WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 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 : 283,752: 58,975 69,066 49,514 149,108 116,872 257,597 235,452: 26,155 48,300
Old : 162,288: 42,731 61,670 18,334 83,804 53,026 144,869 133,030: 17,419 29,258
Other: 121,464: 35,322 26,474 12,102 65,304 63,846 112,728 102,422: 8,736 19,042
: : :
: : Changes in Commitments from: January 27, 2009 :
: 4,879: -611 -2,986 4,597 1,192 1,752 5,178 3,363: -299 1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.3 17.4 52.5 41.2 90.8 83.0: 9.2 17.0
Old : 100.0: 26.3 38.0 11.3 51.6 32.7 89.3 82.0: 10.7 18.0
Other: 100.0: 29.1 21.8 10.0 53.8 52.6 92.8 84.3: 7.2 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 56 121 125 67 83 228 260:
Old : 277: 63 109 74 50 64 171 207:
Other: 210: 46 70 51 49 73 129 172:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 12.2 36.9 19.9 20.6 9.9 33.0 16.0
Old : 26.7 13.9 40.3 23.1 26.7 12.8 40.3 21.2
Other: 44.1 15.1 55.2 24.8 43.6 14.1 51.3 21.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 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 : 817,268: 154,888 139,092 138,227 407,816 355,710 700,931 633,029: 116,337 184,239
Old : 611,272: 111,584 141,860 96,824 305,215 244,087 513,623 482,771: 97,649 128,501
Other: 205,996: 77,311 31,239 7,396 102,601 111,623 187,308 150,258: 18,688 55,738
: : :
: : Changes in Commitments from: January 27, 2009 :
: 18,915: -1,748 21,250 3,003 8,573 -12,777 9,828 11,476: 9,087 7,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.0 16.9 49.9 43.5 85.8 77.5: 14.2 22.5
Old : 100.0: 18.3 23.2 15.8 49.9 39.9 84.0 79.0: 16.0 21.0
Other: 100.0: 37.5 15.2 3.6 49.8 54.2 90.9 72.9: 9.1 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 551: 108 148 161 190 222 408 455:
Old : 536: 113 145 140 186 210 389 424:
Other: 364: 69 70 33 70 183 154 279:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 12.9 22.4 20.0 13.1 11.7 21.1 18.0
Old : 12.9 13.5 21.5 21.9 12.9 12.2 21.1 18.5
Other: 33.0 15.8 49.4 24.8 32.8 15.0 49.1 23.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 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 : 17,654: 1,141 2,391 493 13,975 12,483 15,609 15,367: 2,045 2,287
Old : 10,602: 1,109 2,425 328 7,582 6,180 9,019 8,933: 1,583 1,669
Other: 7,052: 197 131 0 6,393 6,303 6,590 6,434: 462 618
: : :
: : Changes in Commitments from: January 27, 2009 :
: 952: -59 341 175 786 333 902 849: 50 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 13.5 2.8 79.2 70.7 88.4 87.0: 11.6 13.0
Old : 100.0: 10.5 22.9 3.1 71.5 58.3 85.1 84.3: 14.9 15.7
Other: 100.0: 2.8 1.9 0.0 90.7 89.4 93.4 91.2: 6.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 8 13 5 22 14 33 30:
Old : 45: 9 13 4 20 11 30 27:
Other: 24: 4 2 0 11 11 15 13:
:----------------------------------------------------------------------------------------------------
: 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 : 46.9 58.6 62.6 67.8 36.7 40.2 46.9 49.5
Old : 37.7 48.0 54.2 61.9 36.7 37.7 49.4 51.0
Other: 71.5 75.9 87.4 88.1 50.2 51.8 59.6 56.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 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 : 324,725: 70,869 33,879 62,828 150,208 162,308 283,905 259,015: 40,820 65,710
Old : 255,211: 52,833 38,168 40,349 127,584 130,852 220,766 209,369: 34,445 45,842
Other: 69,514: 32,158 9,833 8,357 22,624 31,456 63,139 49,646: 6,375 19,868
: : :
: : Changes in Commitments from: January 27, 2009 :
: 2,242: 265 3,678 1,804 -2,275 -9,154 -206 -3,672: 2,448 5,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.4 19.3 46.3 50.0 87.4 79.8: 12.6 20.2
Old : 100.0: 20.7 15.0 15.8 50.0 51.3 86.5 82.0: 13.5 18.0
