WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 4, 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 : 322,431: 75,933 97,574 50,786 166,518 130,979 293,237 279,339: 29,194 43,092
Old : 274,238: 66,911 87,011 34,515 145,899 117,004 247,325 238,530: 26,913 35,708
Other: 48,193: 22,222 23,763 3,071 20,619 13,975 45,912 40,809: 2,281 7,384
: : :
: : Changes in Commitments from: July 28, 2009 :
: -787: 413 -38 -3,480 977 5,573 -2,090 2,055: 1,303 -2,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 30.3 15.8 51.6 40.6 90.9 86.6: 9.1 13.4
Old : 100.0: 24.4 31.7 12.6 53.2 42.7 90.2 87.0: 9.8 13.0
Other: 100.0: 46.1 49.3 6.4 42.8 29.0 95.3 84.7: 4.7 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 94 127 119 60 98 243 282:
Old : 351: 116 118 97 57 90 229 260:
Other: 151: 21 52 20 26 66 61 129:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 14.1 41.6 21.5 26.2 13.8 40.8 20.6
Old : 29.4 15.7 42.8 24.2 29.2 15.4 42.5 23.4
Other: 66.9 27.6 74.4 40.7 64.6 27.5 71.9 39.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 4, 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 : 871,875: 221,135 156,032 94,186 448,658 422,455 763,979 672,673: 107,896 199,202
Old : 225,011: 66,566 81,829 1,005 122,935 108,241 190,506 191,075: 34,505 33,936
Other: 646,864: 209,909 129,543 37,841 325,723 314,214 573,473 481,598: 73,391 165,266
: : :
: : Changes in Commitments from: July 28, 2009 :
: -8,456: 4,291 -19,489 -2,882 -10,273 11,061 -8,864 -11,310: 408 2,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 17.9 10.8 51.5 48.5 87.6 77.2: 12.4 22.8
Old : 100.0: 29.6 36.4 0.4 54.6 48.1 84.7 84.9: 15.3 15.1
Other: 100.0: 32.5 20.0 5.8 50.4 48.6 88.7 74.5: 11.3 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 134 153 155 196 260 439 496:
Old : 475: 104 96 7 130 169 238 268:
Other: 605: 145 149 98 139 246 344 443:
:----------------------------------------------------------------------------------------------------
: 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 12.1 28.8 18.0 17.1 11.9 26.3 16.8
Old : 29.7 17.3 37.9 27.0 29.7 17.1 37.9 26.8
Other: 19.7 13.6 30.7 18.6 19.3 13.6 29.9 18.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 4, 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 : 13,853: 1,810 2,388 919 9,101 8,543 11,830 11,850: 2,023 2,003
Old : 13,850: 1,811 2,388 918 9,101 8,543 11,830 11,849: 2,020 2,001
Other: 3: 0 1 0 0 0 0 1: 3 2
: : :
: : Changes in Commitments from: July 28, 2009 :
: -621: 3 86 795 -1,167 -1,280 -369 -399: -252 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.2 6.6 65.7 61.7 85.4 85.5: 14.6 14.5
Old : 100.0: 13.1 17.2 6.6 65.7 61.7 85.4 85.6: 14.6 14.4
Other: 100.0: 0.0 33.3 0.0 0.0 0.0 0.0 33.3: 100.0 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 14 8 14 11 30 32:
Old : 50: 11 14 8 14 11 30 32:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 38.3 51.9 53.5 63.3 37.8 44.3 51.5 55.7
Old : 38.3 51.9 53.5 63.3 37.8 44.3 51.5 55.7
Other: 0.0 33.3 0.0 33.3 0.0 33.3 0.0 33.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 4, 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 : 396,717: 115,785 34,237 55,382 181,565 232,681 352,732 322,300: 43,985 74,417
Old : 376,617: 113,268 36,907 47,386 174,171 220,990 334,825 305,283: 41,792 71,334
Other: 20,100: 10,489 5,302 24 7,394 11,691 17,907 17,017: 2,193 3,083
: : :
: : Changes in Commitments from: July 28, 2009 :
: 4,690: 13,844 -20 4,291 -14,204 5,625 3,931 9,896: 759 -5,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 8.6 14.0 45.8 58.7 88.9 81.2: 11.1 18.8
Old : 100.0: 30.1 9.8 12.6 46.2 58.7 88.9 81.1: 11.1 18.9
