WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 24, 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 : 291,739: 60,294 72,034 55,389 149,035 115,689 264,718 243,112: 27,021 48,627
Old : 140,791: 43,176 58,865 9,948 74,405 48,178 127,529 116,991: 13,262 23,800
Other: 150,948: 45,320 41,371 17,239 74,630 67,511 137,189 126,121: 13,759 24,827
: : :
: : Changes in Commitments from: February 17, 2009 :
: -20,640: -152 -5,667 -19,529 -658 3,986 -20,339 -21,210: -301 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 24.7 19.0 51.1 39.7 90.7 83.3: 9.3 16.7
Old : 100.0: 30.7 41.8 7.1 52.8 34.2 90.6 83.1: 9.4 16.9
Other: 100.0: 30.0 27.4 11.4 49.4 44.7 90.9 83.6: 9.1 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 62 110 123 68 80 225 259:
Old : 258: 75 90 43 46 53 145 176:
Other: 223: 43 83 64 53 76 144 189:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 11.8 36.6 19.8 19.4 10.2 32.5 16.7
Old : 29.3 17.0 44.8 27.4 29.3 16.9 44.8 27.2
Other: 35.8 12.0 46.3 19.8 35.6 9.5 45.2 16.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 24, 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 : 767,829: 149,975 145,022 110,348 391,301 332,490 651,624 587,860: 116,205 179,969
Old : 542,635: 97,800 141,585 74,393 278,111 215,030 450,304 431,008: 92,331 111,627
Other: 225,194: 81,736 32,998 6,394 113,190 117,460 201,320 156,852: 23,874 68,342
: : :
: : Changes in Commitments from: February 17, 2009 :
: -44,665: -8,897 -12,770 -12,117 -24,370 -16,858 -45,384 -41,745: 719 -2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.9 14.4 51.0 43.3 84.9 76.6: 15.1 23.4
Old : 100.0: 18.0 26.1 13.7 51.3 39.6 83.0 79.4: 17.0 20.6
Other: 100.0: 36.3 14.7 2.8 50.3 52.2 89.4 69.7: 10.6 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 496: 101 120 143 184 207 379 407:
Old : 475: 106 109 117 179 195 354 372:
Other: 346: 68 74 30 70 170 150 264:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 11.8 23.2 18.8 13.7 11.1 21.9 16.7
Old : 14.5 12.9 23.2 20.2 14.5 12.1 23.2 18.7
Other: 30.8 15.8 46.6 24.3 30.8 14.7 45.6 20.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 24, 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 : 15,964: 1,104 2,833 392 12,160 10,278 13,656 13,503: 2,308 2,461
Old : 9,092: 822 2,694 325 6,291 4,265 7,438 7,284: 1,654 1,808
Other: 6,872: 293 150 56 5,869 6,013 6,218 6,219: 654 653
: : :
: : Changes in Commitments from: February 17, 2009 :
: -1,265: -212 437 243 -1,454 -1,661 -1,423 -981: 158 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.7 2.5 76.2 64.4 85.5 84.6: 14.5 15.4
Old : 100.0: 9.0 29.6 3.6 69.2 46.9 81.8 80.1: 18.2 19.9
Other: 100.0: 4.3 2.2 0.8 85.4 87.5 90.5 90.5: 9.5 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 14 5 19 13 28 30:
Old : 40: 6 13 3 15 10 23 25:
Other: 26: 5 2 2 12 11 18 14:
:----------------------------------------------------------------------------------------------------
: 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 : 46.4 52.6 63.6 62.2 37.9 37.1 49.4 46.3
Old : 46.3 39.5 60.7 53.3 46.3 34.7 58.8 48.4
Other: 65.1 73.3 79.7 86.5 41.2 46.5 50.5 53.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 24, 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 : 294,087: 60,089 45,161 46,149 148,576 142,456 254,814 233,766: 39,273 60,321
Old : 214,236: 41,677 43,789 21,527 118,953 110,162 182,157 175,478: 32,079 38,758
Other: 79,851: 33,383 16,343 9,651 29,623 32,294 72,657 58,288: 7,194 21,563
: : :
: : Changes in Commitments from: February 17, 2009 :
