WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 10, 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 : 283,343: 62,666 77,628 49,434 145,875 113,543 257,975 240,605: 25,368 42,738
Old : 120,927: 39,884 57,667 1,058 68,322 44,484 109,264 103,209: 11,663 17,718
Other: 162,416: 49,087 46,266 22,071 77,553 69,059 148,711 137,396: 13,705 25,020
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,611: 2,322 -1,367 1,520 -727 3,901 3,115 4,054: -504 -1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 27.4 17.4 51.5 40.1 91.0 84.9: 9.0 15.1
Old : 100.0: 33.0 47.7 0.9 56.5 36.8 90.4 85.3: 9.6 14.7
Other: 100.0: 30.2 28.5 13.6 47.7 42.5 91.6 84.6: 8.4 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 70 116 117 70 86 222 263:
Old : 256: 72 97 13 41 49 122 150:
Other: 245: 63 83 69 55 80 161 200:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 12.1 38.0 20.7 20.0 10.4 33.1 17.1
Old : 32.8 20.2 50.8 31.5 32.8 19.8 50.8 31.0
Other: 34.6 12.5 45.1 20.7 34.5 9.9 43.5 17.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 10, 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 : 752,372: 163,097 114,456 110,881 367,839 350,737 641,817 576,074: 110,555 176,298
Old : 520,118: 110,361 114,474 71,031 251,590 227,302 432,982 412,807: 87,136 107,311
Other: 232,254: 83,836 31,082 8,750 116,249 123,435 208,835 163,267: 23,419 68,987
: : :
: : Changes in Commitments from: March 3, 2009 :
: 4,120: 11,329 -21,937 3,256 -10,749 25,804 3,836 7,123: 284 -3,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.2 14.7 48.9 46.6 85.3 76.6: 14.7 23.4
Old : 100.0: 21.2 22.0 13.7 48.4 43.7 83.2 79.4: 16.8 20.6
Other: 100.0: 36.1 13.4 3.8 50.1 53.1 89.9 70.3: 10.1 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 502: 121 108 138 169 214 374 401:
Old : 480: 118 107 110 161 194 344 357:
Other: 356: 71 77 27 72 173 155 268:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 12.9 24.7 20.2 13.7 11.6 22.2 17.7
Old : 15.5 13.5 24.5 21.7 14.5 12.4 23.5 18.7
Other: 30.8 15.7 45.6 23.8 30.8 14.9 45.1 21.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 10, 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 : 14,660: 1,283 2,464 289 11,093 9,459 12,665 12,212: 1,995 2,448
Old : 7,423: 1,015 2,394 0 5,177 3,279 6,192 5,673: 1,231 1,750
Other: 7,237: 557 359 0 5,916 6,180 6,473 6,539: 764 698
: : :
: : Changes in Commitments from: March 3, 2009 :
: -306: 64 -369 -11 -519 45 -466 -335: 160 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.8 2.0 75.7 64.5 86.4 83.3: 13.6 16.7
Old : 100.0: 13.7 32.3 0.0 69.7 44.2 83.4 76.4: 16.6 23.6
Other: 100.0: 7.7 5.0 0.0 81.7 85.4 89.4 90.4: 10.6 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 11 3 18 12 27 25:
Old : 38: 7 11 0 14 8 21 19:
Other: 26: 4 3 0 12 11 16 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 : 43.0 54.5 60.9 64.5 37.3 40.3 48.6 48.8
Old : 45.1 44.6 61.3 56.7 45.1 41.7 61.3 53.8
Other: 55.4 72.2 77.8 85.0 42.3 53.6 55.6 61.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 10, 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 : 279,743: 56,182 47,379 37,604 145,798 132,359 239,584 217,342: 40,159 62,401
Old : 195,170: 40,115 44,991 12,392 110,579 99,200 163,086 156,583: 32,084 38,587
Other: 84,573: 32,571 18,892 8,708 35,219 33,159 76,498 60,759: 8,075 23,814
: : :
: : Changes in Commitments from: March 3, 2009 :
: -2,552: -830 -2,022 -4,084 -1,261 2,198 -6,175 -3,908: 3,623 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 16.9 13.4 52.1 47.3 85.6 77.7: 14.4 22.3