Other: 100.0: 52.2 26.4 0.1 36.8 58.2 89.1 84.7: 10.9 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 139 104 109 99 155 300 330:
Old : 438: 142 107 102 98 154 293 327:
Other: 156: 26 28 2 21 87 48 116:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 24.4 29.3 32.4 16.4 19.7 25.8 26.2
Old : 18.5 24.4 29.8 32.5 17.1 19.8 27.0 26.3
Other: 53.9 53.1 66.7 68.2 53.9 53.1 66.7 67.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 4, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 23,315: 19,542 2,385 490 10 3,804 20,042 6,679: 3,273 16,636
Old : 22,327: 18,698 2,373 490 10 3,544 19,198 6,407: 3,129 15,920
Other: 988: 844 12 0 0 260 844 272: 144 716
: : :
: : Changes in Commitments from: July 28, 2009 :
: 1,587: 1,767 -319 57 4 532 1,828 270: -241 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 10.2 2.1 0.0 16.3 86.0 28.6: 14.0 71.4
Old : 100.0: 83.7 10.6 2.2 0.0 15.9 86.0 28.7: 14.0 71.3
Other: 100.0: 85.4 1.2 0.0 0.0 26.3 85.4 27.5: 14.6 72.5
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 15 7 7 1 12 17 25:
Old : 34: 15 7 7 1 12 17 25:
Other: 18: 8 2 0 0 8 8 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 : 58.0 10.3 78.0 16.8 56.3 10.3 76.2 16.5
Old : 57.5 9.8 77.8 16.5 55.7 9.8 76.0 16.2
Other: 77.2 24.4 85.4 27.2 77.2 24.4 85.4 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 4, 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 : 248,508: 40,593 40,811 53,557 128,141 132,628 222,291 226,996: 26,217 21,512
Old : 59,148: 26,194 8,155 3,327 24,376 42,016 53,897 53,498: 5,251 5,650
Other: 189,360: 34,327 52,584 30,302 103,765 90,612 168,394 173,498: 20,966 15,862
: : :
: : Changes in Commitments from: July 28, 2009 :
: 6,925: 4,609 -10,350 7,006 -7,112 15,078 4,503 11,734: 2,422 -4,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.4 21.6 51.6 53.4 89.5 91.3: 10.5 8.7
Old : 100.0: 44.3 13.8 5.6 41.2 71.0 91.1 90.4: 8.9 9.6
Other: 100.0: 18.1 27.8 16.0 54.8 47.9 88.9 91.6: 11.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 53 72 80 64 63 178 179:
Old : 145: 45 35 19 32 48 88 91:
Other: 212: 49 79 49 57 53 146 148:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 18.6 28.1 27.2 13.7 14.3 23.0 21.9
Old : 27.2 24.3 42.3 41.5 26.6 24.3 41.6 41.5
Other: 19.7 22.0 31.7 32.3 19.2 19.5 29.7 28.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 4, 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 : 683,393: 68,975 177,073 2,693 517,014 410,151 588,682 589,917: 94,711 93,476
Old : 683,393: 68,975 177,073 2,693 517,014 410,151 588,682 589,917: 94,711 93,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 3,674: -2,306 27,672 229 11,542 14,711 9,465 42,612: -5,791 -38,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 25.9 0.4 75.7 60.0 86.1 86.3: 13.9 13.7
Old : 100.0: 10.1 25.9 0.4 75.7 60.0 86.1 86.3: 13.9 13.7
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: 27 28 9 71 69 104 100:
Old : 147: 27 28 9 71 69 104 100:
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 29.6 33.8 40.5 20.7 28.9 28.6 39.7
Old : 24.9 29.6 33.8 40.5 20.7 28.9 28.6 39.7
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, August 4, 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 : 175,032: 49,494 5,659 26,279 70,592 123,177 146,365 155,115: 28,667 19,917
Old : 46,086: 16,832 4,511 1 21,458 36,538 38,291 41,050: 7,795 5,036
Other: 128,946: 42,833 11,319 16,107 49,134 86,639 108,074 114,065: 20,872 14,881
: : :
: : Changes in Commitments from: July 28, 2009 :
: 1,365: 7,372 -213 4,638 -9,727 177 2,283 4,602: -918 -3,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 3.2 15.0 40.3 70.4 83.6 88.6: 16.4 11.4
Old : 100.0: 36.5 9.8 0.0 46.6 79.3 83.1 89.1: 16.9 10.9