: -32,808: -7,498 10,854 -13,911 -8,270 -25,086 -29,679 -28,143: -3,129 -4,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 15.4 15.7 50.5 48.4 86.6 79.5: 13.4 20.5
Old : 100.0: 19.5 20.4 10.0 55.5 51.4 85.0 81.9: 15.0 18.1
Other: 100.0: 41.8 20.5 12.1 37.1 40.4 91.0 73.0: 9.0 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 75 96 98 98 107 236 257:
Old : 298: 64 110 71 91 95 204 233:
Other: 188: 53 47 30 47 66 114 131:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 18.3 26.4 26.9 15.4 13.7 24.4 20.0
Old : 20.2 19.9 32.4 30.3 19.9 17.4 31.4 25.1
Other: 29.4 21.3 42.9 31.5 29.4 18.7 42.2 28.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 24, 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 : 207,969: 23,208 31,224 47,912 114,012 102,290 185,132 181,426: 22,837 26,543
Old : 176,827: 30,398 33,805 28,100 99,701 89,769 158,199 151,674: 18,628 25,153
Other: 31,142: 5,240 9,849 7,382 14,311 12,521 26,933 29,752: 4,209 1,390
: : :
: : Changes in Commitments from: February 17, 2009 :
: -5,013: -9,301 2,956 10,439 -2,647 -16,998 -1,509 -3,603: -3,504 -1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.0 23.0 54.8 49.2 89.0 87.2: 11.0 12.8
Old : 100.0: 17.2 19.1 15.9 56.4 50.8 89.5 85.8: 10.5 14.2
Other: 100.0: 16.8 31.6 23.7 46.0 40.2 86.5 95.5: 13.5 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 42 37 67 61 55 152 150:
Old : 190: 48 42 63 59 51 148 143:
Other: 76: 20 18 12 28 16 57 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 : 17.1 23.8 27.9 36.0 13.3 20.3 22.8 28.9
Old : 16.6 26.0 28.4 37.3 16.1 24.7 27.7 35.1
Other: 41.1 56.8 58.7 74.1 26.4 38.7 39.1 53.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 24, 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 : 757,285: 36,380 129,130 34,167 571,981 435,723 642,528 599,020: 114,757 158,265
Old : 757,285: 36,380 129,130 34,167 571,981 435,723 642,528 599,020: 114,757 158,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 17,447: -7,351 -1,133 25,184 -5,493 -12,723 12,340 11,328: 5,107 6,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 17.1 4.5 75.5 57.5 84.8 79.1: 15.2 20.9
Old : 100.0: 4.8 17.1 4.5 75.5 57.5 84.8 79.1: 15.2 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 13 38 21 63 65 94 106:
Old : 132: 13 38 21 63 65 94 106:
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 : 33.8 26.3 44.5 34.7 32.4 23.2 40.6 29.5
Old : 33.8 26.3 44.5 34.7 32.4 23.2 40.6 29.5
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 - Futures Only, February 24, 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 : 116,534: 18,071 9,518 10,095 64,725 75,197 92,891 94,810: 23,643 21,724
Old : 96,972: 16,713 9,797 6,025 54,196 60,789 76,934 76,611: 20,038 20,361
Other: 19,562: 3,803 2,166 1,625 10,529 14,408 15,957 18,199: 3,605 1,363
: : :
: : Changes in Commitments from: February 17, 2009 :
: -6,795: -2,849 -849 -866 -690 -2,946 -4,405 -4,661: -2,390 -2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.2 8.7 55.5 64.5 79.7 81.4: 20.3 18.6
Old : 100.0: 17.2 10.1 6.2 55.9 62.7 79.3 79.0: 20.7 21.0
Other: 100.0: 19.4 11.1 8.3 53.8 73.7 81.6 93.0: 18.4 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 29 19 26 64 50 109 88:
Old : 129: 31 24 22 62 49 105 85:
Other: 65: 16 9 9 33 16 54 30:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 35.6 30.1 47.9 14.7 30.6 22.9 37.6
Old : 21.5 33.3 30.6 42.6 20.1 28.7 27.7 36.7
Other: 27.6 68.6 41.3 79.5 27.6 62.5 40.2 72.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 24, 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 : 7,117: 1,366 1,268 338 4,140 3,183 5,844 4,789: 1,273 2,328
