WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 17, 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 : 292,886: 65,958 72,172 55,822 145,307 121,573 267,087 249,567: 25,799 43,319
Old : 120,122: 40,388 53,698 2,024 66,149 49,141 108,561 104,863: 11,561 15,259
Other: 172,764: 54,088 46,992 25,280 79,158 72,432 158,526 144,704: 14,238 28,060
: : :
: : Changes in Commitments from: March 10, 2009 :
: 9,543: 3,292 -5,456 6,388 -568 8,030 9,112 8,962: 431 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.6 19.1 49.6 41.5 91.2 85.2: 8.8 14.8
Old : 100.0: 33.6 44.7 1.7 55.1 40.9 90.4 87.3: 9.6 12.7
Other: 100.0: 31.3 27.2 14.6 45.8 41.9 91.8 83.8: 8.2 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 74 116 132 70 83 239 270:
Old : 263: 86 92 14 44 44 140 140:
Other: 254: 64 94 85 56 78 172 214:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 13.0 37.1 21.0 19.3 11.2 32.2 17.3
Old : 31.8 21.2 49.9 34.4 31.8 21.2 49.9 34.1
Other: 33.6 11.8 44.3 19.4 33.5 10.7 42.2 17.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 17, 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 : 758,675: 172,824 84,627 110,843 366,944 388,310 650,611 583,780: 108,064 174,895
Old : 519,868: 123,592 91,864 65,641 248,513 257,531 437,746 415,036: 82,122 104,832
Other: 238,807: 85,270 28,801 9,164 118,431 130,779 212,865 168,744: 25,942 70,063
: : :
: : Changes in Commitments from: March 10, 2009 :
: 6,303: 9,727 -29,829 -38 -895 37,573 8,794 7,706: -2,491 -1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 11.2 14.6 48.4 51.2 85.8 76.9: 14.2 23.1
Old : 100.0: 23.8 17.7 12.6 47.8 49.5 84.2 79.8: 15.8 20.2
Other: 100.0: 35.7 12.1 3.8 49.6 54.8 89.1 70.7: 10.9 29.3
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 135 108 148 170 220 391 410:
Old : 489: 128 105 115 158 200 350 362:
Other: 383: 90 78 31 77 182 176 282:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 15.3 24.4 21.9 13.7 14.2 22.1 19.7
Old : 15.6 16.9 24.5 23.9 14.5 14.9 23.3 20.9
Other: 29.8 15.5 44.5 23.2 29.8 14.6 44.1 22.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 17, 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 : 14,154: 1,449 2,199 281 10,253 9,330 11,983 11,810: 2,171 2,344
Old : 6,874: 1,037 2,116 0 4,493 3,105 5,530 5,221: 1,344 1,653
Other: 7,280: 693 364 0 5,760 6,225 6,453 6,589: 827 691
: : :
: : Changes in Commitments from: March 10, 2009 :
: -506: 166 -265 -8 -840 -129 -682 -402: 176 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.5 2.0 72.4 65.9 84.7 83.4: 15.3 16.6
Old : 100.0: 15.1 30.8 0.0 65.4 45.2 80.4 76.0: 19.6 24.0
Other: 100.0: 9.5 5.0 0.0 79.1 85.5 88.6 90.5: 11.4 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 10 3 18 12 28 24:
Old : 37: 7 10 0 15 7 22 17:
Other: 28: 6 3 0 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 : 39.7 55.6 57.5 65.9 34.5 41.8 46.3 50.5
Old : 38.3 48.8 56.0 62.5 38.3 46.0 56.0 59.7
Other: 52.6 72.4 74.9 85.2 42.0 56.5 55.5 64.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 17, 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 : 289,249: 66,201 49,496 40,212 144,941 140,899 251,354 230,607: 37,895 58,642
Old : 195,666: 49,123 44,970 12,168 105,683 105,217 166,974 162,355: 28,692 33,311
Other: 93,583: 36,663 24,111 8,459 39,258 35,682 84,380 68,252: 9,203 25,331
: : :
: : Changes in Commitments from: March 10, 2009 :
: 9,506: 10,019 2,117 2,608 -857 8,540 11,770 13,265: -2,264 -3,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.1 13.9 50.1 48.7 86.9 79.7: 13.1 20.3
Old : 100.0: 25.1 23.0 6.2 54.0 53.8 85.3 83.0: 14.7 17.0
Other: 100.0: 39.2 25.8 9.0 41.9 38.1 90.2 72.9: 9.8 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 77 100 97 97 103 242 259:
Old : 313: 75 104 64 86 91 203 230:
Other: 209: 53 53 31 59 70 128 143:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 17.0 28.8 25.8 16.0 13.6 25.9 19.8
Old : 22.4 19.0 36.4 29.8 21.2 18.0 35.2 26.8
Other: 27.0 22.8 38.6 32.3 27.0 22.1 38.0 31.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 10,769: 7,184 1,452 579 0 1,094 7,763 3,125: 3,006 7,644
Old : 5,826: 3,101 1,452 537 0 428 3,638 2,417: 2,188 3,409
Other: 4,943: 4,083 0 42 0 666 4,125 708: 818 4,235
: : :
: : Changes in Commitments from: March 10, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 13.5 5.4 0.0 10.2 72.1 29.0: 27.9 71.0
Old : 100.0: 53.2 24.9 9.2 0.0 7.3 62.4 41.5: 37.6 58.5
Other: 100.0: 82.6 0.0 0.8 0.0 13.5 83.5 14.3: 16.5 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 6 10 0 3 12 18:
Old : 20: 11 6 10 0 3 12 18:
Other: 12: 9 0 4 0 3 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 49.2 15.2 64.2 24.3 47.7 13.4 61.4 22.0
Old : 32.1 23.3 51.5 35.6 30.6 19.0 46.3 31.2
Other: 70.5 14.0 83.4 14.3 70.4 13.5 82.5 13.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 17, 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 : 206,276: 24,900 43,302 34,781 122,974 104,294 182,655 182,377: 23,621 23,899
Old : 169,010: 27,930 43,126 16,015 106,724 88,167 150,669 147,308: 18,341 21,702
Other: 37,266: 4,802 8,008 10,934 16,250 16,127 31,986 35,069: 5,280 2,197
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,769: -23 6,268 -3,001 5,832 1,554 2,808 4,821: -1,039 -3,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 21.0 16.9 59.6 50.6 88.5 88.4: 11.5 11.6
Old : 100.0: 16.5 25.5 9.5 63.1 52.2 89.1 87.2: 10.9 12.8
Other: 100.0: 12.9 21.5 29.3 43.6 43.3 85.8 94.1: 14.2 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 44 53 53 61 51 140 140:
Old : 186: 53 53 45 57 47 132 130:
Other: 85: 19 22 13 33 18 62 45:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 24.5 29.0 36.2 14.5 20.7 23.9 31.2
Old : 19.5 28.5 32.1 39.8 18.5 25.4 29.7 36.5
Other: 34.6 48.9 50.0 67.2 22.0 35.2 31.8 46.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 17, 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 : 700,966: 34,884 139,926 8,061 551,732 407,464 594,677 555,451: 106,289 145,515
Old : 700,966: 34,884 139,926 8,061 551,732 407,464 594,677 555,451: 106,289 145,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -10,297: -4,232 -2,105 -5,328 -8,349 -1,279 -17,909 -8,712: 7,612 -1,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 20.0 1.1 78.7 58.1 84.8 79.2: 15.2 20.8
Old : 100.0: 5.0 20.0 1.1 78.7 58.1 84.8 79.2: 15.2 20.8
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 : 146: 21 38 13 64 62 95 103:
Old : 146: 21 38 13 64 62 95 103:
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 : 36.8 27.1 47.8 34.9 35.1 27.0 44.3 34.6
Old : 36.8 27.1 47.8 34.9 35.1 27.0 44.3 34.6
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 17, 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 : 110,215: 25,591 9,313 12,529 48,728 67,846 86,848 89,688: 23,367 20,527
Old : 88,249: 24,335 9,776 7,202 36,918 52,726 68,455 69,704: 19,794 18,545
Other: 21,966: 4,192 2,473 2,391 11,810 15,120 18,393 19,984: 3,573 1,982
: : :
: : Changes in Commitments from: March 10, 2009 :
: 74: 2,000 -3,792 773 -4,486 3,769 -1,713 750: 1,787 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 8.4 11.4 44.2 61.6 78.8 81.4: 21.2 18.6
Old : 100.0: 27.6 11.1 8.2 41.8 59.7 77.6 79.0: 22.4 21.0
Other: 100.0: 19.1 11.3 10.9 53.8 68.8 83.7 91.0: 16.3 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 43 19 33 57 45 117 88:
Old : 140: 46 20 29 53 44 112 84:
Other: 72: 20 11 11 35 16 61 34:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 32.8 23.7 46.8 11.2 28.7 17.8 36.9
Old : 14.8 32.9 24.4 41.5 12.6 32.5 18.8 39.1
Other: 23.6 59.9 38.5 74.4 19.4 51.5 31.2 60.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 17, 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 : 6,983: 1,313 1,399 364 4,152 2,947 5,829 4,710: 1,154 2,273
Old : 4,519: 656 1,382 63 2,775 1,495 3,494 2,940: 1,025 1,579
Other: 2,464: 755 115 203 1,377 1,452 2,335 1,770: 129 694
: : :
: : Changes in Commitments from: March 10, 2009 :
: 255: -82 38 29 332 -196 279 -129: -24 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 20.0 5.2 59.5 42.2 83.5 67.4: 16.5 32.6
Old : 100.0: 14.5 30.6 1.4 61.4 33.1 77.3 65.1: 22.7 34.9
Other: 100.0: 30.6 4.7 8.2 55.9 58.9 94.8 71.8: 5.2 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 12 5 22 13 35 27:
Old : 45: 9 11 3 22 7 32 20:
Other: 20: 2 5 3 4 11 9 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 : 40.9 36.4 55.1 46.4 40.9 36.0 54.7 43.1
Old : 30.7 44.4 46.2 53.0 30.7 44.4 46.2 53.0
Other: 84.3 35.4 94.7 58.2 82.6 33.4 82.6 52.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 17, 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 : 468,718: 86,528 47,066 2,783 297,196 343,557 386,507 393,406: 82,211 75,312
Old : 468,718: 86,528 47,066 2,783 297,196 343,557 386,507 393,406: 82,211 75,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 17,478: 5,810 -8,270 -778 8,252 12,408 13,284 3,360: 4,194 14,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.0 0.6 63.4 73.3 82.5 83.9: 17.5 16.1
Old : 100.0: 18.5 10.0 0.6 63.4 73.3 82.5 83.9: 17.5 16.1
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 : 136: 25 24 6 63 64 93 89:
Old : 136: 25 24 6 63 64 93 89:
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 : 16.5 35.1 28.0 44.8 15.0 28.6 24.2 37.1
Old : 16.5 35.1 28.0 44.8 15.0 28.6 24.2 37.1
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 17, 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 : 976,975: 88,401 155,937 12,649 671,107 591,381 772,157 759,967: 204,818 217,008
Old : 976,975: 88,401 155,937 12,649 671,107 591,381 772,157 759,967: 204,818 217,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 18,581: 6,532 13,568 3,170 -1,907 8,465 7,795 25,203: 10,786 -6,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 16.0 1.3 68.7 60.5 79.0 77.8: 21.0 22.2
Old : 100.0: 9.0 16.0 1.3 68.7 60.5 79.0 77.8: 21.0 22.2
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 : 199: 33 38 18 84 89 126 137:
Old : 199: 33 38 18 84 89 126 137:
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 : 24.9 20.1 37.4 26.6 24.1 16.5 35.2 22.4
Old : 24.9 20.1 37.4 26.6 24.1 16.5 35.2 22.4
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 17, 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 : 874,622: 100,195 79,367 2,384 612,988 634,170 715,567 715,921: 159,055 158,701
Old : 874,622: 100,195 79,367 2,384 612,988 634,170 715,567 715,921: 159,055 158,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -65,049: -20,740 -1,222 -311 -31,257 -57,809 -52,308 -59,342: -12,741 -5,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.1 0.3 70.1 72.5 81.8 81.9: 18.2 18.1
Old : 100.0: 11.5 9.1 0.3 70.1 72.5 81.8 81.9: 18.2 18.1
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 : 123: 20 25 8 61 56 85 85:
Old : 123: 20 25 8 61 56 85 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 36.1 42.7 45.5 14.6 23.5 23.8 29.9
Old : 29.4 36.1 42.7 45.5 14.6 23.5 23.8 29.9
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 17, 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 : 390,038: 153,015 18,214 44,691 159,415 299,759 357,121 362,664: 32,917 27,374