Old : 100.0: 20.6 23.1 6.3 56.7 50.8 83.6 80.2: 16.4 19.8
Other: 100.0: 38.5 22.3 10.3 41.6 39.2 90.5 71.8: 9.5 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 78 86 92 94 100 234 243:
Old : 293: 71 94 60 85 88 194 216:
Other: 190: 48 42 29 54 67 120 128:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 18.0 29.1 26.7 16.4 13.8 26.1 20.3
Old : 22.4 18.3 36.2 28.8 21.0 16.6 33.4 25.5
Other: 28.5 22.4 41.3 33.0 28.5 22.0 39.8 31.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 10, 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 : 204,507: 24,923 37,034 37,782 117,142 102,740 179,847 177,556: 24,660 26,951
Old : 168,924: 30,971 37,949 18,737 99,595 87,721 149,303 144,407: 19,621 24,517
Other: 35,583: 5,000 10,133 7,997 17,547 15,019 30,544 33,149: 5,039 2,434
: : :
: : Changes in Commitments from: March 3, 2009 :
: -3,392: 1,193 1,410 -4,487 -2,676 -2,225 -5,970 -5,302: 2,578 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.1 18.5 57.3 50.2 87.9 86.8: 12.1 13.2
Old : 100.0: 18.3 22.5 11.1 59.0 51.9 88.4 85.5: 11.6 14.5
Other: 100.0: 14.1 28.5 22.5 49.3 42.2 85.8 93.2: 14.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 40 45 45 61 52 130 129:
Old : 172: 48 44 40 57 48 123 121:
Other: 79: 17 20 10 33 17 58 40:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 25.4 32.2 38.0 13.5 21.1 23.2 29.5
Old : 20.6 26.7 33.8 39.8 17.6 25.5 29.9 36.5
Other: 36.9 51.5 53.7 67.0 25.0 35.7 35.8 48.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 10, 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 : 711,263: 39,116 142,031 13,389 560,081 408,743 612,586 564,163: 98,677 147,100
Old : 711,263: 39,116 142,031 13,389 560,081 408,743 612,586 564,163: 98,677 147,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -29,231: 768 854 -18,563 -11,565 -13,689 -29,360 -31,398: 129 2,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 20.0 1.9 78.7 57.5 86.1 79.3: 13.9 20.7
Old : 100.0: 5.5 20.0 1.9 78.7 57.5 86.1 79.3: 13.9 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 17 38 16 65 68 94 111:
Old : 147: 17 38 16 65 68 94 111:
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 : 37.6 24.4 48.4 31.5 35.6 24.2 44.3 30.8
Old : 37.6 24.4 48.4 31.5 35.6 24.2 44.3 30.8
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 10, 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 : 110,141: 23,591 13,105 11,756 53,214 64,077 88,561 88,938: 21,580 21,203
Old : 87,564: 23,677 13,698 5,255 40,285 49,861 69,217 68,814: 18,347 18,750
Other: 22,577: 4,018 3,511 2,397 12,929 14,216 19,344 20,124: 3,233 2,453
: : :
: : Changes in Commitments from: March 3, 2009 :
: -5,531: 2,045 1,605 336 -7,630 -5,650 -5,249 -3,709: -282 -1,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 11.9 10.7 48.3 58.2 80.4 80.7: 19.6 19.3
Old : 100.0: 27.0 15.6 6.0 46.0 56.9 79.0 78.6: 21.0 21.4
Other: 100.0: 17.8 15.6 10.6 57.3 63.0 85.7 89.1: 14.3 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 39 20 27 54 43 106 83:
Old : 130: 38 25 24 49 41 99 79:
Other: 67: 18 10 9 32 16 56 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 : 18.6 32.6 28.4 46.8 11.9 28.5 19.7 36.9
Old : 20.0 33.2 30.2 41.2 16.4 32.4 25.6 39.6
Other: 26.4 60.5 42.6 74.7 23.5 51.1 35.6 61.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 10, 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 : 6,728: 1,395 1,361 335 3,820 3,143 5,550 4,839: 1,178 1,889
