WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 393,948: 84,012 70,345 103,888 173,987 172,410 361,887 346,643: 32,061 47,305
Old : 380,064: 82,578 71,053 100,849 165,805 164,305 349,233 336,208: 30,832 43,856
Other: 13,884: 3,686 1,545 786 8,182 8,105 12,654 10,436: 1,229 3,448
: : :
: : Changes in Commitments from: May 5, 2009 :
: 18,688: 7,147 -2,854 7,606 2,987 13,476 17,740 18,229: 948 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 17.9 26.4 44.2 43.8 91.9 88.0: 8.1 12.0
Old : 100.0: 21.7 18.7 26.5 43.6 43.2 91.9 88.5: 8.1 11.5
Other: 100.0: 26.5 11.1 5.7 58.9 58.4 91.1 75.2: 8.9 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 100 136 142 79 102 281 299:
Old : 365: 103 136 139 79 101 279 297:
Other: 94: 21 16 16 22 46 49 74:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 15.2 29.5 22.5 16.3 14.0 26.9 19.8
Old : 18.4 15.5 29.8 23.1 17.0 14.2 28.0 20.3
Other: 44.8 27.6 61.4 39.0 32.3 12.9 46.7 23.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 1,264,514: 222,325 85,052 375,401 531,007 570,966 1,128,733 1,031,418: 135,781 233,096
Old : 686,970: 134,907 111,596 175,966 294,330 298,511 605,203 586,073: 81,767 100,897
Other: 577,544: 144,965 31,002 141,888 236,678 272,456 523,530 445,345: 54,013 132,199
: : :
: : Changes in Commitments from: May 5, 2009 :
: 89,436: 35,886 -20,680 16,081 19,659 70,165 71,626 65,565: 17,810 23,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.7 29.7 42.0 45.2 89.3 81.6: 10.7 18.4
Old : 100.0: 19.6 16.2 25.6 42.8 43.5 88.1 85.3: 11.9 14.7
Other: 100.0: 25.1 5.4 24.6 41.0 47.2 90.6 77.1: 9.4 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 176 117 206 230 276 511 517:
Old : 594: 156 135 156 206 254 448 463:
Other: 508: 130 98 138 142 241 337 417:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 12.3 20.8 19.2 10.0 8.6 15.8 12.6
Old : 13.8 13.2 22.8 20.7 13.0 9.9 20.7 15.6
Other: 19.2 11.2 29.0 19.4 17.0 8.3 23.4 12.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,920: 2,086 1,405 1,222 8,860 10,063 12,169 12,690: 2,751 2,230
Old : 14,920: 2,086 1,405 1,222 8,860 10,063 12,169 12,690: 2,751 2,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 69: 647 -1,028 129 -1,059 826 -282 -73: 352 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.4 8.2 59.4 67.4 81.6 85.1: 18.4 14.9
Old : 100.0: 14.0 9.4 8.2 59.4 67.4 81.6 85.1: 18.4 14.9
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 : 46: 10 14 6 17 12 31 28:
Old : 46: 10 14 6 17 12 31 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 : 32.2 55.0 50.3 68.4 27.1 39.8 39.8 49.5
Old : 32.2 55.0 50.3 68.4 27.1 39.8 39.8 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 568,273: 128,321 16,183 176,496 200,014 287,875 504,831 480,555: 63,442 87,719
Old : 313,020: 80,742 25,596 85,033 109,763 166,220 275,538 276,848: 37,482 36,172
Other: 255,253: 70,826 13,834 68,217 90,250 121,656 229,293 203,707: 25,960 51,547
: : :
: : Changes in Commitments from: May 5, 2009 :
: 19,405: 3,871 -3,087 7,443 2,429 10,165 13,743 14,521: 5,662 4,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.8 31.1 35.2 50.7 88.8 84.6: 11.2 15.4
Old : 100.0: 25.8 8.2 27.2 35.1 53.1 88.0 88.4: 12.0 11.6
Other: 100.0: 27.7 5.4 26.7 35.4 47.7 89.8 79.8: 10.2 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 165 81 165 118 151 355 335:
Old : 391: 143 88 126 90 135 291 292:
Other: 325: 103 71 93 97 129 248 248:
:----------------------------------------------------------------------------------------------------
: 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 22.2 24.8 33.0 10.3 16.3 16.2 21.4