Other: 100.0: 33.2 8.8 12.5 38.1 67.2 83.8 88.5: 16.2 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 71 21 54 60 55 160 117:
Old : 119: 44 15 1 39 39 84 54:
Other: 170: 60 36 38 56 43 141 99:
:----------------------------------------------------------------------------------------------------
: 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 38.6 23.5 50.4 8.4 28.4 13.7 35.8
Old : 35.8 35.5 46.0 53.7 35.8 34.2 44.9 48.2
Other: 15.0 44.5 24.1 54.7 10.5 42.9 17.6 48.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 4, 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 : 9,358: 2,925 577 943 3,147 6,813 7,015 8,333: 2,343 1,025
Old : 9,358: 2,925 577 943 3,147 6,813 7,015 8,333: 2,343 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 40: -24 -477 331 -99 613 208 467: -168 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 6.2 10.1 33.6 72.8 75.0 89.0: 25.0 11.0
Old : 100.0: 31.3 6.2 10.1 33.6 72.8 75.0 89.0: 25.0 11.0
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 : 50: 15 7 9 17 19 39 30:
Old : 50: 15 7 9 17 19 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 47.1 43.3 61.3 28.0 42.2 40.7 55.2
Old : 28.0 47.1 43.3 61.3 28.0 42.2 40.7 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 4, 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 : 657,248: 196,191 61,367 9,807 358,817 485,223 564,815 556,397: 92,433 100,851
Old : 657,248: 196,191 61,367 9,807 358,817 485,223 564,815 556,397: 92,433 100,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -7,596: -17,941 4,387 3,670 15,867 -12,844 1,596 -4,787: -9,192 -2,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 9.3 1.5 54.6 73.8 85.9 84.7: 14.1 15.3
Old : 100.0: 29.9 9.3 1.5 54.6 73.8 85.9 84.7: 14.1 15.3
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 : 178: 37 29 13 69 85 113 120:
Old : 178: 37 29 13 69 85 113 120:
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 26.6 38.3 37.7 25.6 25.1 35.1 36.2
Old : 27.1 26.6 38.3 37.7 25.6 25.1 35.1 36.2
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, August 4, 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 : 1,079,309: 78,317 195,503 9,124 762,033 545,914 849,474 750,541: 229,835 328,768
Old : 1,079,309: 78,317 195,503 9,124 762,033 545,914 849,474 750,541: 229,835 328,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -13,289: 226 4,678 864 -20,812 -23,964 -19,722 -18,422: 6,433 5,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 18.1 0.8 70.6 50.6 78.7 69.5: 21.3 30.5
Old : 100.0: 7.3 18.1 0.8 70.6 50.6 78.7 69.5: 21.3 30.5
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 : 204: 26 49 23 85 94 123 155:
Old : 204: 26 49 23 85 94 123 155:
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 : 19.6 17.1 29.3 23.5 15.9 10.3 23.6 15.2
Old : 19.6 17.1 29.3 23.5 15.9 10.3 23.6 15.2
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, August 4, 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 : 811,467: 106,881 118,290 7,319 544,129 505,348 658,329 630,957: 153,138 180,510
Old : 811,467: 106,881 118,290 7,319 544,129 505,348 658,329 630,957: 153,138 180,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 51,275: -26,531 25,273 1,677 83,184 21,683 58,330 48,633: -7,055 2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.6 0.9 67.1 62.3 81.1 77.8: 18.9 22.2
Old : 100.0: 13.2 14.6 0.9 67.1 62.3 81.1 77.8: 18.9 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 : 137: 18 24 16 68 72 93 105:
Old : 137: 18 24 16 68 72 93 105:
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 : 30.3 18.2 40.8 29.2 25.0 17.3 34.8 26.7
Old : 30.3 18.2 40.8 29.2 25.0 17.3 34.8 26.7
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, August 4, 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 : 344,601: 113,442 12,242 29,909 169,065 268,958 312,416 311,109: 32,185 33,492
