WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 280,732: 60,344 78,995 47,914 146,602 109,642 254,860 236,551: 25,872 44,181
Old : 125,998: 40,722 61,041 3,290 70,426 42,445 114,438 106,776: 11,560 19,222
Other: 154,734: 44,917 43,249 19,329 76,176 67,197 140,422 129,775: 14,312 24,959
: : :
: : Changes in Commitments from: February 24, 2009 :
: -11,007: 50 6,961 -7,475 -2,433 -6,047 -9,858 -6,561: -1,149 -4,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 28.1 17.1 52.2 39.1 90.8 84.3: 9.2 15.7
Old : 100.0: 32.3 48.4 2.6 55.9 33.7 90.8 84.7: 9.2 15.3
Other: 100.0: 29.0 28.0 12.5 49.2 43.4 90.8 83.9: 9.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 61 134 110 70 84 216 262:
Old : 258: 70 104 25 42 49 129 162:
Other: 235: 52 87 65 54 79 151 196:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 12.1 38.4 20.2 20.4 10.4 33.7 17.0
Old : 32.1 20.4 49.3 30.8 32.1 20.1 49.3 30.5
Other: 36.2 12.5 46.4 20.3 36.0 10.1 45.1 17.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 748,252: 151,768 136,393 107,625 378,588 324,933 637,981 568,951: 110,271 179,301
Old : 520,108: 103,469 134,096 69,754 258,453 204,611 431,676 408,461: 88,432 111,647
Other: 228,144: 78,840 32,838 7,330 120,135 120,322 206,305 160,490: 21,839 67,654
: : :
: : Changes in Commitments from: February 24, 2009 :
: -19,577: 1,793 -8,629 -2,723 -12,713 -7,557 -13,643 -18,909: -5,934 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.2 14.4 50.6 43.4 85.3 76.0: 14.7 24.0
Old : 100.0: 19.9 25.8 13.4 49.7 39.3 83.0 78.5: 17.0 21.5
Other: 100.0: 34.6 14.4 3.2 52.7 52.7 90.4 70.3: 9.6 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 498: 105 126 142 164 204 363 404:
Old : 480: 116 109 117 156 189 336 369:
Other: 352: 66 82 28 71 167 150 266:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 12.6 24.6 19.9 14.2 11.6 22.8 16.8
Old : 15.4 13.5 24.6 20.8 15.1 12.6 24.2 18.6
Other: 31.3 15.8 47.5 24.5 31.3 15.1 46.0 20.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,966: 1,219 2,833 300 11,612 9,414 13,131 12,547: 1,835 2,419
Old : 7,951: 942 2,807 26 5,845 3,369 6,813 6,202: 1,138 1,749
Other: 7,015: 551 300 0 5,767 6,045 6,318 6,345: 697 670
: : :
: : Changes in Commitments from: February 24, 2009 :
: -998: 115 0 -92 -548 -864 -525 -956: -473 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 18.9 2.0 77.6 62.9 87.7 83.8: 12.3 16.2
Old : 100.0: 11.8 35.3 0.3 73.5 42.4 85.7 78.0: 14.3 22.0
Other: 100.0: 7.9 4.3 0.0 82.2 86.2 90.1 90.4: 9.9 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 14 4 17 11 27 27:
Old : 40: 7 14 1 14 7 22 21:
Other: 25: 4 3 0 11 11 15 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 : 45.3 53.3 64.3 62.6 39.4 38.7 51.3 47.1
Old : 49.6 40.0 64.7 52.8 49.6 36.2 64.7 49.1
Other: 57.4 72.5 80.8 84.8 43.8 52.5 57.1 60.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 282,295: 57,012 49,401 41,688 147,059 130,161 245,759 221,250: 36,536 61,045
Old : 201,490: 37,756 46,915 20,258 114,875 96,249 172,889 163,422: 28,601 38,068
Other: 80,805: 32,348 15,578 8,338 32,184 33,912 72,870 57,828: 7,935 22,977
: : :
: : Changes in Commitments from: February 24, 2009 :
: -11,792: -3,077 4,240 -4,461 -1,517 -12,295 -9,055 -12,516: -2,737 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 17.5 14.8 52.1 46.1 87.1 78.4: 12.9 21.6
Old : 100.0: 18.7 23.3 10.1 57.0 47.8 85.8 81.1: 14.2 18.9
Other: 100.0: 40.0 19.3 10.3 39.8 42.0 90.2 71.6: 9.8 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 75 89 90 94 102 230 239:
Old : 287: 64 96 56 85 90 188 212:
Other: 185: 52 39 33 51 65 118 126:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 16.0 28.2 24.5 16.3 12.0 25.9 18.8
Old : 20.9 15.4 34.9 25.4 20.8 14.1 33.1 22.6
Other: 29.7 22.7 42.2 32.8 29.7 22.2 41.2 32.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 207,899: 23,730 35,624 42,269 119,818 104,965 185,817 182,858: 22,082 25,041
Old : 174,538: 29,120 37,319 24,022 104,206 90,489 157,348 151,830: 17,190 22,708
Other: 33,361: 5,001 8,696 7,856 15,612 14,476 28,469 31,028: 4,892 2,333
: : :
: : Changes in Commitments from: February 24, 2009 :
: -70: 522 4,400 -5,643 5,806 2,675 685 1,432: -755 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 17.1 20.3 57.6 50.5 89.4 88.0: 10.6 12.0
Old : 100.0: 16.7 21.4 13.8 59.7 51.8 90.2 87.0: 9.8 13.0