Old : 5,179: 919 1,249 50 3,057 1,963 4,026 3,262: 1,153 1,917
Other: 1,938: 610 182 125 1,083 1,220 1,818 1,527: 120 411
: : :
: : Changes in Commitments from: February 17, 2009 :
: -213: -29 40 -153 -51 -82 -233 -195: 20 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.8 4.7 58.2 44.7 82.1 67.3: 17.9 32.7
Old : 100.0: 17.7 24.1 1.0 59.0 37.9 77.7 63.0: 22.3 37.0
Other: 100.0: 31.5 9.4 6.4 55.9 63.0 93.8 78.8: 6.2 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 11 5 17 15 28 28:
Old : 38: 8 10 3 16 9 26 20:
Other: 19: 1 5 3 3 11 7 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 : 37.0 36.9 51.7 46.0 34.9 33.7 47.8 41.1
Old : 30.6 41.8 48.2 51.7 27.8 38.9 44.1 46.7
Other: 88.8 34.2 93.8 56.3 82.8 34.0 82.8 54.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 24, 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 : 483,487: 81,030 62,653 20,103 326,566 357,046 427,699 439,802: 55,788 43,685
Old : 483,487: 81,030 62,653 20,103 326,566 357,046 427,699 439,802: 55,788 43,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -27,195: 1,947 2,026 17,020 -10,221 -11,248 8,746 7,798: -35,941 -34,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.0 4.2 67.5 73.8 88.5 91.0: 11.5 9.0
Old : 100.0: 16.8 13.0 4.2 67.5 73.8 88.5 91.0: 11.5 9.0
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 : 152: 31 24 18 73 73 112 108:
Old : 152: 31 24 18 73 73 112 108:
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 : 16.0 32.9 26.9 43.4 13.9 26.9 22.7 35.7
Old : 16.0 32.9 26.9 43.4 13.9 26.9 22.7 35.7
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 24, 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 : 888,595: 101,054 127,982 10,686 635,884 569,342 747,624 708,010: 140,971 180,585
Old : 888,595: 101,054 127,982 10,686 635,884 569,342 747,624 708,010: 140,971 180,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -177,858: -37,933 -19,619 5,497 -45,511 -83,492 -77,947 -97,614: -99,911 -80,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.4 1.2 71.6 64.1 84.1 79.7: 15.9 20.3
Old : 100.0: 11.4 14.4 1.2 71.6 64.1 84.1 79.7: 15.9 20.3
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 : 180: 30 33 24 84 89 126 134:
Old : 180: 30 33 24 84 89 126 134:
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 : 26.0 16.3 37.2 24.2 25.7 12.3 35.6 19.1
Old : 26.0 16.3 37.2 24.2 25.7 12.3 35.6 19.1
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 - Futures Only, February 24, 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 : 873,236: 107,602 107,198 25,738 666,122 637,909 799,462 770,845: 73,774 102,391
Old : 873,236: 107,602 107,198 25,738 666,122 637,909 799,462 770,845: 73,774 102,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -120,374: 9,092 -4,373 13,405 -40,201 -43,626 -17,704 -34,594: -102,670 -85,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.3 2.9 76.3 73.1 91.6 88.3: 8.4 11.7
Old : 100.0: 12.3 12.3 2.9 76.3 73.1 91.6 88.3: 8.4 11.7
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 : 126: 17 32 22 63 57 94 97:
Old : 126: 17 32 22 63 57 94 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 : 29.9 46.5 44.2 54.8 20.1 30.8 29.9 36.4
Old : 29.9 46.5 44.2 54.8 20.1 30.8 29.9 36.4
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 - Futures Only, February 24, 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 : 413,470: 176,850 15,774 56,266 146,143 308,331 379,259 380,371: 34,211 33,099
