WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 14, 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 : 310,601: 67,401 75,997 64,964 151,109 123,121 283,474 264,082: 27,127 46,519
Old : 62,345: 34,765 27,770 813 18,273 23,185 53,851 51,768: 8,494 10,577
Other: 248,256: 62,427 78,018 34,360 132,836 99,936 229,623 212,314: 18,633 35,942
: : :
: : Changes in Commitments from: April 7, 2009 :
: -4,716: -365 1,726 -1,619 -2,417 -7,416 -4,401 -7,309: -315 2,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 24.5 20.9 48.7 39.6 91.3 85.0: 8.7 15.0
Old : 100.0: 55.8 44.5 1.3 29.3 37.2 86.4 83.0: 13.6 17.0
Other: 100.0: 25.1 31.4 13.8 53.5 40.3 92.5 85.5: 7.5 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 74 130 153 76 98 270 319:
Old : 261: 103 78 8 38 44 146 125:
Other: 334: 68 149 96 69 94 200 290:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 12.4 35.3 19.4 21.6 11.3 34.2 17.4
Old : 25.5 22.7 34.4 33.9 25.5 22.7 34.4 33.3
Other: 23.5 11.8 38.9 19.7 22.7 11.0 37.7 17.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 14, 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 : 834,150: 193,636 90,577 143,318 384,711 410,323 721,665 644,218: 112,485 189,932
Old : 549,560: 141,834 108,250 76,645 247,546 257,381 466,025 442,276: 83,535 107,284
Other: 284,590: 108,518 39,043 9,957 137,165 152,942 255,640 201,942: 28,950 82,648
: : :
: : Changes in Commitments from: April 7, 2009 :
: -3,620: 3,685 8,611 5,293 -17,775 -20,494 -8,797 -6,590: 5,177 2,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.9 17.2 46.1 49.2 86.5 77.2: 13.5 22.8
Old : 100.0: 25.8 19.7 13.9 45.0 46.8 84.8 80.5: 15.2 19.5
Other: 100.0: 38.1 13.7 3.5 48.2 53.7 89.8 71.0: 10.2 29.0
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 134 114 169 174 231 410 447:
Old : 522: 140 105 118 159 213 359 396:
Other: 414: 93 91 38 86 195 193 312:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 13.8 23.3 20.7 14.5 11.9 22.3 17.1
Old : 15.0 15.1 25.6 22.2 15.0 12.5 24.7 18.4
Other: 29.0 14.5 41.5 22.3 28.8 13.6 41.3 20.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,608: 2,237 2,382 213 10,160 10,358 12,610 12,953: 2,998 2,655
Old : 5,100: 736 1,297 0 2,859 2,651 3,595 3,948: 1,505 1,152
Other: 10,508: 1,680 1,264 34 7,301 7,707 9,015 9,005: 1,493 1,503
: : :
: : Changes in Commitments from: April 7, 2009 :
: 238: 31 104 -387 403 357 47 74: 191 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.3 1.4 65.1 66.4 80.8 83.0: 19.2 17.0
Old : 100.0: 14.4 25.4 0.0 56.1 52.0 70.5 77.4: 29.5 22.6
Other: 100.0: 16.0 12.0 0.3 69.5 73.3 85.8 85.7: 14.2 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 13 3 20 13 30 28:
Old : 32: 6 8 0 13 7 19 15:
Other: 38: 8 8 1 15 12 23 21:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 55.7 51.1 65.8 28.9 42.2 41.2 50.7
Old : 46.7 54.5 59.1 70.2 46.7 54.4 59.1 70.1
Other: 42.9 61.0 64.1 74.9 40.4 57.5 57.0 66.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 14, 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 : 361,793: 109,037 32,034 54,971 152,795 207,224 316,803 294,229: 44,990 67,564
Old : 235,346: 83,515 36,010 19,790 99,480 142,028 202,785 197,828: 32,561 37,518
Other: 126,447: 48,376 18,878 12,327 53,315 65,196 114,018 96,401: 12,429 30,046
: : :
: : Changes in Commitments from: April 7, 2009 :
: 23,488: 10,577 -775 4,554 5,441 18,121 20,572 21,900: 2,916 1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.9 15.2 42.2 57.3 87.6 81.3: 12.4 18.7
