WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 25, 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 : 332,782: 71,713 99,990 59,562 173,009 126,532 304,284 286,084: 28,498 46,698
Old : 275,173: 62,121 89,790 40,572 147,491 106,054 250,184 236,416: 24,989 38,757
Other: 57,609: 26,541 27,149 2,041 25,518 20,478 54,100 49,668: 3,509 7,941
: : :
: : Changes in Commitments from: August 18, 2009 :
: 5,595: -3,463 -3,612 12,513 -5,460 -3,157 3,590 5,744: 2,005 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 30.0 17.9 52.0 38.0 91.4 86.0: 8.6 14.0
Old : 100.0: 22.6 32.6 14.7 53.6 38.5 90.9 85.9: 9.1 14.1
Other: 100.0: 46.1 47.1 3.5 44.3 35.5 93.9 86.2: 6.1 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 86 140 118 64 90 247 294:
Old : 370: 108 140 93 57 81 223 276:
Other: 161: 34 50 16 30 67 72 127:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 13.7 40.3 21.2 25.0 12.8 39.5 19.9
Old : 28.8 15.2 42.6 23.6 28.6 14.7 42.4 22.9
Other: 61.6 26.1 70.9 37.7 59.8 25.2 66.6 36.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 25, 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 : 859,458: 205,377 174,189 86,312 461,036 400,438 752,725 660,939: 106,733 198,519
Old : 74,366: 19,823 9,781 5 34,230 47,872 54,058 57,658: 20,308 16,708
Other: 785,092: 204,934 183,788 66,927 426,806 352,566 698,667 603,281: 86,425 181,811
: : :
: : Changes in Commitments from: August 18, 2009 :
: -3,661: -7,962 14,280 -10,708 8,592 -16,686 -10,078 -13,114: 6,417 9,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 20.3 10.0 53.6 46.6 87.6 76.9: 12.4 23.1
Old : 100.0: 26.7 13.2 0.0 46.0 64.4 72.7 77.5: 27.3 22.5
Other: 100.0: 26.1 23.4 8.5 54.4 44.9 89.0 76.8: 11.0 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 132 158 140 204 251 433 485:
Old : 326: 52 38 1 119 136 172 174:
Other: 616: 130 181 113 149 243 354 471:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 14.8 28.4 20.0 17.5 14.2 27.6 19.1
Old : 14.7 21.6 21.9 31.2 13.9 21.6 21.1 30.3
Other: 19.4 14.9 30.4 20.0 19.2 14.1 30.2 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 25, 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 : 13,680: 1,805 2,111 788 8,930 8,747 11,523 11,646: 2,157 2,034
Old : 13,676: 1,806 2,111 787 8,929 8,746 11,522 11,644: 2,154 2,032
Other: 4: 0 1 0 1 1 1 2: 3 2
: : :
: : Changes in Commitments from: August 18, 2009 :
: -3: 90 -246 -20 -103 329 -33 63: 30 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.4 5.8 65.3 63.9 84.2 85.1: 15.8 14.9
Old : 100.0: 13.2 15.4 5.8 65.3 64.0 84.2 85.1: 15.8 14.9
Other: 100.0: 0.0 25.0 0.0 25.0 25.0 25.0 50.0: 75.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 13 6 15 11 28 29:
Old : 46: 9 13 6 14 11 27 29:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 42.6 57.6 56.9 67.6 42.2 55.6 56.5 65.3
Old : 42.6 57.6 56.9 67.6 42.2 55.6 56.6 65.3
Other: 25.0 50.0 25.0 50.0 25.0 50.0 25.0 50.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 25, 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 : 395,788: 105,901 38,410 62,005 185,838 222,928 353,744 323,343: 42,044 72,445
Old : 372,815: 106,709 42,270 47,742 178,285 213,807 332,736 303,819: 40,079 68,996
Other: 22,973: 13,430 10,378 25 7,553 9,121 21,008 19,524: 1,965 3,449
: : :
: : Changes in Commitments from: August 18, 2009 :
: -11,920: -10,255 -4,286 1,124 -3,410 -8,961 -12,541 -12,123: 621 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.7 15.7 47.0 56.3 89.4 81.7: 10.6 18.3
Old : 100.0: 28.6 11.3 12.8 47.8 57.3 89.2 81.5: 10.8 18.5
Other: 100.0: 58.5 45.2 0.1 32.9 39.7 91.4 85.0: 8.6 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 125 128 118 107 164 308 357:
Old : 460: 130 132 107 107 163 302 351:
Other: 179: 28 38 3 20 99 50 138:
:----------------------------------------------------------------------------------------------------