Old : 413,470: 176,850 15,774 56,266 146,143 308,331 379,259 380,371: 34,211 33,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 25,790: 15,156 -2,566 8,074 3,589 21,107 26,819 26,615: -1,029 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 3.8 13.6 35.3 74.6 91.7 92.0: 8.3 8.0
Old : 100.0: 42.8 3.8 13.6 35.3 74.6 91.7 92.0: 8.3 8.0
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 : 75: 24 12 26 31 25 68 53:
Old : 75: 24 12 26 31 25 68 53:
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 : 27.4 46.7 40.3 62.0 21.5 43.4 31.9 52.1
Old : 27.4 46.7 40.3 62.0 21.5 43.4 31.9 52.1
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 24, 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 : 24,810: 5,218 4,666 188 14,266 15,324 19,672 20,178: 5,138 4,632
Old : 24,810: 5,218 4,666 188 14,266 15,324 19,672 20,178: 5,138 4,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,382: 1,010 -73 180 748 1,323 1,938 1,430: 444 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.8 0.8 57.5 61.8 79.3 81.3: 20.7 18.7
Old : 100.0: 21.0 18.8 0.8 57.5 61.8 79.3 81.3: 20.7 18.7
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 : 30: 6 8 4 11 6 20 15:
Old : 30: 6 8 4 11 6 20 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 : 49.7 62.2 68.8 75.0 48.9 62.2 68.0 74.9
Old : 49.7 62.2 68.8 75.0 48.9 62.2 68.0 74.9
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 24, 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 : 73,602: 23,828 15,908 483 30,516 44,801 54,827 61,192: 18,775 12,410
Old : 73,602: 23,828 15,908 483 30,516 44,801 54,827 61,192: 18,775 12,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -5,838: -1,193 -277 114 -3,423 -1,598 -4,502 -1,761: -1,336 -4,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 21.6 0.7 41.5 60.9 74.5 83.1: 25.5 16.9
Old : 100.0: 32.4 21.6 0.7 41.5 60.9 74.5 83.1: 25.5 16.9
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 : 96: 28 21 7 28 27 59 52:
Old : 96: 28 21 7 28 27 59 52:
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 : 23.8 37.2 35.0 51.8 23.8 36.3 34.4 50.7
Old : 23.8 37.2 35.0 51.8 23.8 36.3 34.4 50.7
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 24, 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 : 26,146: 10,746 4,485 1,574 13,743 19,346 26,063 25,405: 83 741
Old : 26,146: 10,746 4,485 1,574 13,743 19,346 26,063 25,405: 83 741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -5,890: 788 251 1,103 -7,693 -7,161 -5,802 -5,807: -88 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 17.2 6.0 52.6 74.0 99.7 97.2: 0.3 2.8
Old : 100.0: 41.1 17.2 6.0 52.6 74.0 99.7 97.2: 0.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 13 3 11 13 23 27:
Old : 42: 10 13 3 11 13 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 68.8 90.5 84.6 66.8 62.0 77.2 73.2
Old : 75.3 68.8 90.5 84.6 66.8 62.0 77.2 73.2
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 24, 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 : 36,006: 9,496 1,204 2,447 21,779 32,191 33,722 35,842: 2,284 164
Old : 36,006: 9,496 1,204 2,447 21,779 32,191 33,722 35,842: 2,284 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -223: -1,478 -470 657 661 -433 -160 -246: -63 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 3.3 6.8 60.5 89.4 93.7 99.5: 6.3 0.5
Old : 100.0: 26.4 3.3 6.8 60.5 89.4 93.7 99.5: 6.3 0.5
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 : 31: 9 8 4 11 8 21 19:
Old : 31: 9 8 4 11 8 21 19:
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 : 64.4 82.1 82.0 93.8 51.6 71.8 66.0 76.0
Old : 64.4 82.1 82.0 93.8 51.6 71.8 66.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2009