Old : 4,560: 856 1,314 51 2,569 1,787 3,476 3,152: 1,084 1,408
Other: 2,168: 625 133 198 1,251 1,356 2,074 1,687: 94 481
: : :
: : Changes in Commitments from: March 3, 2009 :
: 305: 17 71 -112 86 335 -9 294: 314 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.2 5.0 56.8 46.7 82.5 71.9: 17.5 28.1
Old : 100.0: 18.8 28.8 1.1 56.3 39.2 76.2 69.1: 23.8 30.9
Other: 100.0: 28.8 6.1 9.1 57.7 62.5 95.7 77.8: 4.3 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 8 12 4 20 16 32 29:
Old : 45: 8 12 3 20 10 31 22:
Other: 21: 3 4 3 4 12 9 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 38.7 54.2 49.3 39.2 38.7 54.0 46.8
Old : 30.6 45.5 45.1 54.5 30.2 45.5 44.7 53.8
Other: 86.9 33.7 95.4 56.5 81.8 33.7 82.0 54.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 10, 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 : 451,240: 80,718 55,336 3,561 288,944 331,149 373,223 390,046: 78,017 61,194
Old : 451,240: 80,718 55,336 3,561 288,944 331,149 373,223 390,046: 78,017 61,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -32,920: -3,006 -9,906 -6,072 -8,463 -3,580 -17,541 -19,558: -15,379 -13,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 12.3 0.8 64.0 73.4 82.7 86.4: 17.3 13.6
Old : 100.0: 17.9 12.3 0.8 64.0 73.4 82.7 86.4: 17.3 13.6
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 : 140: 26 26 7 64 65 95 93:
Old : 140: 26 26 7 64 65 95 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 : 16.8 34.8 27.5 45.0 14.2 30.1 23.3 39.2
Old : 16.8 34.8 27.5 45.0 14.2 30.1 23.3 39.2
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 10, 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 : 958,394: 81,869 142,369 9,479 673,014 582,916 764,362 734,764: 194,032 223,630
Old : 958,394: 81,869 142,369 9,479 673,014 582,916 764,362 734,764: 194,032 223,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -37,978: 545 -1,950 -1,973 7,539 -14,078 6,111 -18,001: -44,089 -19,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.9 1.0 70.2 60.8 79.8 76.7: 20.2 23.3
Old : 100.0: 8.5 14.9 1.0 70.2 60.8 79.8 76.7: 20.2 23.3
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 : 191: 27 39 17 84 97 121 143:
Old : 191: 27 39 17 84 97 121 143:
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 : 25.6 16.3 38.5 23.1 24.8 12.9 36.5 19.4
Old : 25.6 16.3 38.5 23.1 24.8 12.9 36.5 19.4
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 10, 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 : 939,671: 120,935 80,589 2,695 644,245 691,979 767,875 775,263: 171,796 164,408
Old : 939,671: 120,935 80,589 2,695 644,245 691,979 767,875 775,263: 171,796 164,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -26,786: 13,996 -2,790 -12,079 -23,412 -464 -21,495 -15,333: -5,291 -11,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.6 0.3 68.6 73.6 81.7 82.5: 18.3 17.5
Old : 100.0: 12.9 8.6 0.3 68.6 73.6 81.7 82.5: 18.3 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 : 129: 23 24 10 65 60 94 88:
Old : 129: 23 24 10 65 60 94 88:
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 : 28.2 43.2 41.4 49.6 17.4 28.6 26.6 34.0
Old : 28.2 43.2 41.4 49.6 17.4 28.6 26.6 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, March 10, 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 : 371,739: 145,779 12,657 46,987 146,760 285,862 339,526 345,506: 32,213 26,233
Old : 371,739: 145,779 12,657 46,987 146,760 285,862 339,526 345,506: 32,213 26,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 22,151: 3,422 3,728 -2,544 20,188 24,619 21,066 25,803: 1,085 -3,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 3.4 12.6 39.5 76.9 91.3 92.9: 8.7 7.1
