WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 390,190: 64,231 69,393 119,905 176,710 154,049 360,846 343,346: 29,344 46,844
Old : 149,662: 40,399 49,157 25,736 70,698 58,306 136,833 133,199: 12,830 16,464
Other: 240,528: 50,429 46,833 67,571 106,012 95,743 224,013 210,148: 16,515 30,380
: : :
: : Changes in Commitments from: March 10, 2009 :
: 20,030: 3,033 -5,242 12,124 4,167 12,182 19,324 19,064: 706 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 17.8 30.7 45.3 39.5 92.5 88.0: 7.5 12.0
Old : 100.0: 27.0 32.8 17.2 47.2 39.0 91.4 89.0: 8.6 11.0
Other: 100.0: 21.0 19.5 28.1 44.1 39.8 93.1 87.4: 6.9 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 79 122 146 79 92 259 289:
Old : 273: 89 97 63 60 56 183 182:
Other: 266: 69 99 101 66 88 197 233:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 11.9 30.5 19.1 14.4 8.9 24.4 13.9
Old : 25.8 19.2 40.3 30.2 25.7 17.7 40.2 28.4
Other: 26.9 11.3 37.9 18.6 24.1 8.1 32.3 13.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 1,160,066: 145,526 78,725 364,003 512,958 507,560 1,022,486 950,288: 137,579 209,778
Old : 771,846: 92,487 89,742 237,515 340,192 322,090 670,193 649,347: 101,653 122,499
Other: 388,220: 82,459 18,403 97,068 172,766 185,471 352,293 300,941: 35,927 87,278
: : :
: : Changes in Commitments from: March 10, 2009 :
: 40,293: 5,639 -30,767 24,986 9,257 45,777 39,882 39,996: 411 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.8 31.4 44.2 43.8 88.1 81.9: 11.9 18.1
Old : 100.0: 12.0 11.6 30.8 44.1 41.7 86.8 84.1: 13.2 15.9
Other: 100.0: 21.2 4.7 25.0 44.5 47.8 90.7 77.5: 9.3 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 547: 131 130 201 220 238 469 468:
Old : 525: 111 144 175 208 224 432 436:
Other: 406: 116 62 96 111 198 256 327:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 13.4 20.4 21.6 8.4 7.9 13.8 11.6
Old : 12.3 14.3 21.5 22.6 10.0 8.7 16.6 12.9
Other: 20.1 12.5 32.5 22.6 18.1 8.6 26.4 13.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 15,663: 661 2,200 1,486 11,233 9,509 13,381 13,195: 2,282 2,467
Old : 7,561: 704 2,032 622 4,795 3,141 6,120 5,795: 1,441 1,766
Other: 8,102: 156 367 665 6,439 6,367 7,260 7,400: 841 702
: : :
: : Changes in Commitments from: March 10, 2009 :
: -464: 163 -264 -1 -810 -96 -648 -361: 184 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 14.0 9.5 71.7 60.7 85.4 84.2: 14.6 15.8
Old : 100.0: 9.3 26.9 8.2 63.4 41.5 80.9 76.6: 19.1 23.4
Other: 100.0: 1.9 4.5 8.2 79.5 78.6 89.6 91.3: 10.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 11 5 21 14 31 28:
Old : 38: 7 10 3 18 10 26 22:
Other: 28: 4 5 3 13 12 19 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 : 37.3 50.3 56.9 63.2 31.2 35.3 42.3 42.1
Old : 34.8 45.0 51.6 58.8 34.8 40.5 50.7 53.0
Other: 52.9 66.4 75.2 80.5 41.7 50.7 52.4 57.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 421,601: 60,968 38,520 141,050 176,427 176,215 378,444 355,785: 43,156 65,815
Old : 279,815: 45,384 36,501 82,046 120,369 124,371 247,799 242,919: 32,016 36,897
Other: 141,785: 34,051 20,487 40,536 56,058 51,844 130,645 112,867: 11,141 28,919
: : :
: : Changes in Commitments from: March 10, 2009 :
: 17,894: 7,693 -1,734 12,386 840 11,372 20,918 22,023: -3,024 -4,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.1 33.5 41.8 41.8 89.8 84.4: 10.2 15.6
Old : 100.0: 16.2 13.0 29.3 43.0 44.4 88.6 86.8: 11.4 13.2
Other: 100.0: 24.0 14.4 28.6 39.5 36.6 92.1 79.6: 7.9 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 86 107 148 108 113 292 292:
Old : 329: 84 108 129 96 103 260 272:
Other: 220: 64 46 66 76 81 170 168:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 17.7 28.9 28.7 11.0 10.1 17.7 14.2