Old : 100.0: 35.5 15.3 8.4 42.3 60.3 86.2 84.1: 13.8 15.9
Other: 100.0: 38.3 14.9 9.7 42.2 51.6 90.2 76.2: 9.8 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 126 79 122 98 124 296 277:
Old : 346: 119 86 81 84 109 246 237:
Other: 257: 76 58 50 65 89 169 175:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 22.0 24.5 30.5 13.4 17.2 21.6 23.9
Old : 19.7 23.7 31.2 32.7 19.6 23.0 31.1 30.5
Other: 22.3 31.6 33.4 39.2 22.3 30.1 33.1 35.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,694: 12,158 975 731 0 1,745 12,889 3,451: 3,805 13,243
Old : 8,272: 5,148 1,055 506 0 787 5,654 2,348: 2,618 5,924
Other: 8,422: 7,090 0 145 0 958 7,235 1,103: 1,187 7,319
: : :
: : Changes in Commitments from: April 7, 2009 :
: 2,830: 2,112 -200 267 0 133 2,379 200: 451 2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 5.8 4.4 0.0 10.5 77.2 20.7: 22.8 79.3
Old : 100.0: 62.2 12.8 6.1 0.0 9.5 68.4 28.4: 31.6 71.6
Other: 100.0: 84.2 0.0 1.7 0.0 11.4 85.9 13.1: 14.1 86.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 4 9 0 4 14 17:
Old : 21: 12 5 7 0 4 12 16:
Other: 18: 14 0 6 0 4 14 10:
:----------------------------------------------------------------------------------------------------
: 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 : 53.5 10.6 68.1 17.1 52.7 10.6 67.3 16.3
Old : 46.1 13.6 61.3 23.3 44.9 13.6 59.3 21.5
Other: 64.2 11.5 78.6 13.0 63.8 11.4 78.1 11.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 14, 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 : 213,053: 29,764 24,638 41,370 111,409 128,574 182,543 194,582: 30,510 18,471
Old : 170,756: 31,629 26,596 22,484 91,491 105,755 145,604 154,835: 25,152 15,921
Other: 42,297: 8,885 8,792 8,136 19,918 22,819 36,939 39,747: 5,358 2,550
: : :
: : Changes in Commitments from: April 7, 2009 :
: 5,435: 2,816 -2,204 3,366 -1,038 6,422 5,144 7,584: 291 -2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.6 19.4 52.3 60.3 85.7 91.3: 14.3 8.7
Old : 100.0: 18.5 15.6 13.2 53.6 61.9 85.3 90.7: 14.7 9.3
Other: 100.0: 21.0 20.8 19.2 47.1 53.9 87.3 94.0: 12.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 48 36 65 68 54 164 133:
Old : 182: 53 41 50 59 51 145 121:
Other: 101: 27 24 17 38 23 74 57:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 28.0 27.1 40.2 12.1 25.9 20.3 35.4
Old : 16.1 30.2 27.7 42.0 14.1 29.5 24.6 41.0
Other: 30.6 45.8 44.3 65.3 18.0 38.8 30.4 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 14, 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 : 726,817: 45,006 120,270 9,460 565,618 467,999 620,084 597,729: 106,733 129,088
Old : 726,817: 45,006 120,270 9,460 565,618 467,999 620,084 597,729: 106,733 129,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 454: 5,246 -4,841 -307 -11,353 9,489 -6,414 4,341: 6,868 -3,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 16.5 1.3 77.8 64.4 85.3 82.2: 14.7 17.8
Old : 100.0: 6.2 16.5 1.3 77.8 64.4 85.3 82.2: 14.7 17.8
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 : 153: 22 37 11 71 67 100 108:
Old : 153: 22 37 11 71 67 100 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 35.1 47.4 43.1 33.2 35.0 44.5 43.0
Old : 34.5 35.1 47.4 43.1 33.2 35.0 44.5 43.0
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, April 14, 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 : 122,434: 35,778 8,204 11,994 46,327 84,840 94,099 105,038: 28,335 17,396
Old : 93,723: 32,617 9,537 6,174 30,559 62,933 69,350 78,644: 24,373 15,079
Other: 28,711: 6,537 2,043 2,444 15,768 21,907 24,749 26,394: 3,962 2,317