Old : 100.0: 39.2 3.4 12.6 39.5 76.9 91.3 92.9: 8.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 9 20 31 25 64 48:
Old : 72: 23 9 20 31 25 64 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 : 26.1 50.6 39.6 66.4 21.6 47.3 32.6 55.6
Old : 26.1 50.6 39.6 66.4 21.6 47.3 32.6 55.6
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 10, 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 : 26,682: 5,814 5,667 1,122 15,341 15,534 22,277 22,323: 4,405 4,359
Old : 26,682: 5,814 5,667 1,122 15,341 15,534 22,277 22,323: 4,405 4,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,067: 502 39 618 365 -500 1,485 157: -418 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 21.2 4.2 57.5 58.2 83.5 83.7: 16.5 16.3
Old : 100.0: 21.8 21.2 4.2 57.5 58.2 83.5 83.7: 16.5 16.3
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 : 38: 9 12 5 12 6 24 20:
Old : 38: 9 12 5 12 6 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 58.3 67.4 70.5 46.6 56.7 65.0 68.3
Old : 48.1 58.3 67.4 70.5 46.6 56.7 65.0 68.3
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 10, 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 : 73,582: 23,126 16,584 1,211 30,974 40,576 55,311 58,371: 18,271 15,211
Old : 73,582: 23,126 16,584 1,211 30,974 40,576 55,311 58,371: 18,271 15,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 655: 56 56 680 -921 -3,957 -185 -3,221: 840 3,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 22.5 1.6 42.1 55.1 75.2 79.3: 24.8 20.7
Old : 100.0: 31.4 22.5 1.6 42.1 55.1 75.2 79.3: 24.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 28 22 12 25 29 60 56:
Old : 95: 28 22 12 25 29 60 56:
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 : 27.1 29.2 39.0 43.8 26.4 28.3 37.4 42.7
Old : 27.1 29.2 39.0 43.8 26.4 28.3 37.4 42.7
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, March 10, 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 : 30,654: 10,487 4,401 432 18,496 24,433 29,415 29,266: 1,239 1,388
Old : 30,654: 10,487 4,401 432 18,496 24,433 29,415 29,266: 1,239 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 3,477: -163 -93 -401 3,198 3,071 2,634 2,577: 843 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 14.4 1.4 60.3 79.7 96.0 95.5: 4.0 4.5
Old : 100.0: 34.2 14.4 1.4 60.3 79.7 96.0 95.5: 4.0 4.5
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 : 42: 10 11 3 12 15 24 27:
Old : 42: 10 11 3 12 15 24 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 : 78.6 64.4 88.5 82.6 54.5 42.0 62.0 56.6
Old : 78.6 64.4 88.5 82.6 54.5 42.0 62.0 56.6
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 10, 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 : 35,796: 9,995 1,454 2,390 22,634 31,091 35,019 34,935: 777 861
Old : 35,796: 9,995 1,454 2,390 22,634 31,091 35,019 34,935: 777 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -1,023: 256 104 391 -2,312 -2,141 -1,665 -1,646: 642 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.1 6.7 63.2 86.9 97.8 97.6: 2.2 2.4
Old : 100.0: 27.9 4.1 6.7 63.2 86.9 97.8 97.6: 2.2 2.4
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 : 29: 9 6 5 11 8 21 18:
Old : 29: 9 6 5 11 8 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 : 63.6 82.6 82.3 92.8 55.8 75.0 72.2 79.4
Old : 63.6 82.6 82.3 92.8 55.8 75.0 72.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2009