Other: 100.0: 15.0 26.1 23.5 46.8 43.4 85.3 93.0: 14.7 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 38 51 50 62 53 135 133:
Old : 174: 45 51 45 58 48 128 125:
Other: 74: 16 18 9 30 17 53 38:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 27.5 35.0 41.1 12.9 21.0 22.3 29.3
Old : 23.7 28.0 37.1 42.8 18.5 25.1 30.8 36.2
Other: 38.7 54.2 56.5 69.4 25.9 37.3 37.1 49.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 740,494: 38,348 141,177 31,952 571,646 422,432 641,946 595,561: 98,548 144,933
Old : 740,494: 38,348 141,177 31,952 571,646 422,432 641,946 595,561: 98,548 144,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -16,791: 1,968 12,047 -2,215 -335 -13,291 -582 -3,459: -16,209 -13,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 19.1 4.3 77.2 57.0 86.7 80.4: 13.3 19.6
Old : 100.0: 5.2 19.1 4.3 77.2 57.0 86.7 80.4: 13.3 19.6
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 : 143: 12 42 20 63 68 92 114:
Old : 143: 12 42 20 63 68 92 114:
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 : 35.8 24.4 46.5 32.4 34.1 23.4 42.7 29.8
Old : 35.8 24.4 46.5 32.4 34.1 23.4 42.7 29.8
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 115,672: 21,546 11,500 11,420 60,844 69,727 93,810 92,647: 21,862 23,025
Old : 94,196: 20,419 11,072 6,674 48,713 55,755 75,806 73,501: 18,390 20,695
Other: 21,476: 3,690 2,991 2,183 12,131 13,972 18,004 19,146: 3,472 2,330
: : :
: : Changes in Commitments from: February 24, 2009 :
: -862: 3,475 1,982 1,325 -3,881 -5,470 919 -2,163: -1,781 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 9.9 9.9 52.6 60.3 81.1 80.1: 18.9 19.9
Old : 100.0: 21.7 11.8 7.1 51.7 59.2 80.5 78.0: 19.5 22.0
Other: 100.0: 17.2 13.9 10.2 56.5 65.1 83.8 89.2: 16.2 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 35 20 29 59 45 108 87:
Old : 131: 37 22 25 55 43 103 81:
Other: 68: 16 11 10 34 16 57 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 35.1 30.4 48.0 14.0 28.2 21.8 36.1
Old : 21.8 33.4 32.7 42.8 19.3 29.9 28.3 36.9
Other: 25.3 61.3 42.2 74.7 23.9 52.0 36.7 62.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,423: 1,378 1,290 447 3,734 2,808 5,559 4,545: 864 1,878
Old : 4,318: 927 1,276 91 2,540 1,501 3,558 2,868: 760 1,450
Other: 2,105: 614 177 193 1,194 1,307 2,001 1,677: 104 428
: : :
: : Changes in Commitments from: February 24, 2009 :
: -694: 12 22 109 -406 -375 -285 -244: -409 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.1 7.0 58.1 43.7 86.5 70.8: 13.5 29.2
Old : 100.0: 21.5 29.6 2.1 58.8 34.8 82.4 66.4: 17.6 33.6
Other: 100.0: 29.2 8.4 9.2 56.7 62.1 95.1 79.7: 4.9 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 11 5 18 13 31 27:
Old : 42: 10 11 3 18 7 30 19:
Other: 21: 2 4 3 3 12 7 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 39.2 54.8 48.7 40.4 37.7 54.5 44.7
Old : 32.6 47.1 48.9 55.9 32.6 45.8 48.9 54.2
Other: 87.5 32.4 95.1 54.6 81.7 32.4 81.7 53.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 484,160: 83,724 65,242 9,633 297,407 334,729 390,764 409,604: 93,396 74,556
Old : 484,160: 83,724 65,242 9,633 297,407 334,729 390,764 409,604: 93,396 74,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 673: 2,694 2,589 -10,470 -29,159 -22,317 -36,935 -30,198: 37,608 30,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 13.5 2.0 61.4 69.1 80.7 84.6: 19.3 15.4
Old : 100.0: 17.3 13.5 2.0 61.4 69.1 80.7 84.6: 19.3 15.4
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 : 145: 27 30 13 65 64 102 97:
Old : 145: 27 30 13 65 64 102 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 : 16.2 32.9 26.7 43.6 14.2 28.8 23.2 38.4
Old : 16.2 32.9 26.7 43.6 14.2 28.8 23.2 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 996,372: 81,324 144,319 11,452 665,475 596,994 758,251 752,765: 238,121 243,607
Old : 996,372: 81,324 144,319 11,452 665,475 596,994 758,251 752,765: 238,121 243,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 107,777: -19,730 16,337 766 29,591 27,652 10,627 44,755: 97,150 63,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 14.5 1.1 66.8 59.9 76.1 75.6: 23.9 24.4
Old : 100.0: 8.2 14.5 1.1 66.8 59.9 76.1 75.6: 23.9 24.4
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 : 184: 27 38 14 78 93 113 137:
Old : 184: 27 38 14 78 93 113 137:
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 : 23.7 16.5 34.7 22.6 23.5 11.9 33.2 17.3
Old : 23.7 16.5 34.7 22.6 23.5 11.9 33.2 17.3
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 966,457: 106,939 83,379 14,774 667,657 692,443 789,370 790,596: 177,087 175,861
Old : 966,457: 106,939 83,379 14,774 667,657 692,443 789,370 790,596: 177,087 175,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 93,221: -663 -23,819 -10,964 1,535 54,534 -10,092 19,751: 103,313 73,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.6 1.5 69.1 71.6 81.7 81.8: 18.3 18.2
Old : 100.0: 11.1 8.6 1.5 69.1 71.6 81.7 81.8: 18.3 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 23 24 13 68 63 98 93:
Old : 132: 23 24 13 68 63 98 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 43.2 41.1 49.2 17.3 29.3 25.1 34.3
Old : 28.0 43.2 41.1 49.2 17.3 29.3 25.1 34.3
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 349,588: 142,357 8,929 49,531 126,572 261,243 318,460 319,703: 31,128 29,885
Old : 349,588: 142,357 8,929 49,531 126,572 261,243 318,460 319,703: 31,128 29,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -63,882: -34,493 -6,845 -6,735 -19,571 -47,088 -60,799 -60,668: -3,083 -3,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 2.6 14.2 36.2 74.7 91.1 91.5: 8.9 8.5
Old : 100.0: 40.7 2.6 14.2 36.2 74.7 91.1 91.5: 8.9 8.5
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 : 68: 25 5 20 28 22 61 44:
Old : 68: 25 5 20 28 22 61 44:
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 48.6 39.3 65.3 20.7 45.3 32.2 54.7
Old : 26.0 48.6 39.3 65.3 20.7 45.3 32.2 54.7
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 25,615: 5,312 5,628 504 14,976 16,034 20,792 22,166: 4,823 3,449
Old : 25,615: 5,312 5,628 504 14,976 16,034 20,792 22,166: 4,823 3,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 805: 94 962 316 710 710 1,120 1,988: -315 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 22.0 2.0 58.5 62.6 81.2 86.5: 18.8 13.5
Old : 100.0: 20.7 22.0 2.0 58.5 62.6 81.2 86.5: 18.8 13.5
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 : 34: 6 12 4 11 6 20 19:
Old : 34: 6 12 4 11 6 20 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 : 50.9 61.6 69.9 73.8 49.3 61.5 68.2 73.7
Old : 50.9 61.6 69.9 73.8 49.3 61.5 68.2 73.7
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 72,927: 23,070 16,528 531 31,895 44,533 55,496 61,592: 17,431 11,335
Old : 72,927: 23,070 16,528 531 31,895 44,533 55,496 61,592: 17,431 11,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -675: -758 620 48 1,379 -268 669 400: -1,344 -1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 22.7 0.7 43.7 61.1 76.1 84.5: 23.9 15.5
Old : 100.0: 31.6 22.7 0.7 43.7 61.1 76.1 84.5: 23.9 15.5
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 : 99: 28 22 9 29 29 60 57:
Old : 99: 28 22 9 29 29 60 57:
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 : 25.9 32.9 36.1 48.6 25.9 31.9 36.1 46.9
Old : 25.9 32.9 36.1 48.6 25.9 31.9 36.1 46.9
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 27,177: 10,650 4,494 833 15,298 21,362 26,781 26,689: 396 488
Old : 27,177: 10,650 4,494 833 15,298 21,362 26,781 26,689: 396 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 1,031: -96 9 -741 1,555 2,016 718 1,284: 313 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 16.5 3.1 56.3 78.6 98.5 98.2: 1.5 1.8
Old : 100.0: 39.2 16.5 3.1 56.3 78.6 98.5 98.2: 1.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 12 3 10 14 22 27:
Old : 42: 10 12 3 10 14 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 62.9 89.5 80.9 63.7 50.2 73.2 66.8
Old : 76.7 62.9 89.5 80.9 63.7 50.2 73.2 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 36,819: 9,739 1,350 1,999 24,946 33,232 36,684 36,581: 135 238
Old : 36,819: 9,739 1,350 1,999 24,946 33,232 36,684 36,581: 135 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 813: 243 146 -448 3,167 1,041 2,962 739: -2,149 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 3.7 5.4 67.8 90.3 99.6 99.4: 0.4 0.6
Old : 100.0: 26.5 3.7 5.4 67.8 90.3 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 8 4 11 7 21 18:
Old : 31: 9 8 4 11 7 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 83.5 84.0 95.1 53.0 72.6 68.8 76.1
Old : 65.3 83.5 84.0 95.1 53.0 72.6 68.8 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 5, 2009