: 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 20.9 27.2 28.8 16.3 18.9 25.7 24.7
Old : 17.4 21.0 28.2 29.3 17.2 19.1 27.2 25.2
Other: 52.1 47.0 65.9 58.7 51.2 47.0 65.0 58.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 25,331: 22,514 3,187 343 11 4,183 22,868 7,713: 2,463 17,618
Old : 24,146: 21,500 3,173 338 11 3,867 21,849 7,378: 2,297 16,768
Other: 1,185: 1,014 14 5 0 316 1,019 335: 166 850
: : :
: : Changes in Commitments from: August 18, 2009 :
: 546: 749 206 -99 1 56 651 163: -105 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 12.6 1.4 0.0 16.5 90.3 30.4: 9.7 69.6
Old : 100.0: 89.0 13.1 1.4 0.0 16.0 90.5 30.6: 9.5 69.4
Other: 100.0: 85.6 1.2 0.4 0.0 26.7 86.0 28.3: 14.0 71.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 9 8 2 13 21 29:
Old : 40: 18 9 8 2 13 21 29:
Other: 21: 10 2 1 0 9 10 12:
:----------------------------------------------------------------------------------------------------
: 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 : 56.1 11.4 77.9 17.8 55.1 11.4 77.0 17.8
Old : 56.3 11.4 78.2 17.5 55.3 11.4 77.2 17.5
Other: 75.6 23.5 85.1 27.2 75.6 23.5 84.6 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 25, 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 : 235,143: 43,037 31,913 52,578 111,905 130,055 207,520 214,546: 27,623 20,597
Old : 24,904: 11,115 3,800 222 9,212 18,298 20,549 22,320: 4,355 2,584
Other: 210,239: 41,983 38,174 42,295 102,693 111,757 186,971 192,226: 23,268 18,013
: : :
: : Changes in Commitments from: August 18, 2009 :
: 1,208: 4,506 124 -602 -3,397 -209 507 -687: 701 1,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 13.6 22.4 47.6 55.3 88.3 91.2: 11.7 8.8
Old : 100.0: 44.6 15.3 0.9 37.0 73.5 82.5 89.6: 17.5 10.4
Other: 100.0: 20.0 18.2 20.1 48.8 53.2 88.9 91.4: 11.1 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 48 56 75 60 54 164 163:
Old : 105: 38 16 2 20 34 59 51:
Other: 208: 46 74 60 55 50 143 153:
:----------------------------------------------------------------------------------------------------
: 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 20.2 27.9 29.6 14.4 18.6 23.5 27.2
Old : 27.7 39.6 37.5 54.8 27.6 39.6 37.2 54.8
Other: 18.6 21.6 29.9 31.7 16.2 20.6 26.4 30.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 25, 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 : 822,167: 67,371 190,933 12,040 631,737 530,845 711,148 733,818: 111,019 88,349
Old : 822,167: 67,371 190,933 12,040 631,737 530,845 711,148 733,818: 111,019 88,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 101,932: -3,064 -9,435 2,577 87,418 94,012 86,931 87,154: 15,001 14,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 23.2 1.5 76.8 64.6 86.5 89.3: 13.5 10.7
Old : 100.0: 8.2 23.2 1.5 76.8 64.6 86.5 89.3: 13.5 10.7
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 : 145: 27 23 14 67 74 102 103:
Old : 145: 27 23 14 67 74 102 103:
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 : 24.7 38.1 36.3 46.8 18.2 29.7 26.3 38.4
Old : 24.7 38.1 36.3 46.8 18.2 29.7 26.3 38.4
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 25, 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 : 161,685: 45,175 6,199 22,708 64,686 114,977 132,569 143,884: 29,116 17,801
Old : 19,482: 5,270 1,274 0 10,237 14,470 15,507 15,744: 3,975 3,738
Other: 142,203: 43,707 8,727 18,906 54,449 100,507 117,062 128,140: 25,141 14,063
: : :
: : Changes in Commitments from: August 18, 2009 :
: -4,901: -1,810 -577 -3,278 433 467 -4,655 -3,388: -246 -1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 3.8 14.0 40.0 71.1 82.0 89.0: 18.0 11.0
Old : 100.0: 27.1 6.5 0.0 52.5 74.3 79.6 80.8: 20.4 19.2
Other: 100.0: 30.7 6.1 13.3 38.3 70.7 82.3 90.1: 17.7 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 64 26 45 62 59 151 115:
Old : 76: 17 9 0 21 31 38 40:
Other: 172: 63 29 42 60 53 147 108:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 39.9 22.8 53.6 10.7 33.1 17.2 41.9