Old : 19.3 19.7 31.6 30.7 15.0 13.7 24.6 19.8
Other: 21.7 23.0 37.3 34.4 17.8 15.6 24.6 21.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 10,769: 7,184 1,452 579 0 1,094 7,763 3,125: 3,006 7,644
Old : 5,826: 3,101 1,452 537 0 428 3,638 2,417: 2,188 3,409
Other: 4,943: 4,083 0 42 0 666 4,125 708: 818 4,235
: : :
: : Changes in Commitments from: March 10, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 13.5 5.4 0.0 10.2 72.1 29.0: 27.9 71.0
Old : 100.0: 53.2 24.9 9.2 0.0 7.3 62.4 41.5: 37.6 58.5
Other: 100.0: 82.6 0.0 0.8 0.0 13.5 83.5 14.3: 16.5 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 6 10 0 3 12 18:
Old : 20: 11 6 10 0 3 12 18:
Other: 12: 9 0 4 0 3 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 49.2 15.2 64.2 24.3 47.7 13.4 61.4 22.0
Old : 32.1 23.3 51.5 35.6 30.6 19.0 46.3 31.2
Other: 70.5 14.0 83.4 14.3 70.4 13.5 82.5 13.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 240,044: 20,489 44,194 55,788 139,133 114,740 215,410 214,722: 24,634 25,322
Old : 199,387: 23,953 43,690 35,183 120,909 97,459 180,045 176,332: 19,342 23,055
Other: 40,657: 4,455 8,423 12,686 18,224 17,281 35,365 38,390: 5,292 2,267
: : :
: : Changes in Commitments from: March 10, 2009 :
: 2,394: -859 6,342 -2,261 6,408 1,522 3,288 5,603: -894 -3,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 18.4 23.2 58.0 47.8 89.7 89.5: 10.3 10.5
Old : 100.0: 12.0 21.9 17.6 60.6 48.9 90.3 88.4: 9.7 11.6
Other: 100.0: 11.0 20.7 31.2 44.8 42.5 87.0 94.4: 13.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 42 60 62 63 61 147 159:
Old : 193: 48 64 54 61 56 141 149:
Other: 90: 13 29 24 38 25 69 62:
:----------------------------------------------------------------------------------------------------
: 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 21.4 27.1 32.5 12.5 16.7 20.5 23.8
Old : 18.1 24.5 29.4 36.0 15.8 20.1 25.1 28.0
Other: 31.9 45.6 47.0 62.3 20.0 32.3 28.3 41.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 799,745: 37,903 138,666 51,820 591,018 450,746 680,741 641,232: 119,004 158,513
Old : 799,745: 37,903 138,666 51,820 591,018 450,746 680,741 641,232: 119,004 158,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 10,360: -1,423 -2,614 6,930 -2,739 8,355 2,768 12,670: 7,592 -2,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 17.3 6.5 73.9 56.4 85.1 80.2: 14.9 19.8
Old : 100.0: 4.7 17.3 6.5 73.9 56.4 85.1 80.2: 14.9 19.8
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 : 151: 27 35 44 73 76 125 130:
Old : 151: 27 35 44 73 76 125 130:
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 : 32.5 23.9 42.7 30.8 30.7 23.7 38.9 30.4
Old : 32.5 23.9 42.7 30.8 30.7 23.7 38.9 30.4
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 17, 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 : 125,278: 23,302 8,621 23,010 54,501 72,155 100,813 103,787: 24,465 21,491
Old : 100,299: 22,719 9,050 15,549 41,279 56,314 79,547 80,913: 20,752 19,386
Other: 24,979: 3,231 2,220 4,813 13,222 15,841 21,266 22,874: 3,712 2,105
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,100: 1,596 -3,942 1,879 -3,910 4,268 -435 2,205: 1,534 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 6.9 18.4 43.5 57.6 80.5 82.8: 19.5 17.2
Old : 100.0: 22.7 9.0 15.5 41.2 56.1 79.3 80.7: 20.7 19.3
Other: 100.0: 12.9 8.9 19.3 52.9 63.4 85.1 91.6: 14.9 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 36 30 39 61 50 123 99:
Old : 142: 43 25 37 57 49 118 97:
Other: 75: 14 17 19 38 22 67 45:
:----------------------------------------------------------------------------------------------------