Old : 18.3 26.6 28.8 36.7 15.3 21.2 23.6 28.9
Other: 15.8 23.0 27.6 35.2 12.1 18.8 19.1 22.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,171: 14,927 1,861 637 0 1,379 15,564 3,877: 3,607 15,294
Old : 6,338: 3,486 1,780 358 0 137 3,844 2,275: 2,494 4,063
Other: 12,833: 11,664 304 56 0 1,242 11,720 1,602: 1,113 11,231
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,042: 1,140 750 254 0 -96 1,394 908: 648 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 9.7 3.3 0.0 7.2 81.2 20.2: 18.8 79.8
Old : 100.0: 55.0 28.1 5.6 0.0 2.2 60.7 35.9: 39.3 64.1
Other: 100.0: 90.9 2.4 0.4 0.0 9.7 91.3 12.5: 8.7 87.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 16 7 11 0 4 18 20:
Old : 26: 14 8 5 0 4 15 16:
Other: 22: 14 4 8 0 4 15 15:
:----------------------------------------------------------------------------------------------------
: 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 : 52.1 8.2 67.9 14.5 49.6 8.2 65.4 13.8
Old : 38.8 18.5 56.4 30.8 34.2 17.5 51.4 28.1
Other: 62.4 10.1 80.1 12.2 62.1 10.1 79.9 12.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 252,243: 45,132 24,510 62,610 110,124 146,785 217,866 233,904: 34,377 18,339
Old : 195,605: 44,003 24,853 37,733 87,663 117,119 169,399 179,705: 26,206 15,900
Other: 56,638: 10,673 9,201 15,333 22,461 29,665 48,467 54,199: 8,171 2,438
: : :
: : Changes in Commitments from: May 5, 2009 :
: 7,928: 8,584 -516 243 -1,576 9,066 7,250 8,793: 678 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 9.7 24.8 43.7 58.2 86.4 92.7: 13.6 7.3
Old : 100.0: 22.5 12.7 19.3 44.8 59.9 86.6 91.9: 13.4 8.1
Other: 100.0: 18.8 16.2 27.1 39.7 52.4 85.6 95.7: 14.4 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 63 35 64 69 61 176 135:
Old : 189: 70 37 52 64 52 161 119:
Other: 117: 30 28 33 44 39 93 83:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 31.3 25.3 42.0 10.1 26.4 16.8 33.6
Old : 15.1 35.3 25.1 44.1 11.9 30.7 19.8 38.5
Other: 22.6 30.3 35.0 50.0 14.2 25.3 22.8 38.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 790,878: 39,378 135,270 48,284 580,342 449,594 668,005 633,148: 122,873 157,730
Old : 790,878: 39,378 135,270 48,284 580,342 449,594 668,005 633,148: 122,873 157,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 43,432: -1,370 24,194 12,509 32,066 6,050 43,205 42,753: 228 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 17.1 6.1 73.4 56.8 84.5 80.1: 15.5 19.9
Old : 100.0: 5.0 17.1 6.1 73.4 56.8 84.5 80.1: 15.5 19.9
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 : 151: 23 40 40 75 73 125 126:
Old : 151: 23 40 40 75 73 125 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 27.8 37.6 34.4 26.3 27.6 34.0 33.5
Old : 27.6 27.8 37.6 34.4 26.3 27.6 34.0 33.5
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, May 12, 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 : 173,458: 47,699 5,983 30,029 63,952 120,664 141,680 156,676: 31,778 16,782
Old : 118,687: 48,286 4,678 13,088 33,048 87,763 94,422 105,528: 24,265 13,158
Other: 54,771: 5,569 7,462 10,785 30,904 32,901 47,257 51,147: 7,514 3,624
: : :
: : Changes in Commitments from: May 5, 2009 :
: 10,389: -1,306 1,266 3,412 7,390 6,170 9,496 10,848: 893 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 3.4 17.3 36.9 69.6 81.7 90.3: 18.3 9.7
Old : 100.0: 40.7 3.9 11.0 27.8 73.9 79.6 88.9: 20.4 11.1
Other: 100.0: 10.2 13.6 19.7 56.4 60.1 86.3 93.4: 13.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 60 21 44 66 57 150 107:
Old : 161: 60 25 32 62 50 139 92:
Other: 103: 22 22 31 45 36 89 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 40.2 21.6 53.3 8.2 33.3 14.9 41.2
Old : 12.2 42.5 20.3 55.7 11.1 38.3 18.3 51.3
Other: 24.3 45.0 37.5 59.7 15.8 33.5 23.4 44.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 8,302: 2,161 1,091 721 4,163 4,458 7,045 6,270: 1,257 2,032
Old : 3,963: 930 1,200 75 2,087 1,627 3,092 2,902: 871 1,061
Other: 4,339: 1,459 120 418 2,076 2,830 3,953 3,368: 386 971
: : :
: : Changes in Commitments from: May 5, 2009 :
: -211: -358 30 -30 100 -585 -288 -585: 77 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.1 8.7 50.1 53.7 84.9 75.5: 15.1 24.5
Old : 100.0: 23.5 30.3 1.9 52.7 41.1 78.0 73.2: 22.0 26.8
Other: 100.0: 33.6 2.8 9.6 47.8 65.2 91.1 77.6: 8.9 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 11 7 19 16 36 30:
Old : 44: 12 10 4 18 12 32 24:
Other: 28: 5 5 5 9 14 18 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 25.5 48.2 46.1 29.3 23.7 43.7 40.0
Old : 33.4 36.8 49.7 53.2 33.4 36.2 49.6 52.5
Other: 52.4 40.0 77.8 56.8 50.6 28.3 65.7 44.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 523,771: 98,926 58,136 19,868 305,644 354,315 424,438 432,319: 99,333 91,452
Old : 523,771: 98,926 58,136 19,868 305,644 354,315 424,438 432,319: 99,333 91,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 33,246: 19,472 9,946 3,497 11,820 23,644 34,788 37,087: -1,541 -3,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 11.1 3.8 58.4 67.6 81.0 82.5: 19.0 17.5
Old : 100.0: 18.9 11.1 3.8 58.4 67.6 81.0 82.5: 19.0 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 26 27 18 64 70 100 105:
Old : 143: 26 27 18 64 70 100 105:
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 : 18.3 23.7 29.8 35.5 15.4 19.7 24.1 29.8
Old : 18.3 23.7 29.8 35.5 15.4 19.7 24.1 29.8
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, May 12, 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 : 1,469,845: 78,086 156,915 157,607 1,001,326 860,101 1,237,019 1,174,623: 232,826 295,223
Old : 1,469,845: 78,086 156,915 157,607 1,001,326 860,101 1,237,019 1,174,623: 232,826 295,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 114,083: 21,440 -8,269 19,719 68,005 91,221 109,164 102,671: 4,919 11,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 10.7 10.7 68.1 58.5 84.2 79.9: 15.8 20.1
Old : 100.0: 5.3 10.7 10.7 68.1 58.5 84.2 79.9: 15.8 20.1
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 : 228: 39 46 57 126 123 191 200:
Old : 228: 39 46 57 126 123 191 200:
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 : 20.9 19.0 30.8 24.6 19.3 13.1 25.1 17.1
Old : 20.9 19.0 30.8 24.6 19.3 13.1 25.1 17.1
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, May 12, 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 : 900,440: 111,386 80,328 42,087 579,347 591,757 732,820 714,172: 167,619 186,267
Old : 900,440: 111,386 80,328 42,087 579,347 591,757 732,820 714,172: 167,619 186,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 23,177: 1,502 9,121 12,024 8,663 2,229 22,189 23,373: 988 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.9 4.7 64.3 65.7 81.4 79.3: 18.6 20.7
Old : 100.0: 12.4 8.9 4.7 64.3 65.7 81.4 79.3: 18.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 21 29 26 67 72 101 114:
Old : 141: 21 29 26 67 72 101 114:
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 23.4 40.6 32.3 16.5 11.9 24.3 19.0
Old : 30.2 23.4 40.6 32.3 16.5 11.9 24.3 19.0
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, May 12, 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 : 513,380: 162,408 22,910 104,775 203,982 355,505 471,166 483,190: 42,215 30,190