Old : 44.6 44.6 56.0 55.3 44.6 44.6 55.9 55.3
Other: 14.8 42.8 24.2 55.1 12.3 39.5 19.9 47.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 25, 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 : 11,520: 2,860 1,018 1,397 5,451 7,647 9,708 10,062: 1,812 1,458
Old : 11,520: 2,860 1,018 1,397 5,451 7,647 9,708 10,062: 1,812 1,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 354: -243 262 -283 969 127 443 106: -89 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 8.8 12.1 47.3 66.4 84.3 87.3: 15.7 12.7
Old : 100.0: 24.8 8.8 12.1 47.3 66.4 84.3 87.3: 15.7 12.7
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 : 60: 18 10 12 21 16 47 34:
Old : 60: 18 10 12 21 16 47 34:
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 : 28.6 43.5 42.8 59.3 27.5 35.6 37.3 49.9
Old : 28.6 43.5 42.8 59.3 27.5 35.6 37.3 49.9
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 25, 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 : 795,124: 254,566 82,626 15,067 434,961 600,734 704,594 698,427: 90,530 96,697
Old : 795,124: 254,566 82,626 15,067 434,961 600,734 704,594 698,427: 90,530 96,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 14,243: 25,282 11,383 -6,691 -13,684 14,946 4,907 19,638: 9,336 -5,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 10.4 1.9 54.7 75.6 88.6 87.8: 11.4 12.2
Old : 100.0: 32.0 10.4 1.9 54.7 75.6 88.6 87.8: 11.4 12.2
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 : 185: 37 33 22 77 89 123 136:
Old : 185: 37 33 22 77 89 123 136:
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 : 24.3 26.9 35.6 38.6 23.7 25.3 32.9 34.8
Old : 24.3 26.9 35.6 38.6 23.7 25.3 32.9 34.8
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 25, 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 : 1,132,144: 97,088 166,715 15,830 788,831 631,304 901,749 813,849: 230,395 318,295
Old : 1,132,144: 97,088 166,715 15,830 788,831 631,304 901,749 813,849: 230,395 318,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -10,920: 9,281 -33,970 5,750 -41,542 22,927 -26,511 -5,293: 15,591 -5,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.7 1.4 69.7 55.8 79.6 71.9: 20.4 28.1
Old : 100.0: 8.6 14.7 1.4 69.7 55.8 79.6 71.9: 20.4 28.1
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 : 195: 22 47 23 88 94 126 148:
Old : 195: 22 47 23 88 94 126 148:
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 : 18.9 15.8 29.6 23.2 14.5 8.4 22.4 13.5
Old : 18.9 15.8 29.6 23.2 14.5 8.4 22.4 13.5
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 25, 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 : 841,597: 116,677 90,077 12,263 505,907 535,017 634,847 637,357: 206,750 204,240
Old : 841,597: 116,677 90,077 12,263 505,907 535,017 634,847 637,357: 206,750 204,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -16,652: -18,887 -10,585 -5,124 -36,521 -29,811 -60,532 -45,520: 43,880 28,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.7 1.5 60.1 63.6 75.4 75.7: 24.6 24.3
Old : 100.0: 13.9 10.7 1.5 60.1 63.6 75.4 75.7: 24.6 24.3
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 : 130: 17 22 14 65 73 88 103:
Old : 130: 17 22 14 65 73 88 103:
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 : 20.6 17.2 31.1 27.7 16.0 15.9 24.5 25.6
Old : 20.6 17.2 31.1 27.7 16.0 15.9 24.5 25.6
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 25, 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 : 398,202: 119,810 22,546 27,268 211,918 312,061 358,996 361,875: 39,206 36,327
Old : 398,202: 119,810 22,546 27,268 211,918 312,061 358,996 361,875: 39,206 36,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 10,354: 1,447 -520 -709 7,443 14,387 8,181 13,158: 2,173 -2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 5.7 6.8 53.2 78.4 90.2 90.9: 9.8 9.1
Old : 100.0: 30.1 5.7 6.8 53.2 78.4 90.2 90.9: 9.8 9.1