Old : 390,038: 153,015 18,214 44,691 159,415 299,759 357,121 362,664: 32,917 27,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 18,299: 7,236 5,557 -2,296 12,655 13,897 17,595 17,158: 704 1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 4.7 11.5 40.9 76.9 91.6 93.0: 8.4 7.0
Old : 100.0: 39.2 4.7 11.5 40.9 76.9 91.6 93.0: 8.4 7.0
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: 25 12 19 31 24 66 48:
Old : 75: 25 12 19 31 24 66 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 : 27.5 47.4 41.8 64.0 23.0 45.2 34.8 52.1
Old : 27.5 47.4 41.8 64.0 23.0 45.2 34.8 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, March 17, 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 : 26,821: 5,960 4,874 1,145 15,079 15,590 22,184 21,609: 4,637 5,212
Old : 26,821: 5,960 4,874 1,145 15,079 15,590 22,184 21,609: 4,637 5,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 139: 146 -793 23 -262 56 -93 -714: 232 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.2 4.3 56.2 58.1 82.7 80.6: 17.3 19.4
Old : 100.0: 22.2 18.2 4.3 56.2 58.1 82.7 80.6: 17.3 19.4
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 : 35: 8 10 6 13 6 25 18:
Old : 35: 8 10 6 13 6 25 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 : 46.6 56.3 67.5 69.6 45.2 55.9 64.1 67.7
Old : 46.6 56.3 67.5 69.6 45.2 55.9 64.1 67.7
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 17, 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 : 87,754: 24,834 21,589 2,579 46,266 43,852 73,679 68,020: 14,075 19,734
Old : 87,754: 24,834 21,589 2,579 46,266 43,852 73,679 68,020: 14,075 19,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 14,172: 1,708 5,005 1,368 15,292 3,276 18,368 9,649: -4,196 4,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 24.6 2.9 52.7 50.0 84.0 77.5: 16.0 22.5
Old : 100.0: 28.3 24.6 2.9 52.7 50.0 84.0 77.5: 16.0 22.5
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 : 101: 26 29 19 29 34 68 70:
Old : 101: 26 29 19 29 34 68 70:
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 : 35.0 27.9 46.2 40.7 35.0 23.5 45.5 35.5
Old : 35.0 27.9 46.2 40.7 35.0 23.5 45.5 35.5
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 17, 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 : 16,458: 5,604 2,199 81 10,683 13,995 16,368 16,275: 90 183
Old : 16,458: 5,604 2,199 81 10,683 13,995 16,368 16,275: 90 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -14,196: -4,883 -2,202 -351 -7,813 -10,438 -13,047 -12,991: -1,149 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 13.4 0.5 64.9 85.0 99.5 98.9: 0.5 1.1
Old : 100.0: 34.1 13.4 0.5 64.9 85.0 99.5 98.9: 0.5 1.1
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 : 39: 11 10 1 10 10 22 20:
Old : 39: 11 10 1 10 10 22 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 : 65.1 78.2 84.9 92.1 60.4 65.9 76.9 79.8
Old : 65.1 78.2 84.9 92.1 60.4 65.9 76.9 79.8
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 17, 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 : 18,981: 10,558 937 162 8,138 17,728 18,858 18,827: 123 154
Old : 18,981: 10,558 937 162 8,138 17,728 18,858 18,827: 123 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -16,815: 563 -517 -2,228 -14,496 -13,363 -16,161 -16,108: -654 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 4.9 0.9 42.9 93.4 99.4 99.2: 0.6 0.8
Old : 100.0: 55.6 4.9 0.9 42.9 93.4 99.4 99.2: 0.6 0.8
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 : 29: 9 7 2 9 6 19 14:
Old : 29: 9 7 2 9 6 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 90.5 84.5 96.9 54.4 78.1 76.8 83.9
Old : 57.7 90.5 84.5 96.9 54.4 78.1 76.8 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2009