: : :
: : Changes in Commitments from: April 7, 2009 :
: 7,361: 4,942 -520 762 -755 6,495 4,949 6,737: 2,412 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.7 9.8 37.8 69.3 76.9 85.8: 23.1 14.2
Old : 100.0: 34.8 10.2 6.6 32.6 67.1 74.0 83.9: 26.0 16.1
Other: 100.0: 22.8 7.1 8.5 54.9 76.3 86.2 91.9: 13.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 48 20 35 55 45 120 91:
Old : 139: 48 23 28 50 43 112 84:
Other: 79: 22 13 9 38 21 66 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 37.6 21.5 51.3 9.9 34.9 16.4 42.7
Old : 12.9 36.7 20.1 49.5 12.5 34.8 19.4 44.8
Other: 26.3 57.8 40.7 73.0 21.7 53.3 34.5 64.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,622: 1,643 1,202 541 4,071 4,219 6,255 5,962: 1,367 1,660
Old : 4,419: 791 1,217 115 2,433 2,066 3,339 3,398: 1,080 1,021
Other: 3,203: 1,044 177 234 1,638 2,153 2,916 2,564: 287 639
: : :
: : Changes in Commitments from: April 7, 2009 :
: 427: 87 22 -78 108 708 117 652: 310 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.8 7.1 53.4 55.4 82.1 78.2: 17.9 21.8
Old : 100.0: 17.9 27.5 2.6 55.1 46.8 75.6 76.9: 24.4 23.1
Other: 100.0: 32.6 5.5 7.3 51.1 67.2 91.0 80.0: 9.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 8 6 20 15 33 27:
Old : 41: 7 9 4 20 11 30 22:
Other: 23: 3 5 3 6 12 12 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 : 34.2 37.8 50.9 57.1 34.2 37.1 48.8 50.2
Old : 32.6 50.0 46.5 62.3 32.4 49.0 46.3 61.2
Other: 66.1 36.8 87.2 62.0 64.6 30.4 72.3 48.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 14, 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 : 496,294: 90,533 57,069 3,627 307,607 361,049 401,767 421,745: 94,527 74,549
Old : 496,294: 90,533 57,069 3,627 307,607 361,049 401,767 421,745: 94,527 74,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: -542: -17,332 -895 -550 11,960 -2,285 -5,922 -3,730: 5,380 3,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.5 0.7 62.0 72.7 81.0 85.0: 19.0 15.0
Old : 100.0: 18.2 11.5 0.7 62.0 72.7 81.0 85.0: 19.0 15.0
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 : 135: 21 24 5 65 59 89 85:
Old : 135: 21 24 5 65 59 89 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 : 15.1 33.9 27.2 45.1 14.3 28.3 25.6 38.4
Old : 15.1 33.9 27.2 45.1 14.3 28.3 25.6 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, April 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,044,608: 107,754 145,471 5,735 724,082 645,085 837,571 796,291: 207,037 248,317
Old : 1,044,608: 107,754 145,471 5,735 724,082 645,085 837,571 796,291: 207,037 248,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 65,145: 28,990 6,365 -2,066 36,996 49,793 63,920 54,092: 1,225 11,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.9 0.5 69.3 61.8 80.2 76.2: 19.8 23.8
Old : 100.0: 10.3 13.9 0.5 69.3 61.8 80.2 76.2: 19.8 23.8
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 : 206: 32 46 14 85 92 123 146:
Old : 206: 32 46 14 85 92 123 146:
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 : 25.1 20.3 37.0 27.8 23.9 17.3 32.9 23.8
Old : 25.1 20.3 37.0 27.8 23.9 17.3 32.9 23.8
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, April 14, 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 : 824,244: 94,244 90,095 1,375 564,124 589,644 659,743 681,114: 164,501 143,130
Old : 824,244: 94,244 90,095 1,375 564,124 589,644 659,743 681,114: 164,501 143,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 12,700: 8,605 10,169 27 -7,460 10,199 1,172 20,395: 11,528 -7,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.9 0.2 68.4 71.5 80.0 82.6: 20.0 17.4