Old : 513,380: 162,408 22,910 104,775 203,982 355,505 471,166 483,190: 42,215 30,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 28,137: 1,946 6,137 7,611 20,209 15,044 29,767 28,792: -1,630 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 4.5 20.4 39.7 69.2 91.8 94.1: 8.2 5.9
Old : 100.0: 31.6 4.5 20.4 39.7 69.2 91.8 94.1: 8.2 5.9
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 : 82: 26 16 31 34 34 73 68:
Old : 82: 26 16 31 34 34 73 68:
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 37.6 42.9 53.9 20.5 34.0 31.9 42.5
Old : 27.3 37.6 42.9 53.9 20.5 34.0 31.9 42.5
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, May 12, 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 : 14,294: 3,983 2,544 24 5,164 7,973 9,171 10,541: 5,124 3,753
Old : 14,294: 3,983 2,544 24 5,164 7,973 9,171 10,541: 5,124 3,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 635: 502 869 -74 59 175 487 970: 148 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.8 0.2 36.1 55.8 64.2 73.7: 35.8 26.3
Old : 100.0: 27.9 17.8 0.2 36.1 55.8 64.2 73.7: 35.8 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 7 3 8 7 18 14:
Old : 27: 7 7 3 8 7 18 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 : 40.6 51.6 53.6 64.6 39.8 51.6 52.7 64.6
Old : 40.6 51.6 53.6 64.6 39.8 51.6 52.7 64.6
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, May 12, 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 : 58,665: 19,123 13,053 859 25,564 29,529 45,546 43,442: 13,119 15,223
Old : 58,665: 19,123 13,053 859 25,564 29,529 45,546 43,442: 13,119 15,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 296: 2,785 -3,047 296 -5,070 2,449 -1,988 -302: 2,285 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 22.3 1.5 43.6 50.3 77.6 74.1: 22.4 25.9
Old : 100.0: 32.6 22.3 1.5 43.6 50.3 77.6 74.1: 22.4 25.9
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 : 97: 30 25 13 29 29 66 60:
Old : 97: 30 25 13 29 29 66 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 24.0 36.8 39.3 20.8 22.2 29.9 30.4
Old : 23.4 24.0 36.8 39.3 20.8 22.2 29.9 30.4
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 19,926: 2,167 4,430 79 17,598 15,125 19,844 19,634: 82 292
Old : 19,926: 2,167 4,430 79 17,598 15,125 19,844 19,634: 82 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,133: -507 1,786 2 2,652 282 2,147 2,070: -14 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 22.2 0.4 88.3 75.9 99.6 98.5: 0.4 1.5
Old : 100.0: 10.9 22.2 0.4 88.3 75.9 99.6 98.5: 0.4 1.5
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 : 38: 8 11 1 11 12 20 23:
Old : 38: 8 11 1 11 12 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 79.1 91.7 88.8 73.7 69.0 84.5 78.7
Old : 78.2 79.1 91.7 88.8 73.7 69.0 84.5 78.7
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, May 12, 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 : 34,421: 3,907 166 49 30,248 34,067 34,204 34,282: 217 139
Old : 34,421: 3,907 166 49 30,248 34,067 34,204 34,282: 217 139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -1,123: 1,168 -190 0 -2,414 -1,008 -1,246 -1,198: 123 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.5 0.1 87.9 99.0 99.4 99.6: 0.6 0.4
Old : 100.0: 11.4 0.5 0.1 87.9 99.0 99.4 99.6: 0.6 0.4
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 : 27: 8 4 1 10 8 18 13:
Old : 27: 8 4 1 10 8 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 89.2 92.6 99.0 76.0 89.2 90.3 96.2
Old : 78.1 89.2 92.6 99.0 76.0 89.2 90.3 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2009