: 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 30.2 24.2 43.9 9.9 24.8 15.8 32.0
Old : 16.4 29.1 24.9 39.4 11.1 28.2 16.8 34.0
Other: 23.1 54.7 37.1 67.5 16.9 44.8 28.4 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 7,349: 1,339 1,448 500 4,327 3,023 6,165 4,970: 1,184 2,379
Old : 4,811: 663 1,455 153 2,950 1,546 3,766 3,154: 1,045 1,656
Other: 2,539: 779 96 244 1,377 1,476 2,399 1,816: 139 723
: : :
: : Changes in Commitments from: March 10, 2009 :
: 325: -56 136 15 392 -226 351 -76: -26 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.7 6.8 58.9 41.1 83.9 67.6: 16.1 32.4
Old : 100.0: 13.8 30.2 3.2 61.3 32.1 78.3 65.6: 21.7 34.4
Other: 100.0: 30.7 3.8 9.6 54.2 58.1 94.5 71.5: 5.5 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 12 5 23 14 36 29:
Old : 46: 9 12 4 23 9 34 23:
Other: 21: 6 2 3 4 11 10 16:
:----------------------------------------------------------------------------------------------------
: 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 : 39.3 35.1 53.5 45.1 39.0 34.1 52.2 40.8
Old : 29.5 41.7 44.2 49.9 29.1 41.5 43.7 49.6
Other: 82.5 34.9 93.7 56.9 80.2 32.7 81.1 50.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 490,191: 82,851 45,861 19,989 303,867 347,767 406,707 413,617: 83,485 76,574
Old : 490,191: 82,851 45,861 19,989 303,867 347,767 406,707 413,617: 83,485 76,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 20,216: 4,965 -8,351 2,617 8,618 12,610 16,199 6,875: 4,016 13,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.4 4.1 62.0 70.9 83.0 84.4: 17.0 15.6
Old : 100.0: 16.9 9.4 4.1 62.0 70.9 83.0 84.4: 17.0 15.6
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 : 138: 28 23 16 66 65 101 97:
Old : 138: 28 23 16 66 65 101 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 : 15.8 33.5 27.3 42.9 14.0 27.3 22.8 35.5
Old : 15.8 33.5 27.3 42.9 14.0 27.3 22.8 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 1,332,874: 75,331 149,870 169,887 856,493 769,943 1,101,711 1,089,701: 231,162 243,172
Old : 1,332,874: 75,331 149,870 169,887 856,493 769,943 1,101,711 1,089,701: 231,162 243,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 84,885: -1,413 13,131 24,463 45,888 49,451 68,938 87,045: 15,947 -2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 11.2 12.7 64.3 57.8 82.7 81.8: 17.3 18.2
Old : 100.0: 5.7 11.2 12.7 64.3 57.8 82.7 81.8: 17.3 18.2
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 : 212: 32 49 54 115 112 180 182:
Old : 212: 32 49 54 115 112 180 182:
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 : 18.8 15.8 28.1 21.5 18.0 12.3 25.6 16.6
Old : 18.8 15.8 28.1 21.5 18.0 12.3 25.6 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 922,181: 97,524 78,029 25,667 634,448 655,772 757,639 759,467: 164,542 162,713
Old : 922,181: 97,524 78,029 25,667 634,448 655,772 757,639 759,467: 164,542 162,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -55,890: -18,952 -2,785 5,113 -30,054 -51,823 -43,893 -49,495: -11,997 -6,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.5 2.8 68.8 71.1 82.2 82.4: 17.8 17.6
Old : 100.0: 10.6 8.5 2.8 68.8 71.1 82.2 82.4: 17.8 17.6
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 : 129: 14 36 26 67 62 99 106:
Old : 129: 14 36 26 67 62 99 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 34.3 41.4 43.2 13.8 22.3 23.0 28.4
Old : 28.7 34.3 41.4 43.2 13.8 22.3 23.0 28.4
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 17, 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 : 492,120: 149,563 18,041 130,839 176,385 313,735 456,787 462,615: 35,334 29,506
