,854 73,583 106,881 105,836: 22,823 23,868
Old : 105,787: 18,452 11,001 14,400 53,712 58,927 86,564 84,329: 19,223 21,458
Other: 23,918: 3,088 2,765 4,087 13,143 14,656 20,317 21,508: 3,601 2,410
: : :
: : Changes in Commitments from: February 24, 2009 :
: 411: 1,788 2,497 3,582 -2,725 -6,470 2,644 -391: -2,233 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.9 16.0 51.5 56.7 82.4 81.6: 17.6 18.4
Old : 100.0: 17.4 10.4 13.6 50.8 55.7 81.8 79.7: 18.2 20.3
Other: 100.0: 12.9 11.6 17.1 54.9 61.3 84.9 89.9: 15.1 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 35 25 37 61 52 114 102:
Old : 136: 37 27 35 59 51 111 100:
Other: 71: 16 12 19 36 20 64 42:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 32.5 30.0 44.9 13.1 25.1 19.9 31.5
Old : 22.0 30.6 31.7 40.3 17.8 26.0 25.9 32.2
Other: 24.4 56.6 39.7 68.7 21.2 45.8 31.9 55.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 6,714: 1,378 1,279 597 3,845 2,883 5,820 4,758: 894 1,956
Old : 4,559: 911 1,278 219 2,651 1,560 3,781 3,057: 779 1,502
Other: 2,155: 626 159 219 1,194 1,323 2,039 1,701: 116 454
: : :
: : Changes in Commitments from: February 24, 2009 :
: -692: -0 10 122 -398 -377 -276 -245: -416 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.0 8.9 57.3 42.9 86.7 70.9: 13.3 29.1
Old : 100.0: 20.0 28.0 4.8 58.2 34.2 82.9 67.0: 17.1 33.0
Other: 100.0: 29.1 7.4 10.2 55.4 61.4 94.6 79.0: 5.4 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 13 6 18 14 32 29:
Old : 43: 10 12 5 18 9 31 23:
Other: 21: 3 3 4 3 12 8 18:
:----------------------------------------------------------------------------------------------------
: 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 : 38.7 37.9 53.1 46.9 38.7 36.1 52.1 42.6
Old : 30.9 45.0 46.6 53.4 30.9 43.3 46.6 51.1
Other: 86.0 31.7 94.6 53.7 80.2 31.7 80.3 52.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 496,254: 82,084 65,536 17,804 301,234 337,137 401,122 420,477: 95,132 75,777
Old : 496,254: 82,084 65,536 17,804 301,234 337,137 401,122 420,477: 95,132 75,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 7,224: 1,696 3,244 -5,530 -26,451 -20,595 -30,285 -22,881: 37,509 30,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.2 3.6 60.7 67.9 80.8 84.7: 19.2 15.3
Old : 100.0: 16.5 13.2 3.6 60.7 67.9 80.8 84.7: 19.2 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 26 32 20 68 67 109 104:
Old : 146: 26 32 20 68 67 109 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 32.1 26.3 42.5 13.8 28.1 22.5 37.4
Old : 15.8 32.1 26.3 42.5 13.8 28.1 22.5 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 with Delta-adjusted Options and Futures Combined, March 3, 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 : 1,269,399: 82,454 135,357 144,356 783,300 724,858 1,010,110 1,004,572: 259,288 264,827
Old : 1,269,399: 82,454 135,357 144,356 783,300 724,858 1,010,110 1,004,572: 259,288 264,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 168,995: -22,297 13,658 41,453 51,390 48,376 70,547 103,487: 98,449 65,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 10.7 11.4 61.7 57.1 79.6 79.1: 20.4 20.9
Old : 100.0: 6.5 10.7 11.4 61.7 57.1 79.6 79.1: 20.4 20.9
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 : 196: 33 39 43 100 106 156 165:
Old : 196: 33 39 43 100 106 156 165:
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 : 19.3 13.5 27.9 19.6 18.7 9.7 25.9 13.9
Old : 19.3 13.5 27.9 19.6 18.7 9.7 25.9 13.9
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 with Delta-adjusted Options and Futures Combined, March 3, 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 : 1,003,307: 106,235 84,452 29,645 685,757 709,063 821,637 823,160: 181,670 180,146
Old : 1,003,307: 106,235 84,452 29,645 685,757 709,063 821,637 823,160: 181,670 180,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 104,519: -412 -20,258 -9,381 9,991 58,866 198 29,227: 104,321 75,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.4 3.0 68.3 70.7 81.9 82.0: 18.1 18.0
Old : 100.0: 10.6 8.4 3.0 68.3 70.7 81.9 82.0: 18.1 18.0