Old : 100.0: 11.4 10.9 0.2 68.4 71.5 80.0 82.6: 20.0 17.4
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 : 129: 22 29 8 56 61 82 94:
Old : 129: 22 29 8 56 61 82 94:
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 : 31.7 31.9 42.7 41.6 14.8 19.3 24.8 27.8
Old : 31.7 31.9 42.7 41.6 14.8 19.3 24.8 27.8
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, April 14, 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 : 406,123: 165,180 16,771 27,166 171,990 327,460 364,336 371,397: 41,787 34,726
Old : 406,123: 165,180 16,771 27,166 171,990 327,460 364,336 371,397: 41,787 34,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 2,850: -3,355 1,945 -3,228 6,932 274 349 -1,009: 2,501 3,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 4.1 6.7 42.3 80.6 89.7 91.4: 10.3 8.6
Old : 100.0: 40.7 4.1 6.7 42.3 80.6 89.7 91.4: 10.3 8.6
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 : 81: 31 9 21 32 30 69 55:
Old : 81: 31 9 21 32 30 69 55:
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 : 25.8 45.6 43.0 63.0 21.1 41.9 33.7 49.9
Old : 25.8 45.6 43.0 63.0 21.1 41.9 33.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 14, 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 : 50,215: 16,423 11,049 59 22,847 25,384 39,329 36,492: 10,886 13,723
Old : 50,215: 16,423 11,049 59 22,847 25,384 39,329 36,492: 10,886 13,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: -1,366: 1,326 -1,293 13 -2,682 -84 -1,343 -1,364: -23 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 22.0 0.1 45.5 50.6 78.3 72.7: 21.7 27.3
Old : 100.0: 32.7 22.0 0.1 45.5 50.6 78.3 72.7: 21.7 27.3
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 : 85: 20 24 4 25 25 48 50:
Old : 85: 20 24 4 25 25 48 50:
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 : 22.2 26.3 38.1 37.3 20.6 24.1 33.2 32.3
Old : 22.2 26.3 38.1 37.3 20.6 24.1 33.2 32.3
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, April 14, 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 : 22,401: 5,028 5,188 114 17,053 16,802 22,195 22,104: 206 297
Old : 22,401: 5,028 5,188 114 17,053 16,802 22,195 22,104: 206 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: 1,058: -5,690 117 -36 6,778 925 1,052 1,006: 6 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 23.2 0.5 76.1 75.0 99.1 98.7: 0.9 1.3
Old : 100.0: 22.4 23.2 0.5 76.1 75.0 99.1 98.7: 0.9 1.3
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 : 45: 11 13 2 11 13 24 26:
Old : 45: 11 13 2 11 13 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 63.9 89.8 82.6 74.3 54.7 84.1 73.5
Old : 75.7 63.9 89.8 82.6 74.3 54.7 84.1 73.5
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, April 14, 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 : 23,510: 2,103 1,194 236 20,910 22,017 23,249 23,447: 261 63
Old : 23,510: 2,103 1,194 236 20,910 22,017 23,249 23,447: 261 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2009 :
: -3,910: -6,657 -161 -712 3,523 -3,042 -3,846 -3,915: -64 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.1 1.0 88.9 93.6 98.9 99.7: 1.1 0.3
Old : 100.0: 8.9 5.1 1.0 88.9 93.6 98.9 99.7: 1.1 0.3
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 : 31: 7 9 3 11 8 20 18:
Old : 31: 7 9 3 11 8 20 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 : 75.6 80.1 91.8 93.6 65.9 72.7 78.4 79.7
Old : 75.6 80.1 91.8 93.6 65.9 72.7 78.4 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2009