Old : 492,120: 149,563 18,041 130,839 176,385 313,735 456,787 462,615: 35,334 29,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 30,126: 6,600 5,190 6,278 17,019 17,792 29,897 29,260: 229 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 3.7 26.6 35.8 63.8 92.8 94.0: 7.2 6.0
Old : 100.0: 30.4 3.7 26.6 35.8 63.8 92.8 94.0: 7.2 6.0
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 : 78: 25 14 32 33 29 71 65:
Old : 78: 25 14 32 33 29 71 65:
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 : 30.0 37.7 44.0 53.8 22.9 35.6 31.9 41.0
Old : 30.0 37.7 44.0 53.8 22.9 35.6 31.9 41.0
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 17, 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 : 27,589: 6,073 4,887 1,366 15,332 15,967 22,772 22,221: 4,818 5,368
Old : 27,589: 6,073 4,887 1,366 15,332 15,967 22,772 22,221: 4,818 5,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 344: 219 -877 73 -103 318 189 -486: 156 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 17.7 5.0 55.6 57.9 82.5 80.5: 17.5 19.5
Old : 100.0: 22.0 17.7 5.0 55.6 57.9 82.5 80.5: 17.5 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 9 9 14 8 29 21:
Old : 37: 10 9 9 14 8 29 21:
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 : 45.3 54.7 65.7 67.7 43.9 54.4 62.3 65.8
Old : 45.3 54.7 65.7 67.7 43.9 54.4 62.3 65.8
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 17, 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 : 95,591: 24,430 21,760 3,476 53,293 50,206 81,199 75,442: 14,391 20,149
Old : 95,591: 24,430 21,760 3,476 53,293 50,206 81,199 75,442: 14,391 20,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 14,248: 1,579 5,096 1,527 15,395 2,914 18,501 9,537: -4,253 4,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 22.8 3.6 55.8 52.5 84.9 78.9: 15.1 21.1
Old : 100.0: 25.6 22.8 3.6 55.8 52.5 84.9 78.9: 15.1 21.1
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 : 102: 27 29 21 32 34 73 71:
Old : 102: 27 29 21 32 34 73 71:
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 : 33.4 28.5 45.1 42.9 31.7 21.9 41.3 33.1
Old : 33.4 28.5 45.1 42.9 31.7 21.9 41.3 33.1
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 17, 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 : 16,458: 5,604 2,199 81 10,683 13,995 16,368 16,275: 90 183
Old : 16,458: 5,604 2,199 81 10,683 13,995 16,368 16,275: 90 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -14,196: -4,883 -2,202 -351 -7,813 -10,438 -13,047 -12,991: -1,149 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 13.4 0.5 64.9 85.0 99.5 98.9: 0.5 1.1
Old : 100.0: 34.1 13.4 0.5 64.9 85.0 99.5 98.9: 0.5 1.1
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 : 39: 11 10 1 10 10 22 20:
Old : 39: 11 10 1 10 10 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 : 65.1 78.2 84.9 92.1 60.4 65.9 76.9 79.8
Old : 65.1 78.2 84.9 92.1 60.4 65.9 76.9 79.8
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 17, 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 : 18,981: 10,558 937 162 8,138 17,728 18,858 18,827: 123 154
Old : 18,981: 10,558 937 162 8,138 17,728 18,858 18,827: 123 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -16,815: 563 -517 -2,228 -14,496 -13,363 -16,161 -16,108: -654 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 4.9 0.9 42.9 93.4 99.4 99.2: 0.6 0.8
Old : 100.0: 55.6 4.9 0.9 42.9 93.4 99.4 99.2: 0.6 0.8
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 : 29: 9 7 2 9 6 19 14:
Old : 29: 9 7 2 9 6 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 : 57.7 90.5 84.5 96.9 54.4 78.1 76.8 83.9
Old : 57.7 90.5 84.5 96.9 54.4 78.1 76.8 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2009