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 : 137: 17 34 25 70 68 103 111:
Old : 137: 17 34 25 70 68 103 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 41.6 40.1 47.4 16.6 27.8 24.2 32.6
Old : 27.3 41.6 40.1 47.4 16.6 27.8 24.2 32.6
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, March 3, 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 : 435,962: 141,242 9,074 125,099 136,695 270,200 403,036 404,372: 32,926 31,590
Old : 435,962: 141,242 9,074 125,099 136,695 270,200 403,036 404,372: 32,926 31,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -248,020: -29,428 -5,314 -180,138 -35,145 -59,799 -244,711 -245,251: -3,309 -2,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 2.1 28.7 31.4 62.0 92.4 92.8: 7.6 7.2
Old : 100.0: 32.4 2.1 28.7 31.4 62.0 92.4 92.8: 7.6 7.2
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 : 71: 23 9 28 32 27 67 56:
Old : 71: 23 9 28 32 27 67 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 38.9 43.9 56.0 22.6 36.2 31.1 43.6
Old : 30.2 38.9 43.9 56.0 22.6 36.2 31.1 43.6
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, March 3, 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 : 26,287: 5,413 5,795 689 14,976 16,034 21,077 22,517: 5,210 3,770
Old : 26,287: 5,413 5,795 689 14,976 16,034 21,077 22,517: 5,210 3,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 1,076: 161 1,068 446 710 710 1,316 2,224: -240 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 22.0 2.6 57.0 61.0 80.2 85.7: 19.8 14.3
Old : 100.0: 20.6 22.0 2.6 57.0 61.0 80.2 85.7: 19.8 14.3
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 : 34: 6 12 7 11 6 22 20:
Old : 34: 6 12 7 11 6 22 20:
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 : 49.6 60.1 68.1 71.9 48.0 59.9 66.4 71.8
Old : 49.6 60.1 68.1 71.9 48.0 59.9 66.4 71.8
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, March 3, 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 : 80,869: 22,883 16,627 1,192 39,070 51,466 63,146 69,286: 17,724 11,584
Old : 80,869: 22,883 16,627 1,192 39,070 51,466 63,146 69,286: 17,724 11,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -1,552: -548 664 4 407 -1,158 -138 -490: -1,414 -1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.6 1.5 48.3 63.6 78.1 85.7: 21.9 14.3
Old : 100.0: 28.3 20.6 1.5 48.3 63.6 78.1 85.7: 21.9 14.3
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 : 99: 28 22 12 32 30 65 59:
Old : 99: 28 22 12 32 30 65 59:
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 : 25.7 33.2 37.6 51.6 23.3 28.4 32.3 42.0
Old : 25.7 33.2 37.6 51.6 23.3 28.4 32.3 42.0
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 with Delta-adjusted Options and Futures Combined, March 3, 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 : 27,177: 10,650 4,494 833 15,298 21,362 26,781 26,689: 396 488
Old : 27,177: 10,650 4,494 833 15,298 21,362 26,781 26,689: 396 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 1,031: -96 9 -741 1,555 2,016 718 1,284: 313 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 16.5 3.1 56.3 78.6 98.5 98.2: 1.5 1.8
Old : 100.0: 39.2 16.5 3.1 56.3 78.6 98.5 98.2: 1.5 1.8
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 : 42: 10 12 3 10 14 22 27:
Old : 42: 10 12 3 10 14 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 62.9 89.5 80.9 63.7 50.2 73.2 66.8
Old : 76.7 62.9 89.5 80.9 63.7 50.2 73.2 66.8
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 36,819: 9,739 1,350 1,999 24,946 33,232 36,684 36,581: 135 238
Old : 36,819: 9,739 1,350 1,999 24,946 33,232 36,684 36,581: 135 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 813: 243 146 -448 3,167 1,041 2,962 739: -2,149 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 3.7 5.4 67.8 90.3 99.6 99.4: 0.4 0.6
Old : 100.0: 26.5 3.7 5.4 67.8 90.3 99.6 99.4: 0.4 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 : 31: 9 8 4 11 7 21 18:
Old : 31: 9 8 4 11 7 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 83.5 84.0 95.1 53.0 72.6 68.8 76.1
Old : 65.3 83.5 84.0 95.1 53.0 72.6 68.8 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 5, 2009