Old : 344,601: 113,442 12,242 29,909 169,065 268,958 312,416 311,109: 32,185 33,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -41,490: -5,519 -2,122 2,056 -36,632 -41,695 -40,095 -41,761: -1,395 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.6 8.7 49.1 78.0 90.7 90.3: 9.3 9.7
Old : 100.0: 32.9 3.6 8.7 49.1 78.0 90.7 90.3: 9.3 9.7
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 : 88: 30 5 22 36 38 73 63:
Old : 88: 30 5 22 36 38 73 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 48.4 39.6 62.8 17.4 33.8 28.2 44.3
Old : 23.3 48.4 39.6 62.8 17.4 33.8 28.2 44.3
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, August 4, 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 : 12,011: 2,223 1,195 3 6,391 7,771 8,617 8,969: 3,394 3,042
Old : 12,011: 2,223 1,195 3 6,391 7,771 8,617 8,969: 3,394 3,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 400: 54 33 0 60 -7 114 26: 286 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.9 0.0 53.2 64.7 71.7 74.7: 28.3 25.3
Old : 100.0: 18.5 9.9 0.0 53.2 64.7 71.7 74.7: 28.3 25.3
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 : 20: 4 2 1 9 7 14 9:
Old : 20: 4 2 1 9 7 14 9:
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 : 43.3 60.3 59.1 74.7 42.5 55.3 57.8 69.6
Old : 43.3 60.3 59.1 74.7 42.5 55.3 57.8 69.6
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, August 4, 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 : 65,434: 19,180 13,572 333 36,235 34,224 55,748 48,129: 9,686 17,305
Old : 65,434: 19,180 13,572 333 36,235 34,224 55,748 48,129: 9,686 17,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 89: 1,251 1,840 166 -1,533 1,010 -116 3,016: 205 -2,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 20.7 0.5 55.4 52.3 85.2 73.6: 14.8 26.4
Old : 100.0: 29.3 20.7 0.5 55.4 52.3 85.2 73.6: 14.8 26.4
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 : 85: 24 21 8 25 24 52 51:
Old : 85: 24 21 8 25 24 52 51:
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 : 32.9 35.0 44.8 47.1 31.8 31.6 42.7 41.7
Old : 32.9 35.0 44.8 47.1 31.8 31.6 42.7 41.7
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, August 4, 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 : 23,268: 2,563 1,963 90 20,556 20,875 23,209 22,928: 59 340
Old : 23,268: 2,563 1,963 90 20,556 20,875 23,209 22,928: 59 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: -1,646: -475 -56 2 -1,166 -1,589 -1,639 -1,643: -7 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.4 0.4 88.3 89.7 99.7 98.5: 0.3 1.5
Old : 100.0: 11.0 8.4 0.4 88.3 89.7 99.7 98.5: 0.3 1.5
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 : 40: 5 12 1 11 14 17 26:
Old : 40: 5 12 1 11 14 17 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 : 79.2 84.5 94.3 91.9 79.2 83.4 94.3 90.8
Old : 79.2 84.5 94.3 91.9 79.2 83.4 94.3 90.8
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, August 4, 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 : 30,843: 7,424 781 849 22,350 29,031 30,623 30,661: 220 182
Old : 30,843: 7,424 781 849 22,350 29,031 30,623 30,661: 220 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 507: -607 557 -214 1,334 168 513 511: -6 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 2.5 2.8 72.5 94.1 99.3 99.4: 0.7 0.6
Old : 100.0: 24.1 2.5 2.8 72.5 94.1 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 8 1 9 8 18 17:
Old : 32: 9 8 1 9 8 18 17:
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 : 85.2 85.7 96.1 97.0 55.9 63.7 66.3 67.9
Old : 85.2 85.7 96.1 97.0 55.9 63.7 66.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2009