Other: 100.0: 46.3 14.1 12.0 32.5 45.3 90.8 71.4: 9.2 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 90 87 115 89 108 254 267:
Old : 314: 84 95 97 83 93 227 242:
Other: 182: 52 39 27 44 69 107 130:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 19.4 26.3 29.5 14.2 16.2 21.9 23.0
Old : 19.5 19.8 30.7 28.7 17.6 16.8 27.7 23.3
Other: 31.6 28.0 44.2 39.3 31.6 26.9 43.1 36.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, February 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 12,830: 8,904 1,772 923 0 1,195 9,827 3,890: 3,003 8,940
Old : 8,716: 5,368 1,832 852 0 575 6,220 3,259: 2,496 5,457
Other: 4,114: 3,596 0 11 0 620 3,607 631: 507 3,483
: : :
: : Changes in Commitments from: January 27, 2009 :
: 201: -113 421 -62 0 -110 -175 249: 376 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 13.8 7.2 0.0 9.3 76.6 30.3: 23.4 69.7
Old : 100.0: 61.6 21.0 9.8 0.0 6.6 71.4 37.4: 28.6 62.6
Other: 100.0: 87.4 0.0 0.3 0.0 15.1 87.7 15.3: 12.3 84.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 14 8 10 0 3 16 19:
Old : 25: 14 8 9 0 3 15 19:
Other: 14: 11 0 3 0 3 11 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 14.6 64.7 22.2 46.9 12.7 60.1 19.2
Old : 38.7 18.5 58.0 28.5 37.9 15.2 51.8 24.1
Other: 68.7 15.2 86.0 15.3 68.5 15.1 85.7 15.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 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 : 214,412: 28,678 28,013 42,682 121,204 119,412 192,564 190,107: 21,848 24,305
Old : 186,578: 33,329 30,786 25,359 108,943 107,228 167,631 163,373: 18,947 23,205
Other: 27,834: 4,909 6,787 7,763 12,261 12,184 24,933 26,734: 2,901 1,100
: : :
: : Changes in Commitments from: January 27, 2009 :
: 6,738: 4,021 2,432 3,569 -383 -4,282 7,207 1,719: -469 5,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.1 19.9 56.5 55.7 89.8 88.7: 10.2 11.3
Old : 100.0: 17.9 16.5 13.6 58.4 57.5 89.8 87.6: 10.2 12.4
Other: 100.0: 17.6 24.4 27.9 44.1 43.8 89.6 96.0: 10.4 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 39 38 62 64 58 152 145:
Old : 193: 47 43 58 61 56 147 141:
Other: 74: 17 17 11 30 17 53 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 25.3 30.5 37.6 15.4 23.6 25.2 32.8
Old : 19.3 28.2 31.4 39.5 18.1 26.9 29.9 37.0
Other: 47.6 60.1 67.5 76.3 33.8 39.6 45.9 52.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 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 : 717,270: 38,974 127,723 7,539 567,192 435,121 613,705 570,383: 103,565 146,887
Old : 717,270: 38,974 127,723 7,539 567,192 435,121 613,705 570,383: 103,565 146,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -316: -3,709 7,412 1,428 6,160 -9,594 3,879 -754: -4,195 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 17.8 1.1 79.1 60.7 85.6 79.5: 14.4 20.5
Old : 100.0: 5.4 17.8 1.1 79.1 60.7 85.6 79.5: 14.4 20.5
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 : 146: 17 38 14 61 71 89 112:
Old : 146: 17 38 14 61 71 89 112:
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 : 35.2 26.7 47.4 34.2 33.1 25.8 44.0 33.3
Old : 35.2 26.7 47.4 34.2 33.1 25.8 44.0 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 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 : 128,534: 23,559 10,242 14,711 63,324 83,001 101,594 107,954: 26,940 20,580
Old : 112,104: 21,810 11,425 11,131 54,963 70,335 87,904 92,891: 24,200 19,213
Other: 16,430: 3,589 657 1,740 8,361 12,666 13,690 15,063: 2,740 1,367
: : :
: : Changes in Commitments from: January 27, 2009 :
: 5,213: -1,213 -1,368 2,245 3,233 1,738 4,265 2,615: 948 2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 8.0 11.4 49.3 64.6 79.0 84.0: 21.0 16.0
Old : 100.0: 19.5 10.2 9.9 49.0 62.7 78.4 82.9: 21.6 17.1
Other: 100.0: 21.8 4.0 10.6 50.9 77.1 83.3 91.7: 16.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 34 24 33 60 53 119 95:
Old : 142: 35 30 31 55 52 112 94:
Other: 62: 17 8 10 30 15 50 31:
:----------------------------------------------------------------------------------------------------
: 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 34.4 28.2 49.1 10.8 31.0 18.8 38.5
Old : 19.7 34.6 30.1 47.4 16.8 31.9 25.7 39.9
Other: 23.9 69.9 39.2 79.4 23.9 66.8 38.5 73.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 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 : 7,751: 1,198 1,422 633 4,659 3,675 6,490 5,730: 1,261 2,021
Old : 6,528: 1,219 1,417 513 3,613 2,804 5,345 4,734: 1,183 1,794
Other: 1,223: 10 36 89 1,046 871 1,145 996: 78 227
: : :
: : Changes in Commitments from: January 27, 2009 :
: 984: -124 472 420 651 171 947 1,063: 37 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 18.3 8.2 60.1 47.4 83.7 73.9: 16.3 26.1
Old : 100.0: 18.7 21.7 7.9 55.3 43.0 81.9 72.5: 18.1 27.5
Other: 100.0: 0.8 2.9 7.3 85.5 71.2 93.6 81.4: 6.4 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 11 6 18 13 28 28:
Old : 43: 8 11 6 18 12 28 27:
Other: 15: 1 4 3 3 8 7 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 37.2 52.1 50.9 36.2 36.1 50.0 46.5
Old : 32.0 39.8 49.9 51.8 32.0 36.8 48.3 47.0
Other: 91.2 48.3 93.6 77.5 79.1 47.3 79.1 64.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 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 : 476,250: 67,561 58,577 3,083 319,253 340,253 389,897 401,913: 86,353 74,337
Old : 476,250: 67,561 58,577 3,083 319,253 340,253 389,897 401,913: 86,353 74,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -12,909: -5,714 -6,663 -405 -8,673 -9,036 -14,792 -16,104: 1,883 3,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 12.3 0.6 67.0 71.4 81.9 84.4: 18.1 15.6
Old : 100.0: 14.2 12.3 0.6 67.0 71.4 81.9 84.4: 18.1 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 : 154: 25 29 7 73 70 103 101:
Old : 154: 25 29 7 73 70 103 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 31.6 27.7 42.3 16.5 24.4 23.9 33.6
Old : 18.6 31.6 27.7 42.3 16.5 24.4 23.9 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, February 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 : 1,068,229: 131,725 133,547 7,490 743,352 664,770 882,567 805,807: 185,662 262,422
Old : 1,068,229: 131,725 133,547 7,490 743,352 664,770 882,567 805,807: 185,662 262,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 36,786: -3,960 22,715 -437 47,263 11,426 42,866 33,704: -6,080 3,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.5 0.7 69.6 62.2 82.6 75.4: 17.4 24.6
Old : 100.0: 12.3 12.5 0.7 69.6 62.2 82.6 75.4: 17.4 24.6
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 : 199: 42 33 33 86 97 141 150:
Old : 199: 42 33 33 86 97 141 150:
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 : 25.2 17.4 36.9 24.8 23.9 12.6 34.2 19.3
Old : 25.2 17.4 36.9 24.8 23.9 12.6 34.2 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, February 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 : 953,764: 95,070 113,563 4,165 680,275 612,674 779,510 730,402: 174,254 223,362
Old : 953,764: 95,070 113,563 4,165 680,275 612,674 779,510 730,402: 174,254 223,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 23,002: 11,407 -25,638 894 10,045 -1,472 22,346 -26,216: 656 49,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.9 0.4 71.3 64.2 81.7 76.6: 18.3 23.4
Old : 100.0: 10.0 11.9 0.4 71.3 64.2 81.7 76.6: 18.3 23.4
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 : 135: 26 25 12 67 56 101 85:
Old : 135: 26 25 12 67 56 101 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 43.2 41.9 49.9 20.0 30.1 28.7 35.5
Old : 29.7 43.2 41.9 49.9 20.0 30.1 28.7 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, February 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 : 344,278: 153,605 18,823 38,128 123,161 258,621 314,894 315,572: 29,384 28,706