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 : 93: 26 7 25 41 44 75 75:
Old : 93: 26 7 25 41 44 75 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 43.2 45.3 59.2 20.1 25.0 29.4 36.0
Old : 28.0 43.2 45.3 59.2 20.1 25.0 29.4 36.0
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 25, 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 : 11,487: 1,834 1,583 3 5,433 6,071 7,270 7,657: 4,217 3,830
Old : 11,487: 1,834 1,583 3 5,433 6,071 7,270 7,657: 4,217 3,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -534: -612 28 0 -675 -1,480 -1,287 -1,452: 753 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.8 0.0 47.3 52.9 63.3 66.7: 36.7 33.3
Old : 100.0: 16.0 13.8 0.0 47.3 52.9 63.3 66.7: 36.7 33.3
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 : 21: 4 3 1 7 8 12 11:
Old : 21: 4 3 1 7 8 12 11:
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 : 42.9 40.3 57.3 59.2 39.6 40.3 54.0 59.1
Old : 42.9 40.3 57.3 59.2 39.6 40.3 54.0 59.1
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 25, 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 : 68,734: 23,717 16,140 822 33,440 35,010 57,979 51,972: 10,755 16,762
Old : 68,734: 23,717 16,140 822 33,440 35,010 57,979 51,972: 10,755 16,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -269: 650 -1,206 159 -476 1,196 333 149: -602 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 23.5 1.2 48.7 50.9 84.4 75.6: 15.6 24.4
Old : 100.0: 34.5 23.5 1.2 48.7 50.9 84.4 75.6: 15.6 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 27 23 6 27 24 56 52:
Old : 93: 27 23 6 27 24 56 52:
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 : 31.1 37.1 43.4 50.9 31.1 34.3 42.0 45.8
Old : 31.1 37.1 43.4 50.9 31.1 34.3 42.0 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 8,444: 6,578 5,236 0 1,736 3,207 8,314 8,443: 130 1
Old : 8,444: 6,578 5,236 0 1,736 3,207 8,314 8,443: 130 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 92: 106 92 0 -10 2 96 94: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 62.0 0.0 20.6 38.0 98.5 100.0: 1.5 0.0
Old : 100.0: 77.9 62.0 0.0 20.6 38.0 98.5 100.0: 1.5 0.0
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 : 20: 11 5 0 2 2 13 7:
Old : 20: 11 5 0 2 2 13 7:
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 : 75.4 93.0 93.6 100.0 75.4 93.0 93.6 100.0
Old : 75.4 93.0 93.6 100.0 75.4 93.0 93.6 100.0
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 25, 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 : 23,014: 3,408 1,552 490 19,023 20,591 22,921 22,633: 93 381
Old : 23,014: 3,408 1,552 490 19,023 20,591 22,921 22,633: 93 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -162: -232 -351 400 -350 -218 -182 -169: 20 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 6.7 2.1 82.7 89.5 99.6 98.3: 0.4 1.7
Old : 100.0: 14.8 6.7 2.1 82.7 89.5 99.6 98.3: 0.4 1.7
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 : 40: 5 11 2 12 15 18 27:
Old : 40: 5 11 2 12 15 18 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 83.5 92.1 90.9 78.5 80.4 90.2 87.2
Old : 80.2 83.5 92.1 90.9 78.5 80.4 90.2 87.2
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 25, 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 : 30,105: 4,040 285 1,030 24,808 28,661 29,878 29,976: 227 129
Old : 30,105: 4,040 285 1,030 24,808 28,661 29,878 29,976: 227 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -2,140: -973 -42 -111 -1,216 -1,924 -2,300 -2,077: 160 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 0.9 3.4 82.4 95.2 99.2 99.6: 0.8 0.4
Old : 100.0: 13.4 0.9 3.4 82.4 95.2 99.2 99.6: 0.8 0.4
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 : 30: 9 5 1 9 9 18 15:
Old : 30: 9 5 1 9 9 18 15:
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 : 83.0 85.3 95.3 97.3 52.0 62.6 64.1 66.9
Old : 83.0 85.3 95.3 97.3 52.0 62.6 64.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2009