Old : 344,278: 153,605 18,823 38,128 123,161 258,621 314,894 315,572: 29,384 28,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -56,732: -45,090 -7,547 3,816 -12,117 -50,410 -53,391 -54,141: -3,341 -2,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 5.5 11.1 35.8 75.1 91.5 91.7: 8.5 8.3
Old : 100.0: 44.6 5.5 11.1 35.8 75.1 91.5 91.7: 8.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 24 9 21 30 25 65 48:
Old : 73: 24 9 21 30 25 65 48:
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 : 30.1 47.1 44.3 64.5 24.4 42.5 37.3 58.1
Old : 30.1 47.1 44.3 64.5 24.4 42.5 37.3 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, February 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 : 18,646: 4,516 4,275 0 10,275 11,106 14,791 15,381: 3,855 3,265
Old : 18,646: 4,516 4,275 0 10,275 11,106 14,791 15,381: 3,855 3,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 1,746: 89 133 0 720 1,392 809 1,525: 937 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 22.9 0.0 55.1 59.6 79.3 82.5: 20.7 17.5
Old : 100.0: 24.2 22.9 0.0 55.1 59.6 79.3 82.5: 20.7 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 : 29: 4 8 0 11 6 15 14:
Old : 29: 4 8 0 11 6 15 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 : 54.6 58.4 68.8 73.6 54.6 58.4 68.8 73.6
Old : 54.6 58.4 68.8 73.6 54.6 58.4 68.8 73.6
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 - Futures Only, February 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 : 77,440: 24,255 17,678 409 38,520 44,057 63,184 62,144: 14,256 15,296
Old : 77,440: 24,255 17,678 409 38,520 44,057 63,184 62,144: 14,256 15,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 7,058: 1,834 2,830 101 5,167 5,623 7,102 8,554: -44 -1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 22.8 0.5 49.7 56.9 81.6 80.2: 18.4 19.8
Old : 100.0: 31.3 22.8 0.5 49.7 56.9 81.6 80.2: 18.4 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 : 91: 27 22 4 24 24 53 48:
Old : 91: 27 22 4 24 24 53 48:
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 : 33.9 29.8 45.6 46.9 33.8 29.4 44.9 45.9
Old : 33.9 29.8 45.6 46.9 33.8 29.4 44.9 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, February 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 : 29,808: 9,535 5,405 157 19,520 24,036 29,212 29,598: 596 210
Old : 29,808: 9,535 5,405 157 19,520 24,036 29,212 29,598: 596 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 8,090: -654 -169 -201 8,528 8,424 7,673 8,054: 417 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 18.1 0.5 65.5 80.6 98.0 99.3: 2.0 0.7
Old : 100.0: 32.0 18.1 0.5 65.5 80.6 98.0 99.3: 2.0 0.7
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 : 39: 9 12 3 9 13 20 26:
Old : 39: 9 12 3 9 13 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.6 82.1 93.2 92.6 86.2 81.1 92.9 91.7
Old : 86.6 82.1 93.2 92.6 86.2 81.1 92.9 91.7
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 - Futures Only, February 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 : 36,922: 10,748 1,157 1,641 23,388 33,802 35,777 36,600: 1,145 322
Old : 36,922: 10,748 1,157 1,641 23,388 33,802 35,777 36,600: 1,145 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -640: -1,855 124 0 807 -1,018 -1,048 -894: 408 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 3.1 4.4 63.3 91.5 96.9 99.1: 3.1 0.9
Old : 100.0: 29.1 3.1 4.4 63.3 91.5 96.9 99.1: 3.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 7 2 12 6 23 15:
Old : 32: 11 7 2 12 6 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 87.9 82.0 97.6 58.6 80.9 73.6 85.0
Old : 63.6 87.9 82.0 97.6 58.6 80